Consider the one-sample N(, 1) problem for testing || versus || < . Show that
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Consider the one-sample N(µ, 1) problem for testing |µ| ≥ ∆
versus |µ| < ∆. Show that the level α test based on combining the two one-sided UMP level α tests has size strictly less than α.
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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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