Question: Hi! Please help with this question, thanks! (d) Consider the null hypothesis H0 that random variable X has tail cdf F0, and the alter native

Hi! Please help with this question, thanks!

(d) Consider the null hypothesis H0 that random variable X has tail cdf F0, and the alter native hypothesis H1 that X has tail cdf F1. Assume that F103) 2 F009) for all m and that F0 is invertible. Show that, under the alternative H1, the pvalue P = F0(X) is subuniform, i.e. P(P S p) 2 p for all p 6 [0,1]

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