Let X1, . . . , Xn ∼ Geo(θ), f(x)= θ(1-θ)^x, and we wish to test...

Question

Question

Let X1, . . . , Xn ∼ Geo(θ), f(x)= θ(1-θ)^x, and we wish to test H0 : θ ≤ 1/3 vs H1 : θ > 1/3.

a) Using the full sample, X1....Xn, find the form of the UMP test for the hypotheses H0: θ=1/3 vs H1: θ=1/2.

b)If n=15 and α = 0.1, what is the rejection region and the size of test in (a)?

Answer 1

Answer #1

Answer 2

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