2.II.12D
What is meant by a generalized likelihood ratio test? Explain in detail how to perform such a test
Let be independent random variables, and let have a Poisson distribution with unknown mean .
Find the form of the generalized likelihood ratio statistic for testing , and show that it may be approximated by
where .
If, for , you found that the value of this statistic was , would you accept ? Justify your answer.
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