Skip to content
Q23Section A (Section A)23 of 60

Dual exponential tests with flipped hypotheses

Let X1,X2,…,XnX_{1},X_{2},…,X_{n} be a random sample from an exponential distribution with probability density function f(x;θ)={θe−θx,x>00,otherwise,f(x;\theta)=\begin{cases}\theta e^{-\theta x},&x>0\\0,&\text{otherwise},\end{cases} where θ∈(0,∞)\theta\in(0,\infty) is unknown. Let α∈(0,1)\alpha\in(0,1) be fixed and let β\beta be the power of the most powerful test of size α\alpha for testing H0:θ=1H_{0}:\theta=1 against H1:θ=2H_{1}:\theta=2. Consider the critical region R={(x1,x2,…,xn)∈Rn:∑i=1nxi>12χ2n2(1−α)},R=\left\{(x_{1},x_{2},…,x_{n})\in\mathbb{R}^{n}:\sum_{i=1}^{n}x_{i}>\frac{1}{2}\chi^{2}_{2n}(1-\alpha)\right\}, where for any γ∈(0,1)\gamma\in(0,1), χ2n2(γ)\chi^{2}_{2n}(\gamma) is a fixed point such that P(χ2n2>χ2n2(γ))=γP\left(\chi^{2}_{2n}>\chi^{2}_{2n}(\gamma)\right)=\gamma. Then, the critical region RR corresponds to the

Options

Pick an option to check your answer.