Question: (d) Consider the null hypothesis Hg that random variable X has tail cdf F0, and the alter native hypothesis H1 that X has tail cdf

(d) Consider the null hypothesis Hg that random variable X has tail cdf F0, and the alter native hypothesis H1 that X has tail cdf F1. Assume that F1 (3:) 2 F0 (cc) for all 9:: and that F0 is invertible. Show that, under the alternative H1, the pvalue P : Fa (X) is sub-uniform, i.e. IMP 5 p) 2 p for all p E [0, 1]

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