Suppose X1,..., Xn are i.i.d. N(, 2) with both parameters unknown. Consider testing = 0 versus

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Suppose X1,..., Xn are i.i.d. N(μ, σ2) with both parameters unknown. Consider testing μ = 0 versus μ = 0. Find the likelihood ratio test statistic, and determine its limiting distribution under the null hypothesis. Calculate the limiting power of the test against the sequence of alternatives (μ, σ2) =

(h1n−1/2, σ2 + h2n−1/2).

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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