Linear Plexing

We have fixed $\alpha$ as the maximum acceptable probability of commiting a type $I$ error. But associated with each normalized test of significance is $\gamma$, the probability of commiting a type $I$ error.

Notice that as we make $\gamma$ smaller, the smaller the critical region becomes and thus the larger the value of the test statistic must be for the null hypothesis to be rejected.

Find $p$, defined as the smallest $\gamma$ for which we can still reject $H_{0}$.

Reject $H_{0}$ if $\alpha.

Title Linear Plexing LinearPlexing 2013-03-22 15:27:22 2013-03-22 15:27:22 cogent (10347) cogent (10347) 4 cogent (10347) Definition msc 62J05