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Let X1,.., Xn be independent with X; N(t;0, 1), i = 1,.., n, where t1, ..., tn are known constants and 0 is an
Let X1,.., Xn be independent with X; N(t;0, 1), i = 1,.., n, where t1, ..., tn are known constants and 0 is an unknown parameter. (a) Determine the UMP unbiased test of Ho : 0 = 0o versus H1: 0 7 0o. (b) Find a confidence region for 0 using the test in (a).
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Statistical Inference
Authors: George Casella, Roger L. Berger
2nd edition
0534243126, 978-0534243128
