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Sarthak Bagaria
SI 402: Statistical Inference

Project 2

Hypothesis Testing for the Gamma Shape

SI 402 Statistical Inference · Fall 2012 · Prof. Siuli Mukhopadhyay

This is a continuation of Project 1 based on estimation of α in a Gamma(α, 1) distribution.

Now we are interested in developing a test for testing the hypotheses H0: α = α0 versus H1: α > α0. Use the same value of α0 as in Project 1. Take the level of significance as 0.05. Draw conclusion for your test of hypothesis based on the data you have drawn in Project 1 for n = 50. You will need to consult the paper by Keating, Glaser and Ketchum (1990), "Testing Hypotheses about the Shape Parameter of a Gamma Distribution", Technometrics 32(1), for this project.