If X 1 ,X 2 , . . . , X n is a random sample from
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If X1,X2, . . . , Xn is a random sample from a distribution having pdf of the form f(x; θ) = θxθ−1, 0 < x < 1, zero elsewhere, show that a best critical region for testing H0 : θ = 1 against H1 : θ = 2 is C = {(x1, x2, . . . , xn) : c ≤ Пni=1 xi}.
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Proof We set C x1 x2 xn c ni1 xi Choose ni1 to be as small as possible while C has at least a finite ...View the full answer
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Related Book For
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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