Problem

Let X1, . . . , Xn be a random sample from an exponential distribution with the density...

Let X1, . . . , Xn be a random sample from an exponential distribution with the density function f (x|θ) = θ exp[−θ x]. Derive a likelihood ratio test of H0: θ = θ0 versus HA: θ θ0, and show that the rejection region is of the form

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