In the preceding problem, suppose that the densities of X under E and F are ex and

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In the preceding problem, suppose that the densities of X under E and F are θe−θx and (1/θ)e−x/θ respectively. Compare the UMP conditional and unconditional tests of H : θ = 1 against K : θ > 1.

Section 10.2

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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