In: Statistics and Probability
6.3.5. Consider Example 6.3.4. (a) Show that we can write S∗ = 2T − n, where T = #{Xi > θ0}. (b) Show that the scores test for this model is equivalent to rejecting H0 if T < c1 or T > c2. (c) Show that under H0, T has the binomial distribution b(n, 1/2); hence, determine c1 and c2 so that the test has size α. (d) Determine the power function for the test based on T as a function of θ.