2. A sample of five observations is taken on a b(1,) RV to test H0 : ...
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2. A sample of five observations is taken on a b(1,θ) RV to test H0 : θ = 12 against H1 : θ = 34
.
(a) Find the most powerful test of size α = 0.05.
(b) If L( 1 2 , 12
) = L( 3 4 , 34
) = 0, L( 1 2 , 34
) = 1, and L( 3 4 , 12
) = 2, find the minimax rule.
(c) If the prior probabilities of θ = 12 and θ = 34 are π0 = 13 and π1 = 23
, respectively, find the Bayes rule.
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Related Book For
An Introduction To Probability And Statistics
ISBN: 9781118799642
3rd Edition
Authors: Vijay K. Rohatgi, A. K. Md. Ehsanes Saleh
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