Question: 3. (25 marks) Suppose X = (X1, ..., X,) is a random sample from Exponential(0) with proba- bility density function f(x) = de-x, x >

 3. (25 marks) Suppose X = (X1, ..., X,) is a

3. (25 marks) Suppose X = (X1, ..., X,) is a random sample from Exponential(0) with proba- bility density function f(x) = de-x, x > 0. Consider test Ho : 0 = 00 versus H1 : 0 # 00. (a) (8 marks) Find the likelihood ratio 1(X). (b) (8 marks) Based on part (a), construct the likelihood ratio test and find the critical region at the significance level a. (c) (9 marks) Consider a one-side test Ho : 0 = 0% versus H, : 0 > 60. Construct the likelihood ratio test and find the critical region at the significance level a

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!