Paper 4, Section II, H
Part IB, 2013
Explain the notion of a sufficient statistic.
Suppose is a random variable with distribution taking values in , with . Let be a sample from . Suppose is the number of these that are equal to . Use a factorization criterion to explain why is sufficient for .
Let be the hypothesis that for all . Derive the statistic of the generalized likelihood ratio test of against the alternative that this is not a good fit.
Assuming that when is true and is large, show that this test can be approximated by a chi-squared test using a test statistic
Suppose and . Would you reject Explain your answer.