The singly truncated normal (STN) distribution, indexed by parameters and has support the positive real
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The singly truncated normal (STN) distribution, indexed by parameters ν and λ has support the positive real line with density p(x; ν, λ) = C(ν, λ) exp(−νx − λx 2
) , where C(ν, λ) is a normalizing constant. Based on an i.i.d. sample, show there exists a UMPU test of the null hypothesis that the observations are exponential against the STN alternative, and describe the form of rejection region as explicitly as possible.
[See Castillo and Puig (1999).]
Section 4.5
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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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