Suppose we are testing H0 ????1 = ????2 H1 ????1 ????2 where ???? 2
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Suppose we are testing H0 ∶ ????1 = ????2 H1 ∶ ????1 ≠ ????2 where ????
2 1 > ????
2 2 are known. Our sampling resources are constrained such that n1 + n2 = N. Show that an allocation of the observations n1 and n2 to the two samples leads to the most powerful test is in the ratio n1∕n2 = ????1∕????2.
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