Consider testing a pair of simple hypotheses Ho: 0= 0o versus Ha: 0 = 0. Rather than

Consider testing a pair of simple hypotheses

Transcribed Image Text:

Ho: 0= 0o versus Ha: 0 = 0₁. Rather than prescribing the significance level and minimizing P(type II error), imagine trying minimize the linear combination a a+b ß for some specified constants a> 0 and b>0. Show that a a+b.ß is minimized by using the rejection region to . R* = { (X1,...,xn): f(x₁,..., Xn; Oa) f(x1,...,xn;00) 음)