Exercise Suppose that we have two independent random samples: X1,..., Xn are exponential(6)- and Y1,..., Ym are exponential(u). (a) Find the LRT of Ho: 0 = u versus H1: 0 u. (b) Show that the test in part (a) can be based on the statistic ΣΧ. T = ΣΧ+ ΣΥ. leitho d bsa (c) Find the distribution of T when Ho is true.

MATLAB: An Introduction with Applications
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Suppose that we have two independent random samples: X1,..., Xn are exponential(6),
and Y1,..., Ym are exponential(u).
(a) Find the LRT of Ho: 0 = versus H1: 0 u.
(b) Show that the test in part (a) can be based on the statistic
%3D
ΣΧ
T =
ΣΧ, +ΣΥ.
bra
(c) Find the distribution of T when Ho is true.
Transcribed Image Text:Exercise Suppose that we have two independent random samples: X1,..., Xn are exponential(6), and Y1,..., Ym are exponential(u). (a) Find the LRT of Ho: 0 = versus H1: 0 u. (b) Show that the test in part (a) can be based on the statistic %3D ΣΧ T = ΣΧ, +ΣΥ. bra (c) Find the distribution of T when Ho is true.
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