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Uniformly most powerful test for an exponential rate

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical model Statistical modelling Statistical hypothesis testing Neyman-Pearson lemma
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For independent samples from an exponential distribution, a test of rate at most λ0​ against rate greater than λ0​ rejects for small sample sums. All simple-alternative likelihood ratios against λ0​ decrease with that sum; its gamma distribution calibrates the size at λ0​. Monotonicity of the rejection probability in the rate proves that this is a uniformly most powerful test for the composite hypotheses.

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  1. Neyman-Pearson lemma
  2. Statistical hypothesis testing
  3. Statistical modelling
  4. Statistical model
  5. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2016 / ib / Paper 1 / 7H / Solution

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