Question
) Let X1 be an observation from an exponential distribution with the p.d.f.
Test the null hypothesis that the mean of the distribution is against the alternative hypothesis that is
. 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.
Answer :
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Skip in 10
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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