Solution Found!
Consider a problem of testing hypotheses in which the
Chapter 9, Problem 19(choose chapter or problem)
Consider a problem of testing hypotheses in which the following hypotheses about an arbitrary parameter are to be tested: H0: 0, H1: 1. Suppose that is a test procedure of size (0 << 1) based on some vector of observations X, and let (|) denote the power function of . Show that if is unbiased, then (|) at every point 1.
Questions & Answers
QUESTION:
Consider a problem of testing hypotheses in which the following hypotheses about an arbitrary parameter are to be tested: H0: 0, H1: 1. Suppose that is a test procedure of size (0 << 1) based on some vector of observations X, and let (|) denote the power function of . Show that if is unbiased, then (|) at every point 1.
ANSWER:Step 1 of 2
Given data:
We are given the testing of problem-testing hypotheses in which the following hypotheses about an arbitrary parameter are to be tested:
Suppose that is a test procedure of size based on the vector of observations
, and power function of is .
Now we have to show that at every point when is unbiased.