4.18. (Sec. 4.2) Show that of all tests of P = Po against p> Po based on...

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4.18. (Sec. 4.2) Show that of all tests of P = Po against p> Po based on r, a procedure for which r> c implies rejection is uniformly most powerful.

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An Introduction To Multivariate Statistical Analysis

ISBN: 9780471360919

3rd Edition

Authors: Theodore W. Anderson

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Question Posted: Nov 07, 2024 07:00 AM

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4.18. (Sec. 4.2) Show that of all tests of P = Po against p> Po based on r, a procedure for which r> c implies rejection is uniformly most powerful.
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4.17. (Sec.4.2) Show that of all tests of Po against a specific PI (> Po) based on r, the procedures for which r> c implies rejection are the best. [Hint: This follows from Problem 4.16.]
4.19. (Sec. 4.2) Prove r has a monotone likelihood ratio for r > 0, P > 0 by proving her) = kN(r, PI)/kN(r, P2) is monotonically increasing for PI > P2' Here her) is a constant times O:~:;:~Oca...
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4.18. (Sec. 4.2) Show that of all tests of P = Po against p> Po based on...

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An Introduction To Multivariate Statistical Analysis

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