Let X1, . . ., Xn be a random sample from an N(, 2). Assume that both

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Let X1, . . ., Xn be a random sample from an N(μ, σ2). Assume that both m and σ2 are unknown. We wish to test, at level a, H0 : σ2 = σ02 versus Ha : σ2 > σ02 . Find an appropriate LRT.
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Mathematical Statistics With Applications In R

ISBN: 9780124171138

2nd Edition

Authors: Chris P. Tsokos, K.M. Ramachandran

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