Let X1, . . . , Xn ∼ iid Exp(λ) and Y1, . . . , Ym ∼ iid Exp(τ ) be independent random samples.
(a) Find the restricted MLEs under the null hypothesis H0 : λ = τ .
(b) Write out a formula for the LRT statistic, and describe how you could perform this test asymptotically.
Solution:
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