Suppose that X1, . . . , xm form a random sample from the normal distribution with
Question:
H0: σ21 ≤ σ22,
H1: σ21 > σ22.
a. Prove that the level α0 F test is the same as the test in (9.8.7) when α0 = w1/(w0 + w1).
b. Prove that the p-value for the F test is the posterior probability that H0 is true.
Distribution
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Related Book For
Probability And Statistics
ISBN: 9780321500465
4th Edition
Authors: Morris H. DeGroot, Mark J. Schervish
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