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Q62Section ST (Statistics (Q11–Q65))62 of 65

Power of the UMP test at log 0.36

Let X1,X2X_1, X_2 be a random sample from a population having probability density function fθ(x)={e(x−θ)if −∞<x≤θ 0otherwisef_{\theta}(x) = \begin{cases} e^{(x - \theta)} & \text{if } -\infty < x \le \theta \ 0 & \text{otherwise} \end{cases}, where θ∈R\theta \in \mathbb{R} is an unknown parameter. Consider testing H0:θ≥0H_0: \theta \ge 0 against H1:θ<0H_1: \theta < 0 at level α=0.09\alpha = 0.09. Let β(θ)\beta(\theta) denote the power function of a uniformly most powerful test. Then β(log⁡e0.36)\beta(\log_{e} 0.36) equals __________ (rounded off to two decimal places).

Numerical answer: type the number (no options).

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