Suppose X1,..., Xn are independent normal variables with Xi N(i, 1). The null hypothesis specifies all
Question:
Suppose X1,..., Xn are independent normal variables with Xi ∼
N(ξi, 1). The null hypothesis specifies all ξi = 0. Fix an integer k ≥ 1. Suppose ω
specifies that at least k of the Xi have mean at least ξ , where ξ is known and positive.
Determine a maximin test as explicitly as possible.
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Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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