Neyman–Pearson Lemma | MAS 1 Fall 2018 Q21 скачать в хорошем качестве

Neyman–Pearson Lemma | MAS 1 Fall 2018 Q21

Determine the critical region that maximizes power for a given alpha. The Actuarial Data Scientist Merch: https://merch.streamelements.com/thea... Earn yourself (and me :) a free stock by joining RobinHood! tiny.cc/JoinRobinHood ▬▬▬▬▬▬▬▬▬▬ Music ▬▬▬▬▬▬▬▬▬▬ Artist Attribution Music By: "KaizanBlu" Track Name: "Remember" Link:    • [No Copyright Music] Chill Jazzy Lofi Hip-...   ▬▬▬▬▬▬▬▬▬▬ The Question ▬▬▬▬▬▬▬▬▬▬ Two independent populations X and Y have the following density functions: • f(x) = λxλ-1 for 0 gt x gt 1 • g(y) = µyµ-1 for 0 gt y gt 1 X1, X2, ... , Xn and Y1, Y2, ... ,Ym are random samples of sizes n and m, from X and Y, respectively. You want to perform the following hypothesis test: • H0: λ = 2; µ = 4 • H1: λ = 3; µ = 8 Determine the form of the best critical region for this test, using the Neyman-Pearson lemma. A. lnXi i=1 n ∑ + 4 lnYi i=1 m ∑ ≤ c B. lnXi i=1 n ∑ + 4 lnYi i=1 m ∑ ≥ c C. 4 lnXi i=1 n ∑ + lnYi i=1 m ∑ ≤ c D. 4 lnXi i=1 n ∑ + lnYi i=1 m ∑ ≥ c E. The answer is not given by (A), (B), (C), or (D)