Let X1, . . ., Xn be a random sample from an N (1, 2) and let

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Let X1, . . ., Xn be a random sample from an N (μ1, σ2) and let Y1,Y2, . . ., Yn be an independent sample from an N(μ2, σ2), where σ2 is unknown. We wish to test, at level a, H0: μ1 = μ2 versus Ha: μ16 = μ2. Find an appropriate LRT.
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Mathematical Statistics With Applications In R

ISBN: 9780124171138

2nd Edition

Authors: Chris P. Tsokos, K.M. Ramachandran

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