Let Y1 and Y2 be independent and identically distributed with a unifo.pdf
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The document discusses statistical testing of two independent uniform variables, y1 and y2, under the null hypothesis H0: = 0 versus the alternative hypothesis H1: > 0. It presents two competing tests for this hypothesis: the first test rejects H0 if y1 > 0.95, while the second test rejects H0 if the sum y1 + y2 exceeds a certain constant c. The goal is to determine the value of c that ensures both tests maintain the same significance level.
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Let Y1 and Y2 be independent and identically distributed with a unifo.pdf
- 1. Let Y1 and Y2 be independent and identically distributed with a uniform distribution over the interval ( , +1). For testing : = 0 versus : > 0 we have two competing tests: Test 1: Reject H0 if Y1 >0.95 Test 2: Reject H0 if Y1 +Y2 > c Find the value of c so that Test 2 has the same significance level as Test 1. Solution Uhm