통계적 가설검정에 있어서의 등측기각역에 관한 고찰

A Study on the Two Equal Tail Critical Region for the Testing Statistical Hypothesis

In most introductory statistics courses and text, the two equal tail test is presented without justification. In the present paper, the two equal tail critical region will be discussed in the light of unbiasedness with some test examples for the mean and the variance based on the random sample $X_1$, $X_2$,....$X_n$ from N($\mu$, $\delta^2$) using only elementary mathematics.