Most Powerful Test for Normal Distribution
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.
MPNormal(mu0, mu1, sigma, n, alpha)
mu0
: mean under hypothesis Hmu1
: mean under hypothesis Ksigma
: standard deviationn
: sample sizealpha
: size of the testPrabhanjan N. Tattar
t.test
Useful links