Suppose y1, ... yn ~ iid N(0, sigma^2), Ho: sigma = sigma0 Ha: sigma = sigma1. ...

Suppose y1, ... yn ~ iid N(0, sigma^2),

Ho: sigma = sigma0
Ha: sigma = sigma1. where sigma0 < sigma1

Test rejects Ho when T(y) = Sum(yi^2) is large.

Find rejection region for the test for a specified level of alpha

Expert Solution

orchestra answered 2 years ago

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Given Ho = M ≥ 45 n = 36 ∞ = 2.0 Ha = M < 45 ẋ = 48 At ∞ = 0.01 do we reject or fail to reject Ho

Question

Suppose y1, ... yn ~ iid N(0, sigma^2), Ho: sigma = sigma0 Ha: sigma = sigma1. ...

Solutions

Expert Solution

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