Let X1,...,Xn be a sample from a distribution with density 1 n f x1
Question:
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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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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