Let X 1 , , X n be iid n( , 1), and let 0
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Question:
Let X1, …, Xn be iid n(θ, 1), and let θ0 be a specified value of θ.
(a) Find the UMP, size α, test of H0 : θ ≥ θ0 versus H1 : θ < θ0.
(b) Show that there does not exist a UMP, size α, test of H0 : θ = θ0 versus H1 : θ ≠ θ0.
Related Book For
Probability and Statistics
ISBN: 978-0321500465
4th edition
Authors: Morris H. DeGroot, Mark J. Schervish
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