Let X 1 , . . . , X n be i.i.d. with the exponential distribution with
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Question:
Let X1, . . . , Xn be i.i.d. with the exponential distribution with parameter θ. Suppose that we wish to test the hypotheses
H0 : θ ≥ θ0,
H1 : θ < θ0.
Let . Let δc be the test that rejects H0 if X ≥ c.
a. Show that π(θ|δc) is a decreasing function of θ.
b. Find c in order to make δc have size α0.
c. Let θ0 = 2, n = 1, and α0 = 0.1. Find the precise form of the test δc and sketch its power function.
Related Book For
Probability and Statistics
ISBN: 978-0321500465
4th edition
Authors: Morris H. DeGroot, Mark J. Schervish
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