Question: Thanks for the help Problem 2. (lSpts ) Suppose that Y1, . . . , Yn are independent and identically distributed with density function: f(yl9)

Thanks for the help

Thanks for the help Problem 2. (lSpts ) Suppose that Y1, .

Problem 2. (lSpts ) Suppose that Y1, . . . , Yn are independent and identically distributed with density function: f(yl9) = 3 eXP(-9y) Where y > 0 and 6 > 0. As usual, let: _ 1" Y=;;Y*' It is known that the maximum likelihood estimator of 6 is QMLE : 1 f Y- Consider testing H0: 9 = 60 against Ha: 9 a": 60 . Verify that the rejection region for the generalized likelihood ratio test of these hypotheses is_of the fornl {Y exp(90Y) S C} for some suitable constant C

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