Wednesday, October 31, 2012

Let f0(x) be the p.f. of the Bernoulli distribution with parameter 0.3, and let f1(x) be the p.f. of the Bernoulli distribution with parameter 0.6. 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).
Find the test procedure δ for which the value of α(δ)+β(δ) is a minimum.