Question: Let (X1,.., Xn) be a random sample from the exponential distribution on (0, o0) with scale parameter 0 E (0, 00). Con- sider the

Let (X1,.., Xn) be a random sample from the exponential distribution on (0, o0) with scale parameter 0 E (0, 00). Con- sider the hypotheses Ho 0 < 8o versus H1 : 0 > 0, where 0o > 0 is a fixed constant. Obtain the risk function (in terms of 0) of the test rule Te = I(c,00) (X) under the 0-1 loss, where X is the sample mean and c > 0 is a constant.
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