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GATE 2025 ST – Question 43

Testing of Hypotheses · Most Powerful and Uniformly Most Powerful Tests · 2 marks · Multiple choice

X₁,X₂ are iid exponential of scale θ>0. For H₀:θ≤1 against H₁:θ>1, φ=1_(X₁>1). With S=X₁+X₂, which test has the same power function as φ?

  1. (S−1)/S if S>1, zero otherwise
  2. (2S−1)/(2S) if S>1, zero otherwise
  3. (3S−1)/(3S) if S>1, zero otherwise
  4. (4S−1)/(4S) if S>1, zero otherwise

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Correct answer: (A) (S−1)/S if S>1, zero otherwise

Explanation

Given S=s, X₁ is uniform on (0,s). Hence E(φ|S=s)=P(X₁>1|S=s)=(s−1)/s for s>1, zero otherwise. Iterated expectation shows this conditional test has exactly the same rejection probability for every θ. **A**.

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