independen exponentially distribution and power functionc for a test.

timer Asked: May 8th, 2016

Question description

Let X_1, ... X_n be independent and exponentially distributed with unknown parameter beta, and the Y_n =min { X_1,..., X_N). It can be shown that Y_n is exponentially distributed with parameter beta/n. Consider testing

H_0: Beta=Beta_0 versus H_1: beta>beta_0

Suppose the test is performed by rejecting H_0 when Y_n> C_n

a. Find the power function.

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