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.

Solutions

Expert Solution


Related Solutions

4. ?? , ? = 1, . . . , ? are i.i.d. and has p.d.f....
4. ?? , ? = 1, . . . , ? are i.i.d. and has p.d.f. ?(?) = { 0 ? < 0 ??−? + (1 − ?)2? −2? ? ≥ 0 , here 0 ≤ ? ≤ 1. Write down the likelihood function. (10 points) When ? = 1, write down the MLE of ?. (10 points) When ? = 1, write down the bias and variance of the MLE of ?. (10 points)
2. ? has the p.d.f. ?(?) = { 2??−2? ? ≥ 0 (1 − ?)? ?...
2. ? has the p.d.f. ?(?) = { 2??−2? ? ≥ 0 (1 − ?)? ? ? < 0 . Find the point estimate of ? based on the value of ? via the following 2 approaches: Method of moments. Method of maximal likelihood. And show that both are unbiased
Let the joint p.d.f f(x,y) = 1 for 0 <= x <= 2, 0 <= y...
Let the joint p.d.f f(x,y) = 1 for 0 <= x <= 2, 0 <= y <= 1, 2*y <= x. (And 0 otherwise) Let the random variable W = X + Y. Without knowing the p.d.f of W, what interval of w values holds at least 60% of the probability?
Assume that X and Y has a continuous joint p.d.f. as (28x^2)*(y^3) in 0<y<x<1 interval. Otherwise...
Assume that X and Y has a continuous joint p.d.f. as (28x^2)*(y^3) in 0<y<x<1 interval. Otherwise the joint p.d.f. is equal to 0. Prove that the mentioned f(x,y) is a joint probability density function. Calculate E(X) Calculate E(Y) Calculate E(X2) Calculate Var(X) Calculate E(XY) Calculate P(X< 0.1) Calculate P(X> 0.1) Calculate P(X>2) Calculate P(-2<X<0.1)
exampleInput.txt 1 2 3 0 2 3 4 0 1 3 5 0 1 2 6...
exampleInput.txt 1 2 3 0 2 3 4 0 1 3 5 0 1 2 6 1 5 6 8 2 4 6 7 3 4 5 9 10 5 8 9 4 7 9 6 7 8 6 How can I detect when 'cin' starts reading from a new line. The amount of numbers in each row is unknown. I need them in type 'int' to use the data.
0. 0. 0. 0.0. 0. 0. 0. 0. 1. 1. 1. 1. 1. 1. 2. 2. 2. 3. 4.
0. 0. 0. 0.0. 0. 0. 0. 0.   1. 1. 1. 1. 1. 1. 2. 2. 2. 3.   4. A.)MEAN – B.)MEDIAN - C.)MODE - D.)STANDARD DEVIATION – E.)5 NUMBER SUMMARY – F.)BOX AND WHISKERS PLOT – G.) OUTLIERS-
0. 0. 0. 0.0. 0. 0. 0. 0. 1. 1. 1. 1. 1. 1. 2. 2. 2. 3. 4.
0. 0. 0. 0.0. 0. 0. 0. 0.   1. 1. 1. 1. 1. 1. 2. 2. 2. 3.   4. A.)5 NUMBER SUMMARY – B.)BOX AND WHISKERS PLOT – C.) OUTLIERS-
Let X1,...,Xn be i.i.d. random variables with mean 0 and variance 2 > 0. In class...
Let X1,...,Xn be i.i.d. random variables with mean 0 and variance 2 > 0. In class we have shown a central limit theorem, ¯ Xn /pn )N(0,1), as n!1 , (1) with the assumption E(X1) = 0. Using (1), we now prove the theorem for a more general E(X1)=µ6=0 case. Now suppose X1,...,Xn are i.i.d. random variables with mean µ6= 0 and variance 2. (a) Show that for dummy random variables Yi = Xi µ, E(Yi) = 0 and V...
?" + 3?′ + 2? = ????, ?(0) = 0, ?′(0) = 2 1) Please solve...
?" + 3?′ + 2? = ????, ?(0) = 0, ?′(0) = 2 1) Please solve using an annihilator 2) Please solve using the Method of Variation of Parameters Thank you.
A= 1 2 4 0 1 -2 -1 0 1 2 0 3 8 1 4...
A= 1 2 4 0 1 -2 -1 0 1 2 0 3 8 1 4 . Let W denote the row space for A. (a) Find an orthonormal basis for W and for W⊥. (b) Compute projW⊥(1 1 1 1 1 ).
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT