Consider the mixed model obtained from (7.68) by replacing the random variables Ai by unknown constants i
Question:
Consider the mixed model obtained from (7.68) by replacing the random variables Ai by unknown constants αi satisfying αi = 0. With (ii)
replaced by (ii
)
α2 i /(nσ2 C +σ2), there again exist tests which are UMP among an tests that are invariant and unbiased, and in cases (i) and (iii) these coincide with the corresponding tests of Problem 7.26.
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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