Question: Let G.P; Q/ D Pk Ql.Uk;l < c/ be the power function of a one-sided U-test with threshold level c. Show that G.P; Q/

Let G.P; Q/ D P˝k ˝ Q˝l.Uk;l < c/ be the power function of a one-sided U-test with threshold level

c. Show that G.P; Q/ is decreasing in P and increasing inQ with respect to stochastic domination, i.e., G.P; Q/ G.P0;Q0/ when P P0 and Q Q0. Hint: Use Problem 11.14.

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