n be lla H, 1) random variables. Show that there is no UMP test for testing Ho : µ = µo versus H1 : u # µo.

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Exercise Let X1,., X,, be iid Normal(µ, 1) random
variables. Show that there is no UMP test for testing
Ho : u = µo versus H1 : u # Ho.
Transcribed Image Text:. bi Exercise Let X1,., X,, be iid Normal(µ, 1) random variables. Show that there is no UMP test for testing Ho : u = µo versus H1 : u # Ho.
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