Let X1, . . . , Xn ∼ iid Unif(0, θ). (a) Is this family MLR...

Let X1, . . . , Xn ∼ iid Unif(0, θ). (a) Is this family MLR in Y = X(n)? (b) Find the UMP size-α test for H0 : θ ≤ θ0 vs H1 : θ > θ0. (c) Find the UMP size-α test for H0 : θ ≥ θ0 vs H1 : θ < θ0. (d) Letting R1 be the rejection region for the test in part (b) and R2 be the rejection region for the test in part (c). Consider the test for the hypotheses H0 : θ = θ0 vs H1 : θ 6= θ0 determined by the rejection region R = R1 ∪ R2. That is, we reject H0 if the data is in either R1 or R2. Find the power function of this test and comment on the size.

Expert Solution

for query in above comment

orchestra answered 1 year ago

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