Consider a single observation X from the Cauchy distribution with unknown location parameter . That is, the

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Consider a single observation X from the Cauchy distribution with unknown location parameter θ. That is, the p.d.f. of X is
f(xe) = - T[1+ (x – 0)21 for -00 <x< 00.

Suppose that it is desired to test the following hypotheses:
H0: θ = 0,
H1: θ >0.
Show that, for every α0 (0

Distribution
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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