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In: Statistics and Probability

A single observation of a random variable (that is, a sample of size n = 1)...

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.

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