Suppose that eight observationsX1,...,X8 are drawn at
Chapter 9, Problem 12(choose chapter or problem)
Suppose that eight observationsX1,...,X8 are drawn at random from a distribution with the following p.d.f.: f (x| ) = x1 for 0 0), and it is desired to test the following hypotheses: H0: 1, H1: > 1. Show that the UMP test at the level of significance 0 = 0.05 specifies rejecting H0 if 8 i=1 log Xi 3.981.
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