Let X and Y be independent canonical sufficient statistics for a regular exponential family, fx,y (x,y; 7,0) = exp(Tx+0y-c(T) — d(0))h(x)g(y). Can we find a UMP unbiased level a test of Ho T = To and 0 = 0o versus H₁ : T‡ To or 0 ‡ 00? If so, find it, if not, please explain why not.

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Let X and Y be independent canonical sufficient statistics for a regular exponential family,
fx,y (x,y; T, 0) = exp(тx+0y-c(T) — d(0))h(x)g(y). Can we find a UMP unbiased level a test of
Ho T = To and 0 = 0o versus H₁ : T # To or 000? If so, find it, if not, please explain why not.
Transcribed Image Text:Let X and Y be independent canonical sufficient statistics for a regular exponential family, fx,y (x,y; T, 0) = exp(тx+0y-c(T) — d(0))h(x)g(y). Can we find a UMP unbiased level a test of Ho T = To and 0 = 0o versus H₁ : T # To or 000? If so, find it, if not, please explain why not.
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