Let Xi(i = 1, 2) be independently distributed according to distributions from the exponential families (3.19) with

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Let Xi(i = 1, 2) be independently distributed according to distributions from the exponential families (3.19) with C, Q, T, and h replaced by Ci, Qi, Ti, and hi. Then there exists a UMP unbiased test of

(i) H : Q2(θ2) − Q1(θ1) ≤ c and hence in particular of Q2(θ2) ≤ Q1(θ1);

(ii) H : Q2(θ2) + Q1(θ1) ≤ c.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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Question Posted: Nov 02, 2024 04:01 AM

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Let Xi(i = 1, 2) be independently distributed according to distributions from the exponential families (3.19) with

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Testing Statistical Hypotheses

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