Suppose X1, Xn are i i d N( , 1 2) Consider testing 0 versus 0 and let n be the test that rejects when n1 2 X n 0 z1(1 2 0 )1 2 (i) Compute the limiting power of this test against 0 hn1 2 (ii) Is this test AUMP ...

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Suppose X1, ...Xn are i.i.d. N( , 1 + 2). Consider testing = 0 versus

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Suppose X1, ...Xn are i.i.d. N(θ , 1 + θ 2). Consider testing θ = θ0 versus θ>θ0 and let φn be the test that rejects when n1/2[X¯ n − θ0] > z1−α(1 +

θ 2 0 )1/2.

(i) Compute the limiting power of this test against θ0 + hn−1/2.

(ii) Is this test AUMP?

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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Question Posted: Nov 04, 2024 04:01 AM

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Suppose X1, ...Xn are i.i.d. N( , 1 + 2). Consider testing = 0 versus

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Testing Statistical Hypotheses Volume I

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