Let independent random samples of sizes n and m be taken

Chapter 8, Problem 9E

(choose chapter or problem)

PROBLEM 9E

Let independent random samples of sizes n and m be taken respectively from two normal distributions with unknown means μX and μY and unknown variances σ2 X and σ2Y .

(a) Show that when σ2X= σ2Y , the likelihood ratio for testingH0: μX = μY against H1: μX ≠ μYis a function of the usual two-sample t statistic.

(b) Show that the likelihood ratio for testing H0: σ2X =σ2Y against H1: σ2X σ2Y is a function of the usual two-sample F statistic.

Unfortunately, we don't have that question answered yet. But you can get it answered in just 5 hours by Logging in or Becoming a subscriber.

Becoming a subscriber
Or look for another answer

×

Login

Login or Sign up for access to all of our study tools and educational content!

Forgot password?
Register Now

×

Register

Sign up for access to all content on our site!

Or login if you already have an account

×

Reset password

If you have an active account we’ll send you an e-mail for password recovery

Or login if you have your password back