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Mon 14 Nov, 2011 08:49 pm
Let X1, . . . , Xn be a random sample from an exponential distribution with the density function f (x|θ) = θ exp(−θx). Derive a likelihood ratio test of H0 : θ = θ0 versus HA : θ ̸= θ0, and show that the rejection region is of the form {X ̄ exp[−θ0X ̄] ≤ c}