Question: 13. Let X be a single observation from the Cauchy density given at the end of Section 3. (i) Show that no UMP test exists

13. Let X be a single observation from the Cauchy density given at the end of Section 3. (i) Show that no UMP test exists for testing = 0 against > 0. (ii) Determine the totality of different shapes the MP level-a rejection region for testing against = 0, can take on for varying a and - 00

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