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Q22Section A (Section A)22 of 60

UMP test for a Laplace scale

Let X1,X2,…,XnX_1,X_2,…,X_n be a random sample from a continuous distribution with probability density function f(x;θ)=12θe−∣x∣/θ,x∈R,f(x;\theta)=\frac{1}{2\theta}e^{-|x|/\theta},\quad x\in\mathbb{R}, where θ>0\theta>0 is an unknown parameter. The critical region for the uniformly most powerful test for testing the null hypothesis H0:θ=2H_0:\theta=2 against the alternative hypothesis H1:θ>2H_1:\theta>2 at level α\alpha, where 0<α<10<\alpha<1, is

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