level a test where a = Pg=o(X(1) > K).

MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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slea
Exercise Suppose X1, .
Xn is a random sample
from a distribution with pdf
f (x; 0) = e'
-(z-0) I10,00) (æ).
and let 00 be a fixed number in e = (-∞, x). Consider the
one-sided test Ho : 0 <0 versus H1 :0 > 0. Show that the
likelihood ratio test which rejects Ho if X(1 >K is a UMP
Pg=o(X(1) 2 K).
%3D
level a test where a =
Dr. Asieh Abtahi - Faculty of Mathematics and Statistics -
Islamic Azad University of Shiraz - Iran
24
Transcribed Image Text:slea Exercise Suppose X1, . Xn is a random sample from a distribution with pdf f (x; 0) = e' -(z-0) I10,00) (æ). and let 00 be a fixed number in e = (-∞, x). Consider the one-sided test Ho : 0 <0 versus H1 :0 > 0. Show that the likelihood ratio test which rejects Ho if X(1 >K is a UMP Pg=o(X(1) 2 K). %3D level a test where a = Dr. Asieh Abtahi - Faculty of Mathematics and Statistics - Islamic Azad University of Shiraz - Iran 24
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