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 satisfyingαi = 0.With (ii) replaced by (ii

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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 Volume I

ISBN: 9783030705770

4th Edition

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

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