Let the distribution of X be given by x 01 2 3 P(X = x) 2
Question:
Let the distribution of X be given by x 01 2 3 Pθ(X = x) θ 2θ 0.9 − 2θ 0.1 − θ
where 0 < θ < 0.1. For testing H : θ = 0.05 against θ > 0.05 at level α = 0.05, determine which of the following tests (if any) is UMP:
(i) φ(0) = 1, φ(1) = φ(2) = φ(3) = 0;
(ii) φ(1) = 0.5, φ(0) = φ(2) = φ(3) = 0;
(iii) φ(3) = 1, φ(0) = φ(1) = φ(2) = 0.
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Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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