Hypotheses Testing-Uniformly Most Powerful Test (ISS Statistics Paper II (Old Subjective Pattern)): Questions 1 - 1 of 1
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Question number: 1
» Hypotheses Testing » Uniformly Most Powerful Test
Appeared in Year: 2015
Describe in Detail
Fins a Most powerful test for testing the simple hypothesis against the simple alternative hypothesis based on n random observations from N (µ, σ 2) where µ is know. Show that this MP test is UMP (Uniformly most powerful).
Let X i ’s are n random observations from N (µ, σ 2) and the pdf is