Suppose that Xi, X2,..., Xn is an iid sample from r > 0 where θ 0....

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Suppose that Xi, X2,..., Xn is an iid sample from r > 0 where θ 0. Consider testing Ho : θ-Bo versus H1: θ (a) Derive a size α likelihood ratio test (LRT). (b) Derive the power function P(0) of the LRT. θο, where θο is known.

(c) Now consider putting an inverse gamma prior distribution on θ, namely, 1 00), a 4a where a and b are known. Show how to carry out the Bayesian test (d) Is the LRT you derived in part (a) a uniformly most powerful test?

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Suppose that Xi, X2,..., Xn is an iid sample from r > 0 where θ 0....

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Suppose that Xi, X2,..., Xn is an iid sample from r > 0 where θ 0....

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