For the male moth to detect the specific sex hormone of its female counterpart, it would need a receptor for that hormone. This predicts that the male will have a receptor, probably a protein, and that the hormone will bind to the receptor. This could be tested by making a radioactive version of the hormone and placing it with the cells which should have a receptor. When the protein is purified, the bound radioactivity should purify with it.
Work Step by Step
They key here is to see that a chemical signal needs a receptor to which it can bind. From there, you need to imagine a way that the receptor/binding can be detected.