Let X 1 ,X 2 , . . . , X n be a random sample from
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Let X1,X2, . . . , Xn be a random sample from the normal distribution N(θ,1). Show that the likelihood ratio principle for testing H0 : θ = θ' where θ' is specified, against H1 : θ ≠ θ' leads to the inequality |‾x − θ'| ≥ c.
(a) Is this a uniformly most powerful test of H0 against H1?
(b) Is this a uniformly most powerful unbiased test of H0 against H1?
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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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