B4 Let X,,X,..,X„ be a random sample from the exponential distribution with mean e, and let Y,,Y,...,Y, be an independent random sample from another exponential distribution with mean 0,. a) Find the likelihood ratio test for testing H, :0, = 0, vs. H,:0, # 0,. b) Show that the test in (a) is equivalent to an exact F test. (Hint : Transform EX, and EY, to x random variables).

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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B4 Let X,,X,..,X„ be a random sample from the exponential distribution with mean e, and let
Y,,Y,...,Y, be an independent random sample from another exponential distribution with mean 0,.
a) Find the likelihood ratio test for testing H, :0, = 0, vs. H,:0, # 0,.
b) Show that the test in (a) is equivalent to an exact F test. (Hint : Transform EX, and E¥, to
x random variables).
Transcribed Image Text:B4 Let X,,X,..,X„ be a random sample from the exponential distribution with mean e, and let Y,,Y,...,Y, be an independent random sample from another exponential distribution with mean 0,. a) Find the likelihood ratio test for testing H, :0, = 0, vs. H,:0, # 0,. b) Show that the test in (a) is equivalent to an exact F test. (Hint : Transform EX, and E¥, to x random variables).
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