91. Let X1, X2, . . . , Xn be a random sample from an exponential distribution
Question:
91. Let X1, X2, . . . , Xn be a random sample from an exponential distribution with parameter l. Then it can be shown that has a chi-squared distribution with n 2n (by rst showing that 2lXi has a chisquared distribution with n 2).
a. Use this fact to obtain a test statistic and rejection region that together specify a level a test for H0:
m m0 versus each of the three commonly encountered alternatives. [Hint: E(Xi) m 1/l, so m m0 is equivalent to l 1/m0.]
b. Suppose that ten identical components, each having exponentially distributed time until failure, are tested. The resulting failure times are 95 16 11 3 42 71 225 64 87 123 Use the test procedure of part
(a) to decide whether the data strongly suggests that the true 2lgXi x 6.33 sˆ
u ˆ
u ˆ
su ˆ V1u ˆ 2 X
X E1X2 m V1X2 s2/n.
average lifetime is less than the previously claimed value of 75.
Step by Step Answer:
Modern Mathematical Statistics With Applications
ISBN: 9780534404734
1st Edition
Authors: Jay L Devore