Question: Consider a single observation X from the Cauchy distribution with unknown location parameter . That is, the p.d.f. of X is Suppose that it is

Consider a single observation X from the Cauchy distribution with unknown location parameter θ. That is, the p.d.f. of X is
f(xe) = - T[1+ (x – 0)21 for -00 <x< 00.

Suppose that it is desired to test the following hypotheses:
H0: θ = 0,
H1: θ >0.
Show that, for every α0 (0

f(xe) = - T[1+ (x 0)21 for -00

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