Question: Let X 1 , . . . , Xn be a random sample from an exponential distribution with density function f(x|?) = ?exp[??x], where ?

Let X1, . . . , Xn be a random sample from an exponential distribution with density function f(x|?) = ?exp[??x], where ? > 0.

a. what is the critical region of a ? test of H0: ? equals to ?0 VSH1: ? does not equal to ?0 is of the form

Estimate c for a test of size 0.05 when n=10 and ?0=1 by using the central limit theorem.

b. Show the critical region of a generalised likelihood test for this problem has the same form and use Wilks' Theorem to estimate c.

please explain it in detail... thank you

Let X1, . . . , Xn be a random sample from

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!