Homework 10

Below is a sample from a normal distribution with mean 0 and variance \(\theta\). Find a 90% upper limit (that is an interval of the form [0,T), for \(\theta\) by deriving the corresponding likelihood ratio test. Note that 20 is NOT a large sample.

 [1] -12.17 -11.56 -11.44  -9.11  -8.10  -6.93  -1.74  -1.71  -0.40   0.56
[11]   1.94   3.12   3.72   7.05   7.98   9.40   9.46  11.07  13.83  19.14