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Q45Section ST (Statistics (Q11–Q65))45 of 65

UMP test for a beta-type density

Let X1,X2,…,XnX_1, X_2, \dots, X_n (n>1n > 1) be a random sample from the following probability density function fβ(x)={βe−x(1−e−x)β−1,x>0 0,otherwisef_\beta(x) = \begin{cases} \beta e^{-x} (1 - e^{-x})^{\beta - 1}, & x > 0 \ 0, & \text{otherwise} \end{cases}, where β>0\beta > 0 is an unknown parameter. For testing the following hypotheses, H0:β=1H_0: \beta = 1 against H1:β>1H_1: \beta > 1, at level α∈(0,1)\alpha \in (0, 1), which of the following statements is correct?

Options

Pick an option to check your answer. In a mock test a wrong answer here costs 2/3 mark.