Statement of a problem № m41285


Consider two p.d.f.’s f0(x) and f1(x) that are defined as follows: and Suppose that a single observation X is taken from a distribution for which the p.d.f. f (x) is either f0(x) or f1(x), and the following simple hypotheses are to be tested: H0: f (x) = f0(x), H1: f (x) = f1(x). a. Describe a test procedure for which the value of α(δ) + 2β(δ) is a minimum. b. Determine the minimum value of α(δ) + 2β(δ) attained by that procedure.

New search. (Also 1294 free access solutions)

Online calculators