In: Statistics and Probability
A single observation of a random variable (that is, a sample of
size n = 1) having a geometric distribution
is used to test the null hypothesis θ = θ0 against the alternative
hypothesis θ = θ1 for θ1 < θ0. The null
hypothesis is rejected if the observed value of the random variable
is greater than or equal to some positive
integer k. Find expressions for the probabilities of type I and
type II errors.