Let X1,...,Xn be a sample from a distribution with density 1 n f x1

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Let X1,...,Xn be a sample from a distribution with density 1

τ n f

x1

τ



...f xn

τ



, where f(x) is either zero for x < 0 or symmetric about zero. The most powerful scale-invariant test for testing H : f = f0 against K : f = f1 rejects when

0 vn−1f1(vx1) ...f1(vxn) dv

0 vn−1f0(vx1) ...f0(vxn) dv > C.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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