Mathematics
Mathematics, 13.05.2020 01:57, Amholloway13

[This problem is about (1) UMP hypothesis tests and (2) confidence intervals obtained by inversion. And a Bayes credible interval (set).] Let X1,...,Xn be a random sample from the density f(x|βœ“) = βœ“2 xeβœ“xI(0,1)(x), where ⌦ = {βœ“ : βœ“ > 0} is the parameter space. a) Consider the problem of testing H0 : βœ“ = βœ“0 versus H1 : βœ“ 6= βœ“0. Derive the size ↡ likelihood ratio test of these hypotheses. Show that the rejection region can be written in terms of the statistic Pn i=1 Xi. Give an explicit form for the rejection region in terms of percentiles of a 2 distribution. Hint: The random variable 2βœ“ Pn i=1 Xi has a chi-square distribution with 4n degrees of freedom. b) Now consider testing H0 : βœ“ ο£Ώ βœ“0 versus H1 : βœ“ > βœ“0. Doe

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[This problem is about (1) UMP hypothesis tests and (2) confidence intervals obtained by inversion....

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