Maurice Tutor

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    Argosy University/ Phoniex University/
    Nov-2005 - Oct-2011

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    Phoniex University
    Oct-2001 - Nov-2016

Category > Management Posted 09 Jan 2018 My Price 6.00

likelihood function

Let Y1, Y2, . . . , Yn be independent and identically distributed random variables with discrete probability function given by

where 0 1. Let Ni denote the number of observations equal to i for i = 1, 2, 3.

a Derive the likelihood function L(θ) as a function of N1, N2, and N3.

b Find the most powerful test for testing H0 : θ = θ0 versus Ha : θ = θa , where θa > θ0. Show that your test specifies that H0 be rejected for certain values of 2N1 + N2.

c How do you determine the value of k so that the test has nominal level α? You need not do the actual computation. A clear description of how to determine k is adequate.

d Is the test derived in parts (a)–(c) uniformly most powerful for testing H0 : θ = θ0 versus Ha :θ > θ0? Why or why not?

Answers

Maurice Tutor
(5)
Status NEW Posted 09 Jan 2018 02:01 PM My Price 6.00

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