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(Solved): (a) Consider testing the hypotheses H_(0):\lambda =0 versus H_(1):\lambda =1 at the 0.05 level of si ...



(a) Consider testing the hypotheses

H_(0):\lambda =0

versus

H_(1):\lambda =1

at the 0.05 level of significance using

Y=-lnx

as the test statistic. Given:

P(Y<=y)={(0 if y<=0,),(1-e^(-y(\lambda +2)) if 0<=y<\infty .):}

(i) Determine the critical value,

c

, of the test that rejects

H_(0)

if

y=-lnx<=c

. What is the power of the test at

\lambda =1

?

(3+4)


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