Refer to Exercises 8.88.10. Show that the rejection region for the likelihood ratio test is given by

Question:

Refer to Exercises 8.8–8.10. Show that the rejection region for the likelihood ratio test is given by Z > zα,where P(Z > zα) = α. Under the assumption that HO: μ = 0 is true, show that √n (y̅) is a standard normal random variable.


Data from Exercise 8.8

Suppose y1, y2, ..... yn is a random sample from a normal distribution with unknown mean m and variance σ= 1, i.e.,


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

Step by Step Answer:

Related Book For  book-img-for-question

Statistics For Engineering And The Sciences

ISBN: 9781498728850

6th Edition

Authors: William M. Mendenhall, Terry L. Sincich

Question Posted: