Skip to content
Q29Section A (Section A)29 of 60

Most powerful test between two symmetric densities

Let X1,X2,…,XnX_1,X_2,…,X_n be a random sample from a continuous distribution with the probability density function f(x)f(x). To test the hypothesis

H0:f(x)=1πe−x2,−∞<x<∞ against H1:f(x)=e−2∣x∣,−∞<x<∞,H_0:f(x)=\frac1{\sqrt\pi}e^{-x^2},-\infty<x<\infty \text{ against } H_1:f(x)=e^{-2|x|},-\infty<x<\infty,

the rejection region of the most powerful size α\alpha test is of the form, for some c>0c>0,

Options

Pick an option to check your answer.