Derive the form and exact distribution of a umpu test of


Let (X1, Y1), ...,(Xn, Yn) be i.i.d. random 2-vectors having the bivariate normal distribution with EX1 = EY1 = 0, Var(X1) = σ2x, Var(Y1) = σ2y, and Cov(X1, Y1) = ρσxσy, where σx > 0, σy > 0, and ρ ∈ [0, 1) are unknown. Derive the form and exact distribution of a UMPU test of size α for testing H0; ρ = 0 versus H1; ρ > 0.

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Basic Statistics: Derive the form and exact distribution of a umpu test of
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