Consider the model Y = 8 + 0,1 = 1,2,..., n where U, U2, ..., Un are i.i.d random variables from (0,0%). Here 8 and o ar
Posted: Sun Sep 05, 2021 5:11 pm
- Consider The Model Y 8 0 1 1 2 N Where U U2 Un Are I I D Random Variables From 0 0 Here 8 And O Ar 1 (42.13 KiB) Viewed 84 times
Consider the model Y = 8 + 0,1 = 1,2,..., n where U, U2, ..., Un are i.i.d random variables from (0,0%). Here 8 and o are the model parameters. We want to test Ho:o? S 1 vs H,:02 > 1. - Write down the joint distribution of Y.Y2, ..., Y, and check whether it belongs to the exponential family. (5 points) Assume 8 = 5. For testing Ho vs H,, state whether a UMP level-a test and a UMPU level-a test both exist. If yes, find the tests. If no, justify your answer. (5 points) Assume 8 is unknown. For testing Ho vs H1, state whether a UMP level-a test and a UMPU level- a test both exist. If yes, find the tests. If no, justify your answer. (5 points)