(i) 9 In the preceding problem determine the maximin test if is replaced by aii ...

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(i) 9 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 Var(Xi) = 1 replaced by Var(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.]

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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 04:00 AM

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(i) 9 In the preceding problem determine the maximin test if is replaced by aii ...

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