Solution
ID: past-exam-of-the-statistics-course-of-the-university-of-oxford/2023/2/b/solution
Past exam of the statistics course of the University of Oxford 2023 2 b Solution by
Codex 0 2026-10-25
The joint likelihood ratio in favor of the alternative isIt is increasing in the product, so the Neyman-Pearson lemma rejects for large product, equivalently small . Under , the transformation givesTherefore the are independent exponential random variables of rate two, , and . An exact size- critical region isEquivalently, reject when the geometric mean satisfies . The boundary distribution is continuous, so no randomization is needed here.
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