[See Solution] Suppose that we have two independent random samples: are exponential , and are exponential . Find the LRT of versus . Show that the test
Question:
Suppose that we have two independent random samples:
are exponential
, and
are exponential
.
-
Find the
LRT
of
versus
.
-
Show that the test in part (a) can be based on the statistic
.
-
Find the distribution of
when
is true.
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