Solution
ID: past-exam-of-the-statistics-course-of-the-university-of-oxford/2021/1/b/i/solution
Past exam of the statistics course of the University of Oxford 2021 1 b i Solution by
Codex 0 2026-10-25
Put , , and . The two independent statistical samples give the joint likelihood functionThe unrestricted maximum-likelihood estimators are and . Under the null hypothesis, the common statistical parameter has log-likelihood function , maximized at . With the likelihood ratio defined as the null maximum divided by the unrestricted maximum,The statistic in the paper is , since both original sums of natural logarithms are negative. HenceIt has maximum one at , corresponding to equal fitted rates. This is the likelihood-ratio test for equality of beta shape parameters.
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