Consider a test of H0 : = 0 versus H1 : _= 0 for the model
Chapter , Problem 9(choose chapter or problem)
Consider a test of H0 : = 0 versus H1 : _= 0 for the model of Section 14.3.1. Suppose that the observed value of 2 /0 is v. Show that the hypothesis should be rejected at significance level whenever is less than the p-value given by p-value = 2min(P{2 2r < v}, 1 P{2 2r < v}) where 2 2r is a chi-square random variable with 2r degrees of freedom.
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