Question: Derive the GLR test for H0 : = 0 against H1 : = 0 based on a random sample X1, ...,Xn selected from

Derive the GLR test for H0 : θ = θ0 against H1 : θ

= θ0 based on a random sample X1, ...,Xn selected from the BETA(1,θ) distribution. Determine an approximate critical value for a size α.

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