Let (Xi, Yi) be independent N(i, 2) for i = 1,..., n. The parameters 1,..., n and
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Let (Xi, Yi) be independent N(μi, σ2) for i = 1,..., n. The parameters μ1,..., μn and σ2 are all unknown. For testing σ = 1 against σ > 1, determine the UMPI level α test. Is the test also UMPU?
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Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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