Consider the mixed model obtained from (7.68) by replacing the random variables Ai by unknown constants i

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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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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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