Question: (i) 9 In the preceding problem determine the maximin test if is replaced by aii d, where the as are given positive constants.
(i) 9 In the preceding problem determine the maximin test if ω is replaced by aiμi ≥
d, where the a’s are given positive constants.
(ii) Solve part (i) with Var(Xi) = 1 replaced by Var(Xi) = σ2 i (known).
[(i): Determine the point (μ∗
1,...,μ∗
n) in ω for which the MP test of H against K : (μ∗
1,...,μ∗
n) has the smallest power, and show that the MP test of H against K is a maximin solution.]
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