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Homework Assignment 8-2007

Homework Assignment 8-2007 - a Compute the 95 confidence...

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Assignment 8 1. Using the X data in the spreadsheet Assignment 8.xls a. Compute the 95% confidence interval for a small sample assuming that X is distributed normally with an unknown mean and variance. b. Compute the 95% confidence interval for a large sample assuming that X is distributed normally with an unknown mean and variance (hint, use the concentrated normal likelihood function). c. In each case, test the hypothesis that the mean is equal to 5.3. 2. Using the Y data in the spreadsheet Assignment 8.xls
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Unformatted text preview: a. Compute the 95% confidence level using the central limit theorem and test the hypothesis that the mean is equal to 5.3. b. Given that the distribution is a Gamma distribution, construct a maximum likelihood estimate of and . Construct a 95% confidence interval for each parameter. c. Test the hypothesis that the mean of the Gamma distribution is equal to 5.3 (i.e., impose the restriction that 5.3 this will give you a restricted likelihood function)....
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