Skip to content
Q10Section A (Section A)10 of 60

LRT after an exponential transformation

Let X1,X2,…,XnX_1,X_2,…,X_n be a random sample from a N(θ,1)N(\theta,1) distribution. Instead of observing X1,X2,…,XnX_1,X_2,…,X_n, we observe Y1,Y2,…,YnY_1,Y_2,…,Y_n, where Yi=eXiY_i=e^{X_i}, i=1,2,…,ni=1,2,…,n. To test the hypothesis

H0:θ=1 against H1:θ≠1H_0:\theta=1 \text{ against } H_1:\theta\ne1

based on the random sample Y1,Y2,…,YnY_1,Y_2,…,Y_n, the rejection region of the likelihood ratio test is of the form, for some c1<c2c_1<c_2,

Options

Pick an option to check your answer.