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...


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

Extracted 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=""><>

Jun 02, 2022
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