Let X1,...,Xm; Y1,...,Yn be independently normally distributed with common variance 2 and means E(Xi) = +

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Let X1,...,Xm; Y1,...,Yn be independently normally distributed with common variance σ2 and means E(Xi) = α + β(ui − u¯), E(Yj ) =

γ + δ(vj − v¯), where the u’s and v’s are known numbers. Determine the UMP invariant tests of the linear hypotheses H : β = δ and H : α = γ, β = δ.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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