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Problem 6.LetXhave densityfwitha < < b. Suppose we are interested in testingH0:0versusH1: < 0, where0belongs to the interval (a, b). Suppose the test(X) is NP(f2,
Problem 6.LetXhave densityfwitha < < b. Suppose we are interested in testingH0:0versusH1: < 0, where0belongs to the interval (a, b). Suppose the test(X) is NP(f2, f1) foreverya<1<2 (1)Show that the power functionof the test(X) is nonincreasing. Recallis defined by() =E((X)), a < < b. (2)Find the size of the test(X). (3)Suppose(X) is another test with satisfiesE0((X))E0((X)). Show thatE((X))() holds for every < 0.
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