Question

) Let X1 be an observation from an exponential distribution with the p.d.f.

 

equation
Test the null hypothesis that the mean of the distribution is equation against the alternative hypothesis that is equation. The null hypothesis is accepted if and only if the observed value of the random variable is less than 3. Find the probabilities of type-I and type-II errors.

09 Jan 2026
Answer :
Word Count : 262
We are asked to find the probabilities of type-I and type-II errors for a hypothesis test involving an exponential distribution. Let's solve it step by step. We are given: * (X_1 \sim \text{Exponential}(\theta)), with p.d.f. (f(x) = \frac{1}{\theta} e^{-x/\theta}, x>0) * Null hypothesis (H_0: \theta = 2) * Alternative hypothesis (H_1: \theta = 5) * Decision rule: accept (H_0) if (X_1 < 3), otherwise reject (H_0). --- Step 1: Probability of type-I error ((\alpha)) Type-I error occurs if we reject (H_0) when (H_0) is true. Decision rule: reject (H_0) if (X_1 \ge 3). So under (H_0): [ \alpha = P(\text{reject } H_0 \mid H_0 \text{
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