Paper 1, Section I, H

Statistics
Part IB, 2016

Let X1,,XnX_{1}, \ldots, X_{n} be independent samples from the exponential distribution with density f(x;λ)=λeλxf(x ; \lambda)=\lambda e^{-\lambda x} for x>0x>0, where λ\lambda is an unknown parameter. Find the critical region of the most powerful test of size α\alpha for the hypotheses H0:λ=1H_{0}: \lambda=1 versus H1:λ=2H_{1}: \lambda=2. Determine whether or not this test is uniformly most powerful for testing H0:λ1H_{0}^{\prime}: \lambda \leqslant 1 versus H1:λ>1H_{1}^{\prime}: \lambda>1.