6.5..1. Let k 1, k2 .... • k,, be a random sample from the geometric probability function
px (k ; p) = (l - p)k-l p, k = 1.2, . .
Find ;.., the generalized likelihood ra tio for testing Ho: p ""' PO versus H1:p ,I, PO·
Let YJ . Y2, . .., )'lo be a random sample from an exponential pdf wilh unknown parameter
A. Find the form of the GLRT for Ho: >,. = Ao venms Hi : A >..o. What integral would have to be evaluated to determine the critical value if a were equal to 0.05?
6..53. Let }']. Y2, . .., y11 be a random sampJe from a normal pdf with unknown mean µ and
variance 1. Find the form of the GLRT for Ho: µ = µo versus Hl: µ #- JJ,o.
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