 Exponential-rate likelihood-ratio test

For independent exponential distribution observations with rate $\lambda$, the likelihood ratio for a larger simple rate is decreasing in their sum. The Neyman-Pearson lemma therefore selects a lower-tail sum threshold $c$. The sum has a gamma distribution, giving the displayed power; its derivative is $c{e}^{-\lambda c}(\lambda c{)}^{n-1}/(n-1)!>0$. Calibrating at ${\lambda }_0$ gives size $\alpha$ for the composite null $\lambda \le {\lambda }_0$ and a uniformly most powerful test against larger rates.