Question
Let X1, ..., Xn ~ iid Beta(0, 1). (a) Find the UMP test for Ho : 0 00 vs H : 0 < 00.
Let X1, ..., Xn ~ iid Beta(0, 1). (a) Find the UMP test for Ho : 0 00 vs H : 0 < 00. You should give the value of to in terms of a critical value. (b) Find the corresponding Wald test. (c) How do these tests compare and which would you prefer?
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Statistical Inference
Authors: George Casella, Roger L. Berger
2nd edition
0534243126, 978-0534243128
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