STAT 582

Comments to homework set 1

Question 1

This is the promised example of a non-exponential family class which is MLR.

Question 2

This is the promised example of a UMP test for a two-sided alternative (but you still have to argue your answer!).

Question 3

An example of a silly likelihood ratio test. Rather contrived, really.

Question 4

This distance measure is due to Kullback and Leibler. It is important for the theory of likelihood ratio tests.