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If X 1 , . . . , X n is a random sample with size n > 2 from a exponential distribution with the
If X1,...,Xn is a random sample with size n>2 from a exponential distribution with the p.d.f below:
f(x)={1ex0x0,x<0
Let >0 is unknown,
(a) How should we show that the distribution of the data has monotone likelihood ratio in T=X1+...+Xn ?
(b) If 0>0 is some specific value of interest, what is the UMP test ofH0:0 versusH1:>0 at some level of significance 0.05? (Xi has a gamma distribution )
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