Question
Problem 4 Suppose X1; : : : ; Xn are an i.i.d. sample with density f(x; ; ) = (1 - x)^-1 0 < x
Problem 4
Suppose X1; : : : ; Xn are an i.i.d. sample with density
f(x; ; ) = (1 - x)^-1 0 < x < 1;
zero elsewhere and > 0.
a) Find the form (you do not have to find the threshold constant) of the uniformly most powerful
test of
H0 : = 1 against H1 : > 1:
b) Find the likelihood ratio for testing
H0 : = 1 against H1 : > 1:
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Numerical Analysis
Authors: Richard L. Burden, J. Douglas Faires
9th edition
538733519, 978-1133169338, 1133169333, 978-0538733519
