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Question: suppose that xi x2 xn is an iid sample from...

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Suppose that Xi, X2,..., Xn is an iid sample from 20 for x R and σ 〉 0. (a) Derive a size α likelihood ratio test (LRT) of H0 : σ (b) Derive the power function β(o) of the LRT 1 versus H1 : σ 1.

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