14. Let X1,..., Xn ~iid N(μ, T), where μ is an unknown nuisance parameter. (a) Find the Wald Test for Ho: T = TO VS H₁T TO. (b) Find the Wald Test for Ho: T≥ TO VS H₁T< To. (c) Compare the Wald test in (b) to the test you proposed in problem 13(c). How do they differ? Which would you prefer?

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 4E
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14. Let X1,..., Xn ~ iid N(μ, T), where μ is an unknown nuisance parameter.
(a) Find the Wald Test for Ho: T = To vs H₁T TO.
(b) Find the Wald Test for Ho: T≥ TO VS H₁T< To.
(c) Compare the Wald test in (b) to the test you proposed in problem 13(c). How do they differ?
Which would you prefer?
Transcribed Image Text:14. Let X1,..., Xn ~ iid N(μ, T), where μ is an unknown nuisance parameter. (a) Find the Wald Test for Ho: T = To vs H₁T TO. (b) Find the Wald Test for Ho: T≥ TO VS H₁T< To. (c) Compare the Wald test in (b) to the test you proposed in problem 13(c). How do they differ? Which would you prefer?
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