Let X be uniformly distributed on (, + 1), 0 v. [Basu (1964).]
Question:
Let X be uniformly distributed on (θ, θ + 1), 0 <θ< ∞, let
[X] denote the largest integer ≤ X, and let V = X − [X].
(i) The statistic V (X) is uniformly distributed on (0, 1) and is therefore ancillary.
(ii) The marginal distribution of [X] is given by
[X] = [θ] with probability 1 − V (θ),
[θ] + 1 with probability V (θ).
(iii) Conditionally, given that V = v, [X] assigns probability 1 to the value [θ]
if V (θ) ≤ v and to the value [θ] + 1 if V (θ) > v. [Basu (1964).]
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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