Let the random variable X have the pdf f(x; ) = (1/)e x/ , 0 < x
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Let the random variable X have the pdf f(x; θ) = (1/θ)e−x/θ, 0 < x < ∞, zero elsewhere. Consider the simple hypothesis H0 : θ = θ' = 2 and the alternative hypothesis H1 : θ = θ'' = 4. Let X1,X2 denote a random sample of size 2 from this distribution. Show that the best test of H0 against H1 may be carried out by use of the statistic X1 + X2.
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Proof Now let X1 X2 denote a random sample from this distribution We must prove that if the null hyp...View the full answer
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Related Book For
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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