MPNormal: Most Powerful Test for Normal Distribution
Description
The most powerful test for a sample from normal distribution is given here. The test is obtained by an application of the Neyman-Pearson lemma.
Usage
MPNormal(mu0, mu1, sigma, n, alpha)
Arguments
- mu0
mean under hypothesis H
- mu1
mean under hypothesis K
- sigma
standard deviation
- n
sample size
- alpha
size of the test
Author
Prabhanjan N. Tattar