Question: 17. Let XI ' Xn be independently normally distributed with means E(X;) = and variance 1. The test of H : ~I = .

17. Let XI" ' " Xn be independently normally distributed with means E(X;) = and variance 1. The test of H : ~I = . . . = ~n = 0 that maximizes the minimum power over w' :r.~ d rejects when r.X;

c. [If the least favorable distribution assigns probability 1 to a single point, invariance under permutations suggests that this point will be P-I = . . . = P-n = din].

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