Suppose that Y1 , , Yn are independent Poisson random variables with mean . Show that the
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Suppose that Y1
, …, Yn are independent Poisson random variables with mean μ. Show that the likelihood ratio statistic for testing H0
: μ = μ0 against an unspecified alternative is W = 2n{Y log (Y /μ0) − (Y − μ0)}.
By expanding in a Taylor series about Ȳ = μ0 as far as the quartic term, show that E (W; μ0) = 1 +
1 6nμ0
+ O (n
−2).
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Related Book For 
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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