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11.2.3 Suppose that X. , X are iid MI, σ2) where σ (E 9t*) is the unknown parameter but μ(€ 9) is assumed known. With preassigned α ε (0. 1), derive a level α LR test for a null hypothesis Ho : σ.-a> 0) against an alternative hypothesis H, : σ2 σ1 in the implementable form. {Note: Recall from the Exercise 8.5.5 that no UMP level a test exists for testing Ho versus 8.5.5 Let X, X, be iid M(0. σ2) with unknown σ e N°. With pres- signed α e (0, 1), we wish to test H0 : σ-00 versus H1 : σ # σο at the level α, where σ0 is a fixed positive number. Show that no UMP level α test exists for testing Ho versus H,. Hint: Try to exploit arguments similar to those used in the Section 8.5.1.) Л" , Л t nsed n the Séction &.sy

Answer 1

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