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Math Help - find likelihood ratio test and the power function

  1. #1
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    find likelihood ratio test and the power function

     X_{1},...,X_{n} are identically exponentially distributed.

    find the likelihood ratio test of size alpha of  H_{0}:\theta=\theta_{0}, \ \ \ H_{1}:\theta=\theta_{1}>\theta_{0}

    find the expression for the power function.
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  2. #2
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    can't give you the whole solution, but this might help:
    Attached Thumbnails Attached Thumbnails find likelihood ratio test and the power function-likelihood.jpg  
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  3. #3
    MHF Contributor matheagle's Avatar
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    BE very careful here.
    When you say gamma or exponential you NEED to be more precise.
    DO you mean...
    {e^{-x/\theta}\over \theta}
    or...
    \theta e^{-x\theta}
    Most people use the first one.
    BUT the solution just posted used the second.
    HENCE the answers to these two are either the sample mean
    or the reciprocal of the sample mean, since one theta is the reciprocal of the other.
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  4. #4
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    you are right...!
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  5. #5
    MHF Contributor matheagle's Avatar
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    eye no
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