Suppose X1,...,Xn are i.i.d. N(, 2) with both parameters unknown. Consider testing = 0 versus

Question:

Suppose X1,...,Xn are i.i.d. N(µ, σ2) with both parameters unknown. Consider testing µ = 0 versus µ = 0. Find the likelihood ratio test statistic, and determine its limiting distribution under the null hypothesis. Calculate the limiting power of the test against the sequence of alternatives

(µ, σ2)=(h1n−1/2, σ2 + h2n−1/2).

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

Question Posted: