Suppose the random variable, X, follows an exponential distribution with mean 0 (0 ≤ <∞). Let X₁, X2,..., X₂, be a random sample of size n from the population of X. (a) Find the rejection region for a most powerful test of Ho: 0 = 0, versus H₁ : 0 = 0₂ <0. (b) Is the above test uniformly most powerful? Explain your answer with argument. (e) Show (or argue) that the distribution of ₁₁X₁ = ²nX is x²n (which can be used to find the constant associated with the rejection region of the above test).

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Suppose the random variable, X, follows an exponential distribution with mean 0 (0 ≤
0 <∞). Let X₁, X2,..., X₁ be a random sample of size n from the population of X.
(a) Find the rejection region for a most powerful test of Ho: 0= 0o versus H₁ : 0 =
0₂ <0.
(b) Is the above test uniformly most powerful? Explain your answer with argument.
(c) Show (or argue) that the distribution of Σ₁=1 X₁ = ²nX is x²n² (which can be
used to find the constant associated with the rejection region of the above test).
Transcribed Image Text:Suppose the random variable, X, follows an exponential distribution with mean 0 (0 ≤ 0 <∞). Let X₁, X2,..., X₁ be a random sample of size n from the population of X. (a) Find the rejection region for a most powerful test of Ho: 0= 0o versus H₁ : 0 = 0₂ <0. (b) Is the above test uniformly most powerful? Explain your answer with argument. (c) Show (or argue) that the distribution of Σ₁=1 X₁ = ²nX is x²n² (which can be used to find the constant associated with the rejection region of the above test).
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