Theorem 18-3. If A is the likelihood tatio for testing a simple hypothesis Họ and if U = O(2) is a monotonic increasing (decreasing) function of 1 then the test based on U is equivalent to the likelihood ratio test. The critical region for the test based on U is :

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Prove the theorem

Theorem 18-3. If A is the likelihood tatio for testing a simple hypothesis Ho and if U =
O(2) is a monotonic increasing (decreasing) function of 1 then the test based on U is equivalent
to the likelihood ratio test. The critical region for the test based on U is :
$(0) < U < ¢(^o), F [ø(^o) < U < ø(0)]
Transcribed Image Text:Theorem 18-3. If A is the likelihood tatio for testing a simple hypothesis Ho and if U = O(2) is a monotonic increasing (decreasing) function of 1 then the test based on U is equivalent to the likelihood ratio test. The critical region for the test based on U is : $(0) < U < ¢(^o), F [ø(^o) < U < ø(0)]
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