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Mathematics 341 - Spring 2013

Homework

Suppose X1,X2,,Xn is an iid random sample from an Poisson distribution with mean λ. Let λ0<λ1. Show that the test with significance level α for testing H0:λ=λ0 versus Ha:λ=λ1 specified by the Neyman-Pearson Lemma is equivalent to rejecting H0 when ˉXk, where k is chosen so that P(ˉXk | H0)=α.