GLR: Generalized Likelihood Ratio Test 10.Construct the GLR test for a = 0.05. Then obtain its power curve.The following ^answers" have been proposed.(a) For the significance level a = 0.05 the...


GLR: Generalized Likelihood Ratio Test


(12) Consider X1, X2<br>id N(4, 8), where we want to choose between the null and alternative hypotheses:<br>Ho :HS 10,<br>H1 : µ > 10.<br>Construct the GLR test for a = 0.05. Then obtain its power curve.<br>The following ^answers
13.29. The power function of this test is 13.29 – µ PH, (Reject Ho) = P (z > "). 8//2 where z ~ N(0, 1). (b) For the significance level a = 0.05 the test Rejects Ho if and only if X2s 26.71. The power function of this test is 26.71 – µ 8//2 where z - N(0, 1). (c) For the significance level a = 0.05 the test Rejects Ho if and only if X2 > 14.53. The power function of this test is (2> ") 14.52 – u 8//2 where z ~ N(0, 1). (d) For the significance level a = 0.05 the test Rejects Ho if and only if X2 > 26.71. The power function of this test is r(2> ) 26.71 – u 2). where z - N(0, 1). (e) None of the above. The correct answer is (b) (d) N/A (Select One) "/>
Extracted text: (12) Consider X1, X2 id N(4, 8), where we want to choose between the null and alternative hypotheses: Ho :HS 10, H1 : µ > 10. Construct the GLR test for a = 0.05. Then obtain its power curve. The following ^answers" have been proposed. (a) For the significance level a = 0.05 the test Rejects Ho if and only if X2 > 13.29. The power function of this test is 13.29 – µ PH, (Reject Ho) = P (z > "). 8//2 where z ~ N(0, 1). (b) For the significance level a = 0.05 the test Rejects Ho if and only if X2s 26.71. The power function of this test is 26.71 – µ 8//2 where z - N(0, 1). (c) For the significance level a = 0.05 the test Rejects Ho if and only if X2 > 14.53. The power function of this test is (2> ") 14.52 – u 8//2 where z ~ N(0, 1). (d) For the significance level a = 0.05 the test Rejects Ho if and only if X2 > 26.71. The power function of this test is r(2> ) 26.71 – u 2). where z - N(0, 1). (e) None of the above. The correct answer is (b) (d) N/A (Select One)
Jun 11, 2022
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