Qs. A random sample X1, X2, ..., X, is drawn from a Pareto population with pdf f(x; 0, v) = 0+1;* > v,0 > 0, v > 0. (a) Find the MLE of 0 and v. (b) Perform a LRT of Ho : 0 = 1, v is unknown, versus...

Qs. A random sample X1, X2, ..., X, is drawn from a Pareto population with pdf<br>f(x; 0, v) =<br>0+1;* > v,0 > 0, v > 0.<br>(a) Find the MLE of 0 and v.<br>(b) Perform a LRT of Ho : 0 = 1, v is unknown, versus H1 : 0 # 1, v is unknown. Show that the<br>critical region of the test is of the form {T(x) <c1 or T(x) > c2}, where 0 < c1 < c2 and<br>IT X;<br>(min X;)

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Jun 07, 2022

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Qs. A random sample X1, X2, ..., X, is drawn from a Pareto population with pdf f(x; 0, v) = 0+1;* > v,0 > 0, v > 0. (a) Find the MLE of 0 and v. (b) Perform a LRT of Ho : 0 = 1, v is unknown, versus...

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