Question: Consider a random sample x 1 , x 2 , dots, x n from a distribution with probability function: f ( x , ) =
Consider a random sample dots, from a distribution
with probability function:
a Find the uniformly most powerful UMP test for testing the
hypothesis : against :
b Find the likelihood ratio LR test for testing the hypothesis
: vs : and compare to see whether they
are equivalent or not with the union intersection test UIT
constructed from the two onesided UMP tests.
c By inverting the UIT or the LR test, find a exact CI for
and
d Find an exact and asymptotic large sample CIs for
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