Question: Consider a random sample X1,...Xn from a population X with support on non-negative integers. A simple null hypothesis H0 assumes that X has a Poisson
Consider a random sample X1,...Xn from a population X with support
on non-negative integers. A simple null hypothesis H0 assumes
that X has a Poisson distribution with mean 1. A simple alternative
hypothesis H1 assumes that X has a geometric distribution with mean
2.
a. Find a best critical region for testing H0 against H1.
b. Let n = 1 and the best critical region C = {0,3,4.....}. Compute the
level of significance and power.
Note: Please specify how Neyman Pearson Lemma can be correctly used to solve this question, considering the likelihood function in two hypotheses is different.
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