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Math Help - hypothesis testing_best test

  1. #1
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    Arrow hypothesis testing_best test

    Let the random variable X have the pdf f(x; theta) = (1/ theta)exp{-x/ theta), 0 < x < infinity, zero elsewhere.

    Consider the simple hypothesis
    Ho: theta = theta' = 2 versus
    Ha: theta = theta" = 4.

    Let X1, X2 denote a random sample of size 2 from this distribution. Show that the best test of Ho against Ha may be carried out by use of the statistic X1 + X2.
    Last edited by silentrain; November 19th 2008 at 10:06 PM.
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