# Likelihood Tests

Not what you're looking for? Search our solutions OR ask your own Custom question.

Let X1, X2, ...., Xn be a random sample from a N(Âµ0, Ïƒ ^2= Ó¨) distribution, where 0 < Ó¨ < Infinity and Âµ0 is known. Show that the likelihood ratio test of H0: Ó¨ = Ó¨0 versus H1: Ó¨ Not = Ó¨0 can be based upon the statistic W= the sum from i=1 to n (Xi - Âµ0)^2/ ө0. Determine the null distribution of W and give, explicitly, the rejection rule for a level Î± test.

Question is also included in attachment.

Â© BrainMass Inc. brainmass.com March 4, 2021, 6:12 pm ad1c9bdddfhttps://brainmass.com/statistics/statistical-theory/likelihood-tests-34543

#### Solution Summary

Likelihood test is performed in the solution.

$2.49