[Solved] Let X_1, X_2, ..., X_n be a random sample of size n from an exponential distribution with unknown mean of μ=θ. Show that the distribution
Question: Let \(X_{1}, X_{2}, \ldots, X_{n}\) be a random sample of size \(n\) from an exponential distribution with unknown mean of \(\mu=\theta\).
- Show that the distribution of \(W=(2 / \theta) \sum_{i=1}^{n} X_{i}\) is \(\chi^{2}(2 n)\). HINT: Find the moment-generating function of \(W\).
- Use W to construct a \(100(1-\alpha )\) \(\%\) confidence interval
for theta.
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