Question: 13.5.4 For testing hypothesis HO : o = C$ against the alternative H I : o2 # ui at level Q, find an unbiased test
13.5.4 For testing hypothesis HO : o = C$ against the alternative H I : o2 #
ui at level Q, find an unbiased test with a critical region of the form "reject Ho if El"=X,?/ o," < C1 or Cb, X?log > C2." Assume that the observations X1 . . . X, form a random sample from: (i) N(0, g2) distribution. (ii) N(pl 02)
distribution with both parameters unknown.
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