Suppose that a random sample of size (n) is drawn from a normal population distribution for which
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Suppose that a random sample of size \(n\) is drawn from a normal population distribution for which \(\mu\) is assumed to be known and equal to the given value \(\mu_{*}\). Define UMPU level \(\alpha\) tests of the following null hypotheses:
(a) \(H_{0}: \sigma^{2} \leq \sigma_{0}{ }^{2}\) versus \(H_{a}: \sigma^{2}>\sigma_{0}{ }^{2}\)
(b) \(H_{0}: \sigma^{2} \geq \sigma_{0}{ }^{2}\) versus \(H_{a}: \sigma^{2}<\sigma_{0}{ }^{2}\)
(c) \(H_{0}: \sigma^{2}=\sigma_{0}{ }^{2}\) versus \(H_{a}: \sigma^{2} eq \sigma_{0}{ }^{2}\)
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Mathematical Statistics For Economics And Business
ISBN: 9781461450221
2nd Edition
Authors: Ron C.Mittelhammer
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