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 Volume I

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Authors: E.L. Lehmann, Joseph P. Romano

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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 Volume I

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