Most powerful test involving Poisson

  • Thread starter Thread starter safina
  • Start date Start date
  • Tags Tags
    Poisson Test
safina
Messages
26
Reaction score
0

Homework Statement


The number of sales made by a used car salesman, per day, is a Poisson random variable with parameter \lambda. Given a random sample of the number of sales he made on n days, what is the most powerful test of the hypothesis Ho: p = 0.10 versus Ha: p = 0.25, where p is the probability he makes at least one sale (per day)?


Homework Equations


f\left(x;\lambda\right) = \frac{e^{-\lambda}\lambda^{x}}{x!}


The Attempt at a Solution


I applied the single likelihood ratio test which Rejects Ho if \lambda \leq k which I found equivalent in saying to reject Ho if \sum Xi \leq k' where k' is given by P\left[\sum Xi \leq k'\right] = \alpha
But it seems not correct since the hypotheses involve p and not the parameter \lambda. Please help me solve this problem.
 
Physics news on Phys.org
what are k & k'?

just a few ideas to get you started:
- first I'd look at how p is related to lambda
- then i would look at the likelihood of each hypothesis
- consider how to derive the power of the test
 
Prove $$\int\limits_0^{\sqrt2/4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx = \frac{\pi^2}{8}.$$ Let $$I = \int\limits_0^{\sqrt 2 / 4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx. \tag{1}$$ The representation integral of ##\arcsin## is $$\arcsin u = \int\limits_{0}^{1} \frac{\mathrm dt}{\sqrt{1-t^2}}, \qquad 0 \leqslant u \leqslant 1.$$ Plugging identity above into ##(1)## with ##u...
Back
Top