Let have a pdf of the form where .
To test the simple hypothesis against the alternative simple hypothesis , use a random sample of size and define the critical region to be .
Find the power function of the test.
I hate to ask for help when I feel like I don't have much of anything to show for my own efforts, but I feel stuck.
I know I need
I don't know how to set the limits of integration on the joint pdf to get the answer given in the back of the book: