Q29Section I (Objective (Q1–Q80))29 of 80
Statistical Inference — properties of the likelihood ratio
Consider the following statements regarding likelihood ratio tests: I. For a given size of a test, the non-randomized Neyman-Pearson and likelihood ratio tests of a simple hypothesis against a simple alternative hypothesis are equivalent. II. The likelihood ratio always lies between 0 and 1. III. For testing a null hypothesis against any alternative hypothesis, the likelihood ratio test is a function of every sufficient statistic for . IV. If is the likelihood ratio, then the asymptotic distribution of is normal with mean 0 and variance 1. Which of the statements given above are correct?
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