Let Y1, . . . , Yn be a random sample from the probability

Chapter 10, Problem 98E

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QUESTION:

Let  be a random sample from the probability density function given by

\(f(y \mid \theta)=\left\{\begin{array}{l}

\left(\frac{1}{\theta}\right) m y^{m-1} e^{y / / \theta} y>0 \\

0,

\end{array}\right.

\)

with  denoting a known constant.

a Find the uniformly most powerful test for testing \(H_{0}: \theta=\theta_{0}\) against \(H_{a}: \theta>\theta_{0}\).
b If the test in part (a) is to have \(\theta_{0}=100, \alpha=.05\), and \(\beta=.05\) when \(\theta_{a}=400\), find the appropriate sample size and critical region.

Equation transcription:

Text transcription:

f(y \mid \theta)=\left\{\begin{array}{l}

\left(\frac{1}{\theta}\right) m y^{m-1} e^{y / / \theta} y>0 \\

0,

\end{array}\right.

H_{0}: \theta=\theta_{0}

H_{a}: \theta>\theta_{0}

\theta_{0}=100, \alpha=.05

\beta=.05

\theta_{a}=400

Questions & Answers

QUESTION:

Let  be a random sample from the probability density function given by

\(f(y \mid \theta)=\left\{\begin{array}{l}

\left(\frac{1}{\theta}\right) m y^{m-1} e^{y / / \theta} y>0 \\

0,

\end{array}\right.

\)

with  denoting a known constant.

a Find the uniformly most powerful test for testing \(H_{0}: \theta=\theta_{0}\) against \(H_{a}: \theta>\theta_{0}\).
b If the test in part (a) is to have \(\theta_{0}=100, \alpha=.05\), and \(\beta=.05\) when \(\theta_{a}=400\), find the appropriate sample size and critical region.

Equation transcription:

Text transcription:

f(y \mid \theta)=\left\{\begin{array}{l}

\left(\frac{1}{\theta}\right) m y^{m-1} e^{y / / \theta} y>0 \\

0,

\end{array}\right.

H_{0}: \theta=\theta_{0}

H_{a}: \theta>\theta_{0}

\theta_{0}=100, \alpha=.05

\beta=.05

\theta_{a}=400

ANSWER:

Step 1 of 6

(a)

We have  from a distribution given in the question.

We have to find the uniformly most powerful test for

We are first going to perform the following test:-

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