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Q9Section A (Section A)9 of 18

Critical value of the most powerful test for the rate of a gamma density

Let XX be an observation from a population with density

f(x)={λ2xe−λx,x>0,λ>0, 0,elsewhere.f(x)=\begin{cases}\lambda^2xe^{-\lambda x}, & x>0, \lambda>0,\ 0, & \text{elsewhere.}\end{cases}

For testing H0:λ=2H_0:\lambda=2 against H1:λ=1H_1:\lambda=1, the most powerful test of size α\alpha rejects H0H_0 if X>cX>c, where cc is given by

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