Suppose that X1, . . . , X11 form a random sample from the normal distribution with

Question:

Suppose that X1, . . . , X11 form a random sample from the normal with unknown mean μ1 and unknown variance σ21 . Suppose also that Y1, . . . , Y21 form an independent random sample from the normal with unknown mean μ2 and unknown variance σ22. Suppose that we wish to test the hypotheses in Eq. (9.7.7). Let δ be the equal-tailed two-sided F test with level of significance α0 = 0.5.
a. Compute the power function of δ when σ21 = 1.01σ22 .
b. Compute the power function of δ when σ21 = σ22 /1.01.
c. Show that δ is not an unbiased test. (You will probably need computer software that computes the function Gm−1,n−1. And try to minimize the amount of rounding you do.)
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...