Matching sizes of a one-draw and a two-draw test
Question
are i.i.d. uniform on . To test versus , test A rejects when and test B rejects when . Find so that both tests have the same significance level.
Short answer
. Test A has . Under the sum has a triangular density on , whose upper tail beyond is ; setting this to gives .
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Open the worked solutionLessons behind this question
- Maximum Likelihood Estimation: Score and Log-Likelihood
- Independence
- Continuous Random Variables and Probability Density Functions
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