Assume the conditions of Example 15.3.1. Further assume f is strongly unimodal, i.e., log( f )

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Assume the conditions of Example 15.3.1. Further assume f is strongly unimodal, i.e., − log( f ) is convex. Show the test φ˜n given by (15.43) is AUMP level-α. Hint: Use Problem 15.36.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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