Let Y1, Y2, ..., Yn be a random sample from an exponential distribution with mean theta....

Let Y1, Y2, ..., Yn be a random sample from an exponential distribution with mean theta. We would like to test H0: theta = 3 against Ha: theta = 5 based on this random sample.

(a) Find the form of the most powerful rejection region.

(b) Suppose n = 12. Find the MP rejection region of level 0.1.

(c) Is the rejection region in (b) the uniformly most powerful rejection region of level 0.1 for testing H0: theta = 3 vs Ha: theta > 3?

Expert Solution

orchestra answered 2 years ago

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