Suppose X1, ..., Xn are i.i.d. from an exponential distribution with mean θ. If we are...

Suppose X1, ..., Xn are i.i.d. from an exponential distribution with mean θ. If we are testing H₀ : θ = θ₀ vs Ha : θ > θ₀. Suppose we reject H₀ when ( X¯n/ θ₀) > 1 + (1.645/ √n)

(a) (10 points) Calculate the power function G(ζ). You may leave your answer in terms of the standard normal cdf Φ(x).

(b) (5 points) Is this test consistent?

Expert Solution

orchestra answered 2 years ago

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