Let Xi1, ..., Xini , i = 1, 2, be two independent samples i.i.d. from the uniform distributions U(0, θi), i = 1, 2, respectively, where θ1 > 0 and θ2 > 0 are unknown.
(a) Find an LR test of size α for testing H0;θ1 =θ2 versus H1 ;θ1 ≠ θ2.
(b) Derive the limit distribution of -2 log λ, where λ is the likelihood ratio in part (a).