Refer to Exercise 8.8. Suppose we want to test H o : = 0 against the
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Refer to Exercise 8.8. Suppose we want to test Ho: μ = 0 against the alternative Ha: μ > 0. Since the estimator of μ is µ̂ = y̅, the likelihood ratio test statistic is
Show that
Use the fact that Σni=1 (yi - y̅)2 = Σni=1 yi2 - ny̅2.
Data from Exercise 8.8
Suppose y1, y2, ..... yn is a random sample from a normal distribution with unknown mean m and variance σ2 = 1, i.e.,
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Statistics For Engineering And The Sciences
ISBN: 9781498728850
6th Edition
Authors: William M. Mendenhall, Terry L. Sincich
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