Question: 46. Consider a single observation X from W(l, c). (i) The family of distributions does not have monotone likelihood ratio in x. (ii) The most
46. Consider a single observation X from W(l, c). (i) The family of distributions does not have monotone likelihood ratio in x. (ii) The most powerful test of H : C = 1 against C = 2 rejects when X < kl and when X> k 2 • Show how to determine kl and k 2 • (iii) Generalize (ii) to arbitrary alternatives cl > 1, and show that a UMP test of H: C = 1 against C > 1 does not exist. (iv) For any Cl > 1, the power function of the MP test of H: C = 1 against C = Cl is an increasing function of c.
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