Suppose X and Y are independent, normally distributed with variance 1, and means and , respectively.
Question:
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
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
Question Posted: