I need some help:
Prove that a uniformly most powerful test for a level $\alpha\in(0,1)$ doesn't exist for the test $H_0:\mu=\mu_0$ versus $H_1:\mu\neq\mu_0$, while $\mu,\mu_0\in\mathbb{R}$.
I need some help:
Prove that a uniformly most powerful test for a level $\alpha\in(0,1)$ doesn't exist for the test $H_0:\mu=\mu_0$ versus $H_1:\mu\neq\mu_0$, while $\mu,\mu_0\in\mathbb{R}$.
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