作者b218h (Gordon Mercer)
站内Statistics
标题[问题] Uniformly most powerful test
时间Mon Feb 9 11:10:09 2009
Let Y_1 < Y_2 <...< Y_n be the order statistics from uniform (θ,θ+1). Using
the appropriate uniformly most powerful one－sided test. show that the optimum
lower confidence limit is
n
T_α＝max(Y_1－c,Y_n－1) where (1－c) ＝1－α
我想利用 Neymann Pearson Lemma 可是我不知道那个 monoton increasing function 长
什麽样子...
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