Question
4.Let X1, . . . , Xn iid Unif(0, ). a. Is this family MLR in Y = X(n)? b. Find the UMP size- test
4.Let X1, . . . , Xn iid Unif(0, ).
a. Is this family MLR in Y = X(n)?
b. Find the UMP size- test for H0 : 0 vs H1 : > 0.
c. Find the UMP size- test for H0 : 0 vs H1 : < 0.
d. Letting R1 be the rejection region for the test in part (b) and R2 be the rejection region for the test in part (c). Consider the test for the hypotheses H0 : = 0 vs H1 : = 0 determined by the rejection region R = R1 R2. That is, we reject H0 if the data is in either R1 or R2. Find the size of this test at H0 : = 0.
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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers
Authors: Roy D. Yates, David J. Goodman
3rd edition
1118324560, 978-1118324561
