Let f(x|θ) be the logistic location pdf e(z-0) F(z|0) = -0ro, -0 <0 <8. (1+ e(z-0))2

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Let f(x|θ) be the logistic location pdf
e(z-0) F(z|0) = -0くrくo, -0<0<8. (1+ e(z-0))2

(a) Show that this family has an MLR.
(b) Based on one observation, X, find the most powerful size α test of H0 : θ = 0 versus H1: θ = 1. For α = .2, find the size of the Type II Error.
(c) Show that the test in part (b) is UMP size α for testing H0: θ 0. What can be said about UMP tests in general for the logistic location family?

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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