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Q44Section ST (Statistics (Q11–Q65))44 of 65

LRT: normal vs double exponential

Let X1,X2,…,XnX_1, X_2, \dots, X_n (n≥2n \ge 2) be a random sample from the probability density function f(x)f(x). Consider the following hypotheses: H0:f(x)=12πe−x2/2H_0: f(x) = \frac{1}{\sqrt{2\pi}} e^{-x^2/2}, −∞<x<∞-\infty < x < \infty; H1:f(x)=12e−∣x∣H_1: f(x) = \frac{1}{2} e^{-|x|}, −∞<x<∞-\infty < x < \infty. For testing H0H_0 against H1H_1, let RR denote the critical region based on likelihood ratio test having level 0.05. Then, for some constant cc, the region RR is

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