Derive the limit distribution

Reference no: EM131852081

Let X_i1, ..., X_ini , i = 1, 2, be two independent samples i.i.d. from the uniform distributions U(0, θ_i), i = 1, 2, respectively, where θ₁ > 0 and θ₂ > 0 are unknown.

(a) Find an LR test of size α for testing H₀;θ₁ =θ₂ versus H₁ ;θ₁ ≠ θ₂.

(b) Derive the limit distribution of -2 log λ, where λ is the likelihood ratio in part (a).

Reference no: EM131852081

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