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

Essay Question▾

Describe in Detail

Fins a Most powerful test for testing the simple hypothesis H0:σ2=σ02 against the simple alternative hypothesis H1:σ2=σ12 based on n random observations from N (µ, σ 2) where µ is know. Show that this MP test is UMP (Uniformly most powerful).

Explanation

Let X i ’s are n random observations from N (µ, σ 2) and the pdf is

f(x_)=(2πσ2)n2exp{12σ2i=1n(xi… (532 more words) …

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