Let X1, . . . , Xn ∼ iid Exp(λ) and Y1, . . . ,...

Question

Question

Let X1, . . . , Xn ∼ iid Exp(λ) and Y1, . . . , Ym ∼ iid Exp(τ ) be independent random samples.

(a) Find the restricted MLEs under the null hypothesis H0 : λ = τ .

(b) Write out a formula for the LRT statistic, and describe how you could perform this test asymptotically.

math Statistics-And-Probability

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