Let X be a single observation from the Cauchy density given at the end of Section 3.4.
Question:
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.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
Question Posted: