UMPNormal function

Uniformly Most Powerful Test for Normal Distribution

The "UMPNormal" function returns the critical points required for the UMP test for a sample from normal distribution. The standard deviation is assumed to be known.

UMPNormal(mu0, sigma, n, alpha)

Arguments

• mu0: the value of mean of interest
• sigma: standard deviation
• n: sample size
• alpha: size of the UMP test

Author(s)

Prabhanjan N. Tattar