Question: Let X1,... ,Xn be a random sample from the uniformed(, + 1) distribution. To test H0: = 0 versus H1: > 0, use
reject H0 if Yn ≥ 1 or Y1 > k,
where k is a constant, Y1 = min{X1,..., Xn}, Yn = max{X1,..., Xn}.
(a) Determine k so that the test will have size α.
(b) Find an expression for the power function of the test in part (a).
(c) Prove that the test is UMP size a.
(d) Find values of n and k so that the UMP .10 level test will have power at least .8 if θ > 1.
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a From Theorems 544 and 546 the marginal pdf of Y 1 and the joint pdf of Y 1 Y n are fy 1 n1 y ... View full answer
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