Question: 6.5. (Sec. 6.3) When p(x) = n(xllL, ~) find the best test of IL = 0 against IL = IL* at significance level 8. Show

6.5. (Sec. 6.3) When p(x) = n(xllL, ~) find the best test of IL = 0 against IL = IL*

at significance level 8. Show that this test is uniformly most powerful against all alternatives fL = CfL*, C > O. Prove that there is no uniformly most powerful test against fL = fL(!) and fL = fL(2) unless fLO) = qJ.(2) for some C > O.

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