Let X be uniformly distributed on (, + 1), 0 < < , let [X]
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).]
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
Question Posted: