THE POINTS 1. TO 4. IS NOT QUESTIONS!! THESE ARE ONLY
INFORMATION FOR THE QUESTION a) ON THE BOTTOM.
The Points 1 To 4 Is Not Questions These Are Only Information For The Question A On The Bottom 1 (148.69 KiB) Viewed 97 times
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Assume that we have a random sample D1,..., D, from a normal distribution D; N(0,20%), i=1,..., n. 1. T=CD =Σp? =1 is sufficient and complete. And T~ gamma(n/2,404). 2. MLE and UMVUE) estimator for o2 is LED? 2n 3. The Cramér-Rao lower bound for o2 is mle 163 2014 ) 4. With prior distribution 7(02) = -lo o> 0, the posterior distributon of o’ is ( n (o? | d) ~ inv.gamma (2+ (2+7172 1+ )
a) Find and sketch the likelihood ratio test statistic for 1) Ho: o2 = 0 versus HP : 0² 03 2) HO: <o versus Hp : o? > o Give general expressions for the rejection regions.
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