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ECC Statistics Worksheet

Description Suppose that X1, X2, …, Xin i.i.d N(1, 1). 1. We test hypothesis Ho : u = 0 v.s. Hi : = Mi (M1 + 0). Find the reject region at level a with a likelihood ratio approach. Calculate the type-I error and type-II error respectively. 2. Prove that when the...
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