...) Fix a € (0,1) and suppose that Yı, . Yn are independent and identically distributed N(u, 1) random variables for so

[answerhappygod]

Fix A 0 1 And Suppose That Yi Yn Are Independent And Identically Distributed N U 1 Random Variables For So 1 (76.63 KiB) Viewed 98 times

...) Fix a € (0,1) and suppose that Yı, . Yn are independent and identically distributed N(u, 1) random variables for some unknown u E R. (a) Write down the likelihood for u. (b) We are interested in testing Ho : u 0 versus H1 : u = Mi, for some given Mi > 0. Find the most powerful test of size a, and explain why it is the most powerful test. (c) Find the power of the test in (b) as function of a, n, Mi and 0, where o denotes the cumulative distribution function of a standard normal random variable. 2 a