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7.4 (難) 尤度比検定4 帰無仮説が単純仮説でない場合

Last updated at Posted at 2022-07-12

方針

帰無仮説が単純仮説でないため,尤度比検定統計量 (CRTS) の漸近分布が求められない.そこで,CRTS>c→reject H_0が有意水準alphaとなるようにcを求めることで尤度比検定とする.

また,帰無仮説が単純仮説でない場合,「帰無仮説における分布」が一意に定まらない.そこで,lambda=lamda_0とした検定をまず作ってから,それが帰無仮説においてサイズalphaであることを示す.

答案

7.-15.jpg
7.-16.jpg

参考文献

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