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Q18Section A (Section A)18 of 60

Type I and Type II errors of a threshold test for an exponential rate

Let XX be a single observation from a population having an exponential distribution with mean 1/λ1/\lambda. Consider the problem of testing H0:λ=2H_0:\lambda=2 against H1:λ=4H_1:\lambda=4. For the test with rejection region X≥3X\ge3, let α=P(Type I error)\alpha=P(\text{Type I error}) and β=P(Type II error)\beta=P(\text{Type II error}). Then

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