is also UMP similar. [Consider the problem of testing = 0 vs. > 0 in
Question:
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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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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