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Q102Section III (Statistics)102 of 145

Small totals favour a smaller exponential mean; 2T/θ0∼χ2n22T/\theta_0\sim\chi^2_{2n}

Let X1,X2,…,XnX_1,X_2,\dots,X_n be iid random sample of size nn from exponential distribution with mean θ\theta. The MP test of size α\alpha for testing H0:θ=θ0H_0:\theta=\theta_0 against H1:θ=θ1<θ0H_1:\theta=\theta_1<\theta_0 is (T=∑XiT=\sum X_i):

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