Let the experiments of E and F consist in observing X : N(, 2 0) and X

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Let the experiments of E and F consist in observing X : N(ξ, σ2 0)

and X : N(ξ, σ2 1) respectively (σ0 < σ1), and let one of the two experiments be performed, with P(E) = P(F) = 1 2 . For testing H : ξ = 0 against ξ = ξ1, determine values σ0, σ1, ξ1, and α such that

(i) α0 < α1; (ii) α0 > α1, where the αi are defined by (10.9).

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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