Chapter 2 Notes

l1 l 1 2 y j 1 k 1 sum of terms with 1 plus

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Unformatted text preview: is ˆ0 = −68.3868. If H1 is true, 2 kj yjk log (θj ) − θj − log (yjk !) l1 = l (θ1 , θ2 ; Y ) = j =1 k =1 Sum of terms with θ1 plus sum of terms with θ2 . The MLEs are ˆ ˆ θ1 = 1.423; θ2 = 0.913 The value of l1 at the MLEs is ˆ1 = −67.0230 l UNM Notice that regardless of the data ˆ1 ≥ ˆ0 . Why? l l How can we decide if difference in log-likelihood is significant? Need to know the sampling distribution of l (θ; Y ). What is the distribution of ˆ1 − ˆ0 ? I I Could also rely on the...
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