Question: 13.4.7 Let X I , . . . , X, be a random sample from the GAM (a, A) distribution. (i) Derive a UMP test

13.4.7 Let X I , . . . , X, be a random sample from the GAM

(a, A) distribution. (i)

Derive a UMP test for the hypothesis HO : a 5 QO against the alternative HI : Q >

QO if X is known. (ii) Derive a UMP test for the hypothesis HO : X 5 XO against the alternative H1 : X > XO if a is known.

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