Assume the conditions of Example 13.3.1. Further assume f is strongly unimodal, i.e., log (f) is

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Assume the conditions of Example 13.3.1. Further assume f is strongly unimodal, i.e., − log

(f) is convex. Show the test φ˜n given by (13.43) is AUMP level α. Hint: Use Problem 13.35.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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