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Let X1,.....,Xn be a random sample from N(μ,σ2), and both μ and σ2 are unknown, with...

Let X1,.....,Xn be a random sample from N(μ,σ2), and both μ and σ2 are unknown, with -∞<μ<∞ and σ2 > 0.

a. Develop a likelihood ratio test for H0: μ <= μ0 vs. H1: μ > μ0

b. Develop a likelihood ratio test for H0: μ >= μ0 vs. H1: μ < μ0

Math   Statistics-And-Probability   
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