Question

In: Statistics and Probability

?? , ? = 1, 2, 3 are i.i.d. with p.d.f. ??? (?) = 0 ?...

?? , ? = 1, 2, 3 are i.i.d. with p.d.f. ??? (?) = 0 ? < 0

   ??−?? ? > 0 .

1 Let ?0 : ? = 1, ?1 : ? = 2. Find the Neyman-Pearson test (or test from Neyman-Pearson lemma).

2 Let ?0 : ? = 1, ?1 : 0 < ? < 1 or ? > 1. Find the likelihood ratio test.

3 Find the threshold in the likelihood ratio test above that makes type I error ? equals 0.01.

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orchestra answered 2 years ago
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