I have an exponential population. A single observation is used to test the null hypothesis that the mean waiting time is p = 10 against the alternative hypothesis that p does not equal 10. If null is rejected if and only if observed value is < 8 or > 12, find probability of type I error
I'm clueless...any help is appreciated
Feb 25th 2010, 09:21 PM
write down your density and what this p is.
Feb 25th 2010, 10:20 PM
it doesn't specify a specific density. Also I was using p in place of theta. Sorry, I should have clarified.
Don't I have to use the normal approximation to an exponential? And, if so, is this just the same equation as the normal approximation for Poisson?
Feb 25th 2010, 10:29 PM
some people write an exponential density as
while others use
Feb 25th 2010, 10:40 PM
It's the latter one
Feb 25th 2010, 10:46 PM
and I use the first density.
Feb 25th 2010, 11:43 PM
Are you conversant with the concept of uniformly most powerful test?it works and i get it to be 1.0135