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).

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.2: Expected Value And Variance Of Continuous Random Variables
Problem 10E
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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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ISBN:
9780321964038
Author:
GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:
Pearson Addison Wesley,