(i) 8 In the preceding problem determine the maximin test if is replaced by aii ...

(i) 8 In the preceding problem determine the maximin test if

ω
is replaced by aiµi ≥

d, where the a’s are given positive constants.

(ii) Solve part (i) with V ar(Xi) = 1 replaced by V ar(Xi) = σ2 i (known).

[(i): Determine the point (µ∗

1,...,µ∗

n) in ω
for which the MP test of H against K : (µ∗

1,...,µ∗

n) has the smallest power, and show that the MP test of H against K is a maximin solution.]