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Let X 1 , . . . , Xn be a random sample from an exponential distribution with density function f(x|?) = ?exp[??x], where ?
Let X1, . . . , Xn be a random sample from an exponential distribution with density function f(x|?) = ?exp[??x], where ? > 0.
a. what is the critical region of a ? test of H0: ? equals to ?0 VSH1: ? does not equal to ?0 is of the form
Estimate c for a test of size 0.05 when n=10 and ?0=1 by using the central limit theorem.
b. Show the critical region of a generalised likelihood test for this problem has the same form and use Wilks' Theorem to estimate c.
please explain it in detail... thank you
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