In Example 8.7.1, determine the likelihood ratio test for general , and show that it reduces to
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In Example 8.7.1, determine the likelihood ratio test for general , and show that it reduces to the test that rejects for large values of min(X1,..., Xs)
when is the identity matrix. How do you calculate the critical value for general
? Is the resulting test monotone?
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Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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