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Nu v. E À v µ ¨ í ñ U ó í õ ¨ í ï U ñ õ ó ¨ õ U ó ó õ í ò 9 ò í 9 W } À } v ( } o } ¨ ~ õ ô ¨ ð ¨ ð ì ó. I =1,,n is a normal random sample then ¯ x ∼ N (µ,σ 2 /n) Let µ =µ 1,µ 2,,µ n. Correctly abbreviated nv, however, often abbreviated NV or NV) or (in the Walloon region of Belgium) Société anonyme (SA) is a type of public company defined by business law in the Netherlands, Belgium, Indonesia (where it is known as perseroan terbatas, correctly abbreviated PT, however.
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Title Microsoft Word FFP Form Factor Certification Dec 6 18docx Author calvinds Created Date 1/28/19 PM. 2 Intuitively, if the evidence (data) supports H1, then the likelihood function fn(X1;¢¢¢;jµ1) should be large, therefore the likelihood ratio is small Thus, we reject the null hypothesis if the likelihood ratio is small, ie LR • k, where k is a constant such that P(LR • k) = fi under the null hypothesis (µ = µ0)To flnd what kind of test results from this criterion, we expand. ^ µ u v } µ v Ç ' v o ^ } v ï ò í ñ r ð ñ î r î î ô ô ' o o v U dE ï ó ì ò ò d Z & } } v µ o v ï ~ ò í ñ ñ ï ï r ð ð õ ò Z W l l Á Á Á X Z ( } } v µ o v X } u l l } v U dE ï ó ì ñ ò.
N (µ,σ 2) Then, y = a i x i is normally distributed with E (y)= a i E (x i)= µ a i and V (y)= a 2 i V (x i)= σ 2 a 2 i Any linear function of a set of normally distributed variables is normally distributed If x i ∼ N (µ,σ 2);. Let (x,y) ∈D/ 0 and (v,w) ∈D/ 0 be given Their likelihood ratio is given by f X,Y (x,yθ) f X,Y (v,wθ) =exp − 1 2σ2 m j=1 x2 j − m j=1 v2 j − 1 2τ2 n i=1 y2 i − n i=1 w2 i µ σ2 m j=1 x j − m j=1 v j µ τ2 n i=1 y i − n i=1 w i By definition, (x,y) ∈D/ 0 and (v,w) ∈D/ 0 are equivalent iff there exists a function, 0. You are not required here to show that θ is the (global) maximizer of L(9) g(0) and hence give its ML estimator (iv) Let g(8) be the quantile of order for this N(μ, σ2) distribution Find the function (v) Find a function of T, say, W(T), which is an unbiased estimator of g(e).
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