Question: Suppose that we have two independent random samples: X1,..., Xn are exponential(θ), and Y1,..., Ym are exponential(μ). (a) Find the LRT of H0: θ =

Suppose that we have two independent random samples: X1,..., Xn are exponential(θ), and Y1,..., Ym are exponential(μ).
(a) Find the LRT of H0: θ = μ versus H1: 0 ‰  μ.
(b) Show that the test in part (a) can be based on the statistic

ΣΧ. ΣΧ. + ΣY %3D

(c) Find the distribution of T when Ho is true.

. . + Y %3D

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