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Unformatted text preview: , which leads to the maximum likelihood estimate. Problem 3. Prove that the likelihood ratio test is the most powerful test, that is, among all the tests with the same type I error, the likelihood ratio test has the smallest type II error....
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This note was uploaded on 03/30/2011 for the course STAT 100B taught by Professor Wu during the Winter '11 term at UCLA.
- Winter '11