1.II.18H
Part IB, 2008
Suppose that is a sample of size with common distribution, and is an independent sample of size from a distribution.
(i) Find (with careful justification) the form of the size- likelihood-ratio test of the null hypothesis against alternative unrestricted.
(ii) Find the form of the size- likelihood-ratio test of the hypothesis
against unrestricted, where is a given constant.
Compare the critical regions you obtain in (i) and (ii) and comment briefly.