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Q111Section C (Part C)111 of 120

Likelihood ratio test — a one-sided test for an exponential scale

Let X1,X2,…,X15X_1,X_2,…,X_{15} be a random sample from an Exponential distribution with the probability density function f(x∣σ)=1σexp⁡(−xσ)f(x\mid\sigma)=\frac1\sigma\exp\left(-\frac{x}{\sigma}\right) for x>0x>0 and 0 elsewhere, where the unknown parameter σ\sigma is positive. Let Xˉ=115∑i=115Xi\bar X=\frac{1}{15}\sum_{i=1}^{15}X_i. Suppose that ϕ\phi denotes the likelihood ratio test for testing H0:σ≤1H_0:\sigma\le1 against H1:σ>1H_1:\sigma>1 at level α=0.1\alpha=0.1. It is given that χ15,0.12=22.307\chi^2_{15,0.1}=22.307, χ15,0.92=8.547\chi^2_{15,0.9}=8.547, χ30,0.12=40.256\chi^2_{30,0.1}=40.256, χ30,0.92=20.599\chi^2_{30,0.9}=20.599, where P(W>χn,α2)=α\mathbb{P}(W>\chi^2_{n,\alpha})=\alpha and W∼χn2W\sim\chi^2_n. Then which of the following statements are true?

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