Let X₁, X₂,..., X be a random sample from a Pareto (1, ß) population, i.e., the population pdf is given by n f(x|B)=₁₁1 ß. There is no need to find to so that the size of the test is a. n In X, ~ gamma (n,1/ß).

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Let X₁, X₂,..., X, be a random sample from a Pareto (1, B) population, i.e., the population pdf is given by
n
ƒ(xß) = P₁, 1<x<∞₂
В
XB+1
where
0<B<∞0⁰.
a. Prove that In X, is sufficient for B and
i=1
b.
Derive the UMP test of H: B≤ B versus
the test is a.
0
n
n
In X, ~ gamma(n,1/ ß).
i=1
H₁: ß>. There is no need to find to so that the size of
Transcribed Image Text:Let X₁, X₂,..., X, be a random sample from a Pareto (1, B) population, i.e., the population pdf is given by n ƒ(xß) = P₁, 1<x<∞₂ В XB+1 where 0<B<∞0⁰. a. Prove that In X, is sufficient for B and i=1 b. Derive the UMP test of H: B≤ B versus the test is a. 0 n n In X, ~ gamma(n,1/ ß). i=1 H₁: ß>. There is no need to find to so that the size of
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