Question: Consider a random sample x 1 , x 2 , dots, x n from a distribution with probability function: f ( x , ) =

Consider a random sample x1,x2,dots,xn from a distribution
with probability function:
f(x,)=(1-)xI{0,1,2,dots}(x)
a. Find the uniformly most powerful (UMP) test for testing the
hypothesis Ho:0 against H1:>0.
b. Find the likelihood ratio (LR) test for testing the hypothesis
Ho:=o vs H1:o and compare (to see whether they
are equivalent or not) with the union intersection test (UIT)
constructed from the two one-sided UMP tests.
c. By inverting the UIT or the LR test, find a 95% exact CI for
and 1.
d. Find an exact and asymptotic (large sample)95% CIs for 1-.

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