Determine an approximate critical value for size


Let X1, ..., Xn be a random sample from an exponential distribution, Xi ~ EXP(theta).

a) Derive the generalized likelihood ratio test of Ho: theta = theta(not) against Ha: theta not equal to theta(not). Determine an approximate critical value for size alpha using the large-sample chi-square approximation.

b) Derive the generalized likelihood ratio test of Ho: theta = theta(not) against Ha: theta > theta(not).

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Basic Statistics: Determine an approximate critical value for size
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