3. Let X1,X2, . . . ,Xn be iid RVs with common Laplace PDF f(x) = (1/2)exp{|x|}....

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3. Let X1,X2, . . . ,Xn be iid RVs with common Laplace PDF fθ(x) = (1/2)exp{−|x−θ|}.

For n ≥ 2 show that UMP size α (0< α <1) test of H0 : θ ≤ 0 against H1 : θ > 0 does not exist. Find the form of the LMP test.

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An Introduction To Probability And Statistics

ISBN: 9781118799642

3rd Edition

Authors: Vijay K. Rohatgi, A. K. Md. Ehsanes Saleh

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