Prove that the level 0 likelihood ratio test of hypotheses (11.6.5) in the one-way layout is to

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Prove that the level α0 likelihood ratio test of hypotheses (11.6.5) in the one-way layout is to reject H0 if U2 > F−1p−1,n−p(1− α0). First, partition a manner similar to Eq. (11.6.8). Then, replace ++ by a constant, say, μ, in the formula for S2Tot, and partition the result in a manner similar to Eq. (11.6.7). There will be one extra term.
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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