Let X be a single observation from the Cauchy density given at the end of Section 3.4.

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Let X be a single observation from the Cauchy density given at the end of Section 3.4.

(i) Show that no UMP test exists for testing θ = 0 against θ > 0.

(ii) Determine the totality of different shapes the MP level-α rejection region for testing θ = θ0 against θ = θ1 can take on for varying α and θ1 − θ0.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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