Uniformly most powerful test for an exponential rate
ID: uniformly-most-powerful-test-for-an-exponential-rate
For independent samples from an exponential distribution, a test of rate at most against rate greater than rejects for small sample sums. All simple-alternative likelihood ratios against decrease with that sum; its gamma distribution calibrates the size at . Monotonicity of the rejection probability in the rate proves that this is a uniformly most powerful test for the composite hypotheses.
New to topics? Read the docs here!