Suppose that we have a random sample of four observations from the density function f (y

Chapter 10, Problem 10.95

(choose chapter or problem)

Suppose that we have a random sample of four observations from the density function f (y | ) = 1 2 3 y2 ey/ , y > 0, 0, elsewhere. a Find the rejection region for the most powerful test of H0 : = 0 against Ha : = a , assuming that a > 0. [Hint: Make use of the 2 distribution.] b Is the test given in part (a) uniformly most powerful for the alternative >0?

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