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Q31Section I (Objective (Q1–Q80))31 of 79

Statistical Inference — size of a test, parametric pmf

Let X be a random variable with pmf P(x)=3+2θ+μ15P(x)=\frac{3+2\theta+\mu}{15} at x=1x=1, 5+θ−2μ15\frac{5+\theta-2\mu}{15} at x=2x=2, 7−3θ+μ15\frac{7-3\theta+\mu}{15} at x=3x=3, where θ≥0,μ≥0\theta\ge0,\mu\ge0 are unknown constants and θ+μ≤2\theta+\mu\le2. For testing H0:θ+μ=1H_0:\theta+\mu=1 versus H1:θ=μ=0H_1:\theta=\mu=0, the null hypothesis is rejected if x=2x=2 or 3. The size of the test based on a single observation is:

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