Find the power function of the hypothesis test that rejects

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Reference no: EM13808210

Let X be a single observation of an Exp(λ) random variable, which has pdf λ(x) =λ exp(-λx) if x ≥ 0, 0 if x <0.

Consider testing H0 : λ ≥ λ0 versus H1 : λ< λ0.

(a) Find the power function of the hypothesis test that rejects H0 if and only if X ≥ c.

(b) Let 0 <α< 1. Find a value of c such that the test in part (a) has size α.

Reference no: EM13808210

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