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Q21Section I (Objective (Q1–Q80))21 of 80

UMP tests for one- and two-sided alternatives on σ2\sigma^2

Let x1,x2,…,xnx_1,x_2,\dots,x_n be a random sample from N(μ,σ2)N(\mu,\sigma^2) distribution with μ\mu known. Consider the following testing problems for N(μ,σ2)N(\mu,\sigma^2):

I. H0:σ2=σ02H_0:\sigma^2=\sigma_0^2 against H1:σ2<σ02H_1:\sigma^2<\sigma_0^2

II. H0:σ2=σ02H_0:\sigma^2=\sigma_0^2 against H1:σ2>σ02H_1:\sigma^2>\sigma_0^2

III. H0:σ2=σ02H_0:\sigma^2=\sigma_0^2 against H1:σ2≠σ02H_1:\sigma^2\ne\sigma_0^2

The UMP level α\alpha test exists for:

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