Question: ................. Problem 3. Let X1, ..., Xn and Y1, ..., Ym be two independent random samples from % (0, 61) and % (0, 02) distributions,

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Problem 3. Let X1, ..., Xn and Y1, ..., Ym be two independent random samples from % (0, 61) and % (0, 02) distributions, respectively. Consider testing Ho : 01 = 02 versus Ha : 01 # 02. (1) Show that the LR test statistic A is given by A = min( Xnin, Ynin) max( Xnin; Ym:n) (2) Compute Po(A

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