Question
Let X1, X2, ..., X, be i.i.d. random variables from a distribution with density fx (x; X) = Aexp(-Ax|), 0 < x < xo,
Let X1, X2, ..., X, be i.i.d. random variables from a distribution with density fx (x; X) = Aexp(-Ax|), 0 < x < xo, where A> 0. Suppose we want to test Ho : = Xo against H1 : A # Xo. Show that a generalized likelihood ratio test rejects Ho with X* exp(-AoX*) < c', where X* = n-1 E |X;|. (Note: you do not have to work out the value of c'.)
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Statistical Inference
Authors: George Casella, Roger L. Berger
2nd edition
0534243126, 978-0534243128
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