Let Y₁, 2, known mean μ and unknown variance o². fl Yn denote a random sample from a normal distribution with " Find the most powerful a-level test of Ho: o² = of vs. H₁: σ² = σ², where 0²>08. Show that this test is equivalent to a x² test. [Hint: Recall that for Z₁, Z2, Zn independent standard normal random variables, Zhas a x² distribution with n df.] 9 Is the test from part (b) uniformly most powerful (UMP) for Ha: o² > ?

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Author:Amos Gilat
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Let Y₁, Y₂, ..., Y₁ denote a random sample from a normal distribution with
known mean μ and unknown variance o².
fl
Find the most powerful a-level test of H₁: ² = of vs. Hå: o² = 02, where
0² > 08.
Show that this test is equivalent to a x² test. [Hint: Recall that for Z₁, Z₂,
Zn independent standard normal random variables, ₁Z² has a x2²
distribution with n df.]
9
Is the test from part (b) uniformly most powerful (UMP) for Hå: 0² > of?
Transcribed Image Text:Let Y₁, Y₂, ..., Y₁ denote a random sample from a normal distribution with known mean μ and unknown variance o². fl Find the most powerful a-level test of H₁: ² = of vs. Hå: o² = 02, where 0² > 08. Show that this test is equivalent to a x² test. [Hint: Recall that for Z₁, Z₂, Zn independent standard normal random variables, ₁Z² has a x2² distribution with n df.] 9 Is the test from part (b) uniformly most powerful (UMP) for Hå: 0² > of?
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