Let h0nbspand h1nbspbe simple and let alpha isin 0 1, Ask an Expert

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Let H₀ and H₁ be simple and let α ∈ (0, 1). Suppose that T^∗ is a UMP test of size α for testing H₀ versus H₁ and that β < 1,="" where="" β="" is="" the="" power="" of="">^∗ when H¹ is true. Show that 1 - T∗ is a UMP test of size 1 - β for testing H₁ versus H₀.

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Category:- Statistics and Probability
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