Suppose X and Y are independent, normally distributed with variance 1, and means and , respectively.

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Suppose X and Y are independent, normally distributed with variance 1, and means ξ and η, respectively. Consider testing the simple null hypothesis ξ = η = 0 against the composite alternative hypothesis ξ > 0, η> 0.

Show that a UMPU test does not exist.

Section 5.4

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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