33. Let X; (i = 1,2) be independently distributed according to distributions from the exponential families (12)

Question:

33. Let X; (i = 1,2) be independently distributed according to distributions from the exponential families (12) of Chapter 3 with C, Q, T, and h replaced by Ci , Qi' 1;, and hi' Then there exists a UMP unbiased test of (i) H: Q2(02) - QI(OI) s c and hence in particular of Q2(02) :::;; Ql(OI); (ii) H: Q2(02) + QI(OI):::;; c.

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