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Q56Section ST (Statistics (Q11–Q65))56 of 65

UMP test for an exponential mean

Let X1,X2,…,XnX_1,X_2,…,X_n be a random sample of size nn (≥2\ge 2) from a population having probability density function f(x;λ)={1λe−x/λif x≥0 0otherwise,f(x;\lambda) = \begin{cases} \frac{1}{\lambda} e^{-x/\lambda} & \text{if } x \ge 0 \ 0 & \text{otherwise,} \end{cases} where λ>0\lambda > 0 is an unknown parameter. Let T1=∑i=1nXiT_1 = \sum_{i=1}^{n} X_i and T2=(∑i=1nXi)−1T_2 = \left(\sum_{i=1}^{n} X_i\right)^{-1}. For any positive integer ν\nu and any α∈(0,1)\alpha \in (0,1), let χν;α2\chi^2_{\nu;\alpha} denote the (1−α)(1 - \alpha)-th quantile of the central chi-square distribution with ν\nu degrees of freedom. Consider testing H0:λ=λ0H_0: \lambda = \lambda_0 against H1:λ>λ0H_1: \lambda > \lambda_0. Then which of the following tests is/are uniformly most powerful test at level α\alpha?

Multiple select: one or more options are correct. Select all of them, then submit — marks need the exact set.

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