Exercise5.13 Extend theresultsofExercise4.13fortestingtheequalityofvariancesfortwoinde- pendent normalsamplesto k samples. 1. DerivethecorrespondingGLR. 2. The exactdistributionoftheGLRunderthenullisdifficulttocomputefor k > 2. ApplyWilks theorem
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Exercise5.13 Extend theresultsofExercise4.13fortestingtheequalityofvariancesfortwoinde-
pendent normalsamplesto k samples.
1. DerivethecorrespondingGLR.
2. The exactdistributionoftheGLRunderthenullisdifficulttocomputefor k > 2. ApplyWilks’
theorem tofindanasymptoticGLRTatlevel α.
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Related Book For
Statistical Theory A Concise Introduction Texts In Statistical Science
ISBN: 9781032007458
2nd Edition
Authors: Felix Abramovich, Ya'acov Ritov
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