Suppose that X1, . . . , Xn form a random sample from the normal distribution with

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Suppose that X1, . . . , Xn form a random sample from the normal distribution with known mean 0 and unknown variance σ2, and suppose that it is desired to test the following hypotheses:
H0: σ2 ≤ 2,
H1: σ2 > 2.
Show that there exists a UMP test of these hypotheses at every level of significance α0 (0 < α0 < 1). Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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