Let X1,...,Xm and Y1,...,Yn be independent samples from I(, ) and I(, ) respectively. (i) There

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Let X1,...,Xm and Y1,...,Yn be independent samples from I(µ, σ) and I(ν, τ ) respectively.

(i) There exist UMP unbiased tests of τ2/τ1 against one- and two-sided alternatives.

(ii) If τ = σ, there exist UMP unbiased tests of ν/µ against one- and two-sided alternatives.

[Chhikara (1975).]

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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