Let X 1 ,X 2 , . . . , X n be a random sample from

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Let X1,X2, . . . , Xn be a random sample from the normal distribution N(θ,1). Show that the likelihood ratio principle for testing H0 : θ = θ' where θ' is specified, against H1 : θ ≠ θ' leads to the inequality |‾x − θ'| ≥ c.
(a) Is this a uniformly most powerful test of H0 against H1?

(b) Is this a uniformly most powerful unbiased test of H0 against H1?

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Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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