Likelihood Ratio Test of two Beta density
Not what you're looking for?
Suppose that X1, X2, ..., Xn are iid with a beta (nu,1) distribution and Y1, Y2, ..., Ym are iid beta (theta, 1) distribution. Assume Xs and Ys are independent.
1) FInd a likelihood ratio test of Ho: theta = nu vs. Ha: theta different from nu
2) Show that the test in part A can be based on the statistic
T = (sum of log(Xi))/((sum of log(Xi))+(sum of log(Yi)))
3) Find the distribution of the test statistic when the null hypothesis is true, and then show how to get a test size alpha= 0.10
Purchase this Solution
Solution Summary
In this solution, we obtain a likelihood ratio test for testing whether two beta densities are equal. Additionally, we find the distribution of the test statistic when the null hypothesis is true.
Purchase this Solution
Free BrainMass Quizzes
Terms and Definitions for Statistics
This quiz covers basic terms and definitions of statistics.
Know Your Statistical Concepts
Each question is a choice-summary multiple choice question that presents you with a statistical concept and then 4 numbered statements. You must decide which (if any) of the numbered statements is/are true as they relate to the statistical concept.
Measures of Central Tendency
Tests knowledge of the three main measures of central tendency, including some simple calculation questions.
Measures of Central Tendency
This quiz evaluates the students understanding of the measures of central tendency seen in statistics. This quiz is specifically designed to incorporate the measures of central tendency as they relate to psychological research.