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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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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