Return to the situation described in Example 9.1.7. Consider a different test that rejects H0 if

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Return to the situation described in Example 9.1.7. Consider a different test δ∗ that rejects H0 if Yn ≤ 2.9 or Yn ≥ 4.5. Let δ be the test described in Example 9.1.7.
a. Prove that π(θ|δ∗) = π(θ|δ) for all θ ≤ 4.
b. Prove that π(θ|δ∗) < π(θ|δ) for all θ >4.
c. Which of the two tests seems better for testing the hypotheses (9.1.8)?
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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