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Thread: Exponential likelihood ratio test help

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    Exponential likelihood ratio test help




    Hello all,
    I am trying to get a grasp of likelihood ratio tests. Can any one help me with the following problem?

    Exponential likelihood ratio test: for X1, . . .,Xn ~ exp(λ) with mean 1/λ derive the likelihood ratio test for testing λ = λ0.

    Thanks to anyone who can help!

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    Re: Exponential likelihood ratio test help


    Please show some effort - Do you know the definition of likelihood ratio test? Can you write down the test statistic and find out the MLE? Can you simplify the test statistic?

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