A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
10th Edition
ISBN: 9780134753119
Author: Sheldon Ross
Publisher: PEARSON
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Suppose the random variable, X, follows an exponential distribution with mean 8 (0 ≤
0<∞o). Let X₁, X₂, X, be a random sample of size n from the population of X.
(d) Let 6 = 2 and n = 1. Determine the value of k (that is used in the specification of
the rejection region) so that a = 0.05.
(e) If Y₁, Y... Ym is a random sample from another exponential distribution with
mean 6, find the likelihood ratio criterion for testing Ho: 0= 6 versus H₁ : 06.
(Note here you need to use both samples-X₁, X₂, X and Y₁, Y2,... Ym to test
the equality of the two population means.)
(f) Using the sampling distributions of inX and my under Ho: 0= 6, show that the
above test in part (e) is based on an F statistic. [Hint: Both statistics follow x²
distributions independently.]
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Transcribed Image Text:Suppose the random variable, X, follows an exponential distribution with mean 8 (0 ≤ 0<∞o). Let X₁, X₂, X, be a random sample of size n from the population of X. (d) Let 6 = 2 and n = 1. Determine the value of k (that is used in the specification of the rejection region) so that a = 0.05. (e) If Y₁, Y... Ym is a random sample from another exponential distribution with mean 6, find the likelihood ratio criterion for testing Ho: 0= 6 versus H₁ : 06. (Note here you need to use both samples-X₁, X₂, X and Y₁, Y2,... Ym to test the equality of the two population means.) (f) Using the sampling distributions of inX and my under Ho: 0= 6, show that the above test in part (e) is based on an F statistic. [Hint: Both statistics follow x² distributions independently.]
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