We have received a shipment of light bulbs whose lifetimes

Chapter , Problem 24

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We have received a shipment of light bulbs whose lifetimes are modeled as independent, exponentially distributed random variables, with parameter equal to Ao (hypothesis Ho) or equal to Al (hypothesis HI ). We measure the lifetimes of n light bulbs. Describe the LRT for selecting one of the two hypotheses. Assume a given probability of false rejection of Ho and give an analytical expression for the critical value .

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