If T is a continuous random variable with cdf FT(t|) and 1 + 2 = a, show

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If T is a continuous random variable with cdf FT(t|θ) and α1 + α2 = a, show that an a level acceptance region of the hypothesis H0: θ = θ0 is {t: α1 ≤ FT(t|θ0) ≤ 1 - α2}, with associated confidence 1 - α set {θ : α1 ≤ FT(t|θ) < 1 - α2}.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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