Define appropriate extensions of the definitions of LAUMP and AUMP to two-sided testing of a real parameter.

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Define appropriate extensions of the definitions of LAUMP and AUMP to two-sided testing of a real parameter. Let X1,..., Xn be i.i.d. N(θ , 1).

Show that neither LAUMP nor AUMP tests exist for testing θ = 0 against θ

= 0.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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Question Posted: Nov 04, 2024 04:01 AM

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Define appropriate extensions of the definitions of LAUMP and AUMP to two-sided testing of a real parameter.

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Testing Statistical Hypotheses Volume I

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