Question: Suppose that X1, . . . , Xn form a random sample from the exponential distribution with unknown parameter , and suppose that it is

Suppose that X1, . . . , Xn form a random sample from the exponential distribution with unknown parameter β, and suppose that it is desired to test the following hypotheses:
H0: β ≥ 1/2,
H1: β < 1/2.
Show that at every level of significance α0 (0 < α0 < 1), there exists a UMP test that specifies rejecting H0 when Xn ≥ c, for some constant c.

Step by Step Solution

3.61 Rating (162 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

By Exercise 4 the joint pdf of X 1 X n has a monotone likelihood ratio in the sta... View full answer

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

Document Format (1 attachment)

Word file Icon

602-M-S-H-T (3836).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!