Question
Let Y1 < Y2 < < Yn be the order statistics of a random sample from a uniform distribution on (0, ), where > 0.
Let Y1 < Y2 < < Yn be the order statistics of a random sample from a uniform distribution on (0, ), where > 0.
(a)Show that for testing H0 : =0 against H1 : =0 is =(Yn/0)n, Yn 0, and =0 if Yn >0.
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An Introduction to the Mathematics of financial Derivatives
Authors: Salih N. Neftci
2nd Edition
978-0125153928, 9780080478647, 125153929, 978-0123846822
