is also UMP similar. [Consider the problem of testing = 0 vs. > 0 in

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is also UMP similar.

[Consider the problem of testing α = 0 vs. α > 0 in the two-parameter exponential family with density C(α, τ ) exp

− α

2τ 2

x2 i − 1 − α

τ

|xi|



, 0 ≤ α < 1.]

Note. For the analogous result for the tests of Problem 6.14, 6.15, see Quesenberry and Starbuck (1976).

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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