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problem 1:

a) State the prove Lehmann-Pearson Lemma. Give its significance in testing of hypothesis.

b) Construct a LR test to test Ho: µ = µo against H1: µ ≠ µo in sampling from N (µ, σ2), where both µ and σ2 are unknown.

problem 2:

a) describe Kolomogolor-Sminnor one sample and two sample tests.

b) Describe the term Mann-Whitney U-test.

problem 3:

a) Show that SPRT terminates finally with certainty.

b) Define the term OC and ASN functions of SPRT. Derive them for testing the proportion of a binomial distribution.

problem 4:

a) State and prove the Wald’s fundamental identify.

b) describe the Wald’s SPRT. Derive OC and ASN functions for testing the mean of a normal distribution with unit variance.

problem 5: prepare brief notes on any two of the given:

a) Factorization theorem.
b) CAN estimators.
c) Monotone likelihood ratio and UMP tests.
d) Median test.
e) SPRT for testing Poisson parameter.

Statistics and Probability, Statistics

  • Category:- Statistics and Probability
  • Reference No.:- M94887

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