作者detecter (韩岚侥)
看板Statistics
标题[问题] MP-test
时间Wed Feb 14 17:17:38 2007
题目(大略)
Let X1,X2...Xn be iid with f(x;θ)=exp(-(x-θ)),x>θ
Find a level α MP-test for Ho:θ=θo vs Ha:θ=θ1
(Using Neymann-Pearson Lemma)
Sol:
f(x1,x2...xn;θ)=exp(nθ-Σxi)I(x(1)>θ), where x(1)=min{x1,x2..xn}
设λ(x1,x2..xn;θo,θ1)=f(x1,x2...xn;θa)/f(x1,x2...xn;θo)
I(x(1)>θ1)
=exp(n(θ1-θo))˙------------- (= ┌ exp(n(θ1-θo)), if x(1)>θ1 )
I(x(1)>θo) └0 , if θ1>x(1)>θo
目前解到这里，卡在不晓得怎麽看这个比
请问接下来该怎麽做??
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