2 13. Let X1,..., Xn ~ iid N(0, T) and consider the hypotheses Ho: T≥ TO VS H₁T
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- 13. Let Y,, Y2, ..., Yn denote a random sample from a population with pdf f(yl0) = (0 + 1)yº,0 -1 a) Find an estimator for theta by the method of moments. b) Find the maximum likelihood estimator for theta.Let X1, X2,., X25 be a simple random sample from a population having distri- bution N(0, o²), where o² is an unknown parameter. For the hypotheses ... Ho : o 1, consider the test that rejects Ho when 5 x? > c, where the constant c is chosen to have level of significance a = i=D1 0.05. Obtain the constant c. [Hint: The sampling distribution of z EE1 X7 is Xi25): Now find c by solving max,2 c) = 0.05.] i=1 25 • After we observed a simple-random sample and obtained , X? = 38 what will be your decision? 25 • Instead, if our simple random sample gave E1 X? = 36 what will be your decision? 25 i3D1Let {e, e, ', e„} be a random sample of e. e - N(0, o²), where o? >0. Let Y, = a+ e, , for i-1, .,nand some a > 0. To estimate the unknown parameter a with data ty, n}, consider the following estimator G: ... ... G: EY,+{max{Y ,, Y „} Which of the following statements is correct? Gis an unbiased estimator. b. EIG) =0 C EIG) > a Od. EIG) 0.
- Q7. Let {X1, X2, ..., X„} be a random sample from n(µ, 0) where both u and 0 > 0 are unknown. (a) Perform the LRT for Ho : 0 = 0o versus H1 : 0 + 09. (b) Find a size a critical region of the test.Let X.X2. .XN(u. 4). Suppose that for this random sample, we have the following critical region (CR): 3.92) CR = x,. X. ..X: X > Vn and you have to test the foilowing hypotheses: Ho: # = 0 vs H,#> 0 and if want to have: Power = 0,9 then find the value of the sample size (n) when u = 0,5? Hint P(Z S 1.96) = 0.9750 P(Z >-1.28) = 0.1000 P(Z -1.96) = 0.0250 168 166 167 1656. Let (y1, Y2, ., Yn) be a random sample from the uniform distribution on the interval [A – av5, 1 + av/5], where A is the unknown parameter and a is a known constant. Determine the moment substitution estimator of d.
- Please do not give solution in image formate thanku. 16. Let Q1 be the lower and Q2 the upper end point of the 96 percent confidenceinterval for the sample proportion ˆp if the success count in the sample is x = 512 andn = 698 is the sample size. Let Q = ln(3 + |Q1| + 2|Q2|). Then T = 5 sin2(100Q)satisfies:— (A) 0 ≤ T < 1. — (B) 1 ≤ T < 2. — (C) 2 ≤ T < 3. — (D) 3 ≤ T < 4. — 4 ≤ T ≤ 5Show that under the assumptions of normal multipleregression analysis(a) E(Bˆ i) = βi for i = 0, 1, ... , k;(b) var(Bˆ i) = ciiσ2 for i = 0, 1, ... , k;(c) cov(Bˆ i, Bˆ j) = cijσ2 for i Z j = 0, 1, ... , k.Let X, X2, ., X Nu,o) where a is known. Consider the hypotheses Ho:u= Ho and H u#Ho and the test statistic (X- Ho)/(n). Find the type I error for a test with rejection region |(X- Holl(on) > Za12- I.J.D. O a O a/2 O1-a 01-5
- 4. Let X1, = Xn ~iid N(0,02) where o² is unknown, and we are interested in the hypotheses Ho: 000 vs H₁:000. Compare the Wald test and the LRT test. Which test will have a larger rejection region (i.e., reject for more samples)? How do the sizes differ between the tests? Which would you prefer?Let X1, .,Xn be a random sample from f (x; 0) = 0 exp(-0x); x> 0, where e= {0:0 > 0}. Find a UMP size- a test of Ho: 0 = 0, versus H : 0 > 0,. Q # 3 (a) (b) Check whether there exists a UMP test of size a for testing H,: 0 = 6, versus H,:0 + 0,? Argue, if exists or does not exist.asap