Question: (b) Suppose we have a waiting time T ~ Exponential()) and wish to test Ho : ) = 1 versus H1 : A = )

(b) Suppose we have a waiting time T ~ Exponential()) and wish to test Ho : ) = 1 versus H1 : A = ) for some > > 1. What test *(T) maximizes TPR(8) subject to FPR(8) n , where fi is the likelihood of T under Hi and n 2 0 is some cutoff. Set the FPR(*) = a and write 8* (T) explicitly in terms of T, a and 1

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