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Exercise 15 (#6.20). Let (X1, ..., Xn) be a random sample from the ex- ponential distribution on the interval (a,0) with scale parameter 0, where
Exercise 15 (#6.20). Let (X1, ..., Xn) be a random sample from the ex- ponential distribution on the interval (a,0) with scale parameter 0, where a E R and > 0. (i) Derive a UMP test of size a for testing Ho : a = do versus H: a #do, when 0 is known. (ii) For testing Ho : a = @o versus H : a = a1
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