Suppose X1,...,Xn are i.i.d. Poisson with unknown mean . The problem is to test = 0
Question:
Suppose X1,...,Xn are i.i.d. Poisson with unknown mean θ.
The problem is to test θ = θ0 versus θ>θ0. Consider the test that rejects for large X¯n and the test that rejects for large S2 n = 1 n − 1
n i=1
(Xi − X¯n)
2 .
Compute the Pitman ARE.
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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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