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Let X1, ... ,Xn N EXP{}L) be an iid sample. we want to test Ho: 21 I he vs. Ha: ii = A1. where K1
Let X1, ... ,Xn N EXP{}L) be an iid sample. we want to test Ho: 21 I he vs. Ha: ii = A1. where K1 > 10. a) Derive the form of the rejection region at level or with Neyman-Pearson approach. 13) Assume n = 4, kg = l and or = 0.02. Find the critical value. Hint: Recall that sum of independent exponentially distributed variables with the same parameter A has a Gamma distribution. c) Let the observed sample be 1.2, 3, 1.5, 0.3 and we Wish to test Ho: ,1 : 1 vs. Ha: ii : 4, at o: = 0.02 level ofsignicance. Compute the p-value and state your conclusion
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