Question: Let X1, ...,Xn have a joint density f(x; ), and let U be a sufficient statistic for . Show that the most powerful test of

Let X1, ...,Xn have a joint density f(x; θ), and let U be a sufficient statistic for θ. Show that the most powerful test of H0 : θ = θ0 against H1 : θ = θ1 can be expressed in terms of U.

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