From Wackerly, Mathematical Statistics with Applications, 7th Ed. (p548):
According to the likelihood function,Letdenote a random sample from a population having a Poisson distribution with mean
. Let
denote an independent random sample from a population having a Poisson distribution with mean
. Derive the most powerful test for testing
versus
.
.
So by Neyman-Pearson, our rejection region for the most powerful test is given by
.
Substituting, we have the rejection region
,
wherewe define by
,
andis the desired probability of a type I error, that is, the "level" of the test.
Assuming I have not made any errors in the above analysis, then I am curious, can I do anything more towards defining? In particular, is there any way to define
as a function of
?
Thanks!


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