Let V be as defined in Eq. (9.7.4). We wish to determine the size 0 likelihood ratio

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Let V be as defined in Eq. (9.7.4). We wish to determine the size α0 likelihood ratio test of the hypotheses (9.7.7). Prove that the likelihood ratio test will reject H0 if either V ≤ c1 or V ≥ c2, where Pr(V ≤ c1) + Pr(V ≥ c2) = α0 when σ21 = σ22.
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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