2.II.12D
Part IB, 2001
What is meant by a generalized likelihood ratio test? Explain in detail how to perform such a test
Let be independent random variables, and let have a Poisson distribution with unknown mean .
Find the form of the generalized likelihood ratio statistic for testing , and show that it may be approximated by
where .
If, for , you found that the value of this statistic was , would you accept ? Justify your answer.