search for: epslion

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2006 Oct 23
0
likelihood question not so related to R but probably requires the use of R
I have a question and it's only relation to R is that I probably need R after I understand what to do. Both models are delta y_t = Beta + epslion and suppose I have a null hypothesis and alternative hypothesis H_0 : delta y_t = zero + epsilon epsilon is normal ( 0, sigmazero^2 ) H_1 delta y_t = beta + epsilon epsilon is normal ( sigmabeta^2 ) ----------------------------------------------------...