Suppose that X1,...,Xn form a random sample from the 2
Chapter 9, Problem 13(choose chapter or problem)
Suppose that X1,...,Xn form a random sample from the 2 distribution with unknown degrees of freedom ( = 1, 2, . . .), and it is desired to test the following hypotheses at a given level of significance 0 (0 < 0 < 1): H0: 8, H1: 9. Show that there exists a UMP test, and the test specifies rejecting H0 if n i=1 log Xi k for some appropriate constant k
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