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Let X1, . . . , Xn be a random sample from an exponential distribution with thedensity function f
(x|? ) = ? exp[?? x]. Derive a likelihood ratio test of H0: ? =?0 versus HA: ? = ?0, and show that
the rejection region is of the form:{X exp[??0 X] ? c}.
Solution
likelihood ratio test = lambda = L(1/mean(X),X1)*L(1/mean(X),X2)*
L(1/mean(X),X3)*...........L(1/mean(X),Xn)/L(?0,X1)*L(?0,X2)* L(?0,X3)*...........L(?0,Xn)
= (1/mean(X)) *exp[?1/mean(X)* x1+x2+....xn]/?0 exp[??0* (x1+x2+....xn)]
since the m.l.e of theta = 1/mean(X)
= (1/mean(X)) *exp[?n]/?0 exp[??0* (x1+x2+....xn)]
since?0& exp[?n] are constant , we reject when ,
(n/summation(Xi))/exp[??0* (x1+x2+....xn)] is more than a critical value
i.e. when summation(Xi)*exp[??0* summation(Xi)] < c

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Let X1, . . . , Xn be a random sample from an exponential distributi.pdf

  • 1. Let X1, . . . , Xn be a random sample from an exponential distribution with thedensity function f (x|? ) = ? exp[?? x]. Derive a likelihood ratio test of H0: ? =?0 versus HA: ? = ?0, and show that the rejection region is of the form:{X exp[??0 X] ? c}. Solution likelihood ratio test = lambda = L(1/mean(X),X1)*L(1/mean(X),X2)* L(1/mean(X),X3)*...........L(1/mean(X),Xn)/L(?0,X1)*L(?0,X2)* L(?0,X3)*...........L(?0,Xn) = (1/mean(X)) *exp[?1/mean(X)* x1+x2+....xn]/?0 exp[??0* (x1+x2+....xn)] since the m.l.e of theta = 1/mean(X) = (1/mean(X)) *exp[?n]/?0 exp[??0* (x1+x2+....xn)] since?0& exp[?n] are constant , we reject when , (n/summation(Xi))/exp[??0* (x1+x2+....xn)] is more than a critical value i.e. when summation(Xi)*exp[??0* summation(Xi)] < c