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Q10Section A (Section A)10 of 60

Critical value of a Gaussian LRT

Let x1,x2,x3,x4x_1,x_2,x_3,x_4 be the observed values of a random sample from a N(μ,σ2)N(\mu,\sigma^2) distribution, where μ∈R\mu\in\mathbb{R} and σ∈(0,∞)\sigma\in(0,\infty) are unknown parameters. Let xˉ\bar x and s=13∑i=14(xi−xˉ)2s=\sqrt{\frac13\sum_{i=1}^4(x_i-\bar x)^2} be the observed sample mean and the sample standard deviation, respectively. For testing H0:μ=0H_0:\mu=0 against H1:μ≠0H_1:\mu\neq 0, the likelihood ratio test of size α=0.05\alpha=0.05 rejects H0H_0 if and only if ∣xˉ∣s>k\frac{|\bar x|}{s}>k. Then the value of kk is

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