Exercise 6. Consider a coin: Xi ~ B(0). We have n = 3 observations. We would like to decide whether 0 = 1/2 or 0 = 3/4.
Posted: Wed May 11, 2022 3:13 pm
Exercise 6. Consider a coin: Xi ~ B(0). We have n = 3 observations. We would like to decide whether 0 = 1/2 or 0 = 3/4. = 2 Ho : Q = 1/2, H: 0 = 3/4 a) Propose a likelihood ratio test d of size less than a = 5%. b) Estimate the type I and type II errors of the test 8 (resp. a(d) and B(6)). c) Find the likelihood ratio test that minimize the total error: a(8) + 5B(5). Estimate this error.