APPENDIX C

MME for

X
^

E [ X ] =

^
MME =

xi =x
n

x i =0
lim

MLE for

L ( ; x )=
i=1

x e
x!

x en
x1! x2 ! xn !
i

xi
( ln log x i ! )
lnL ( ; x )=

x i n
d
lnL ( ; x )=
d

 x i n=0

x i =n

x i =
n

Ml E=

x i =x
n

APPENDIX D
Confidence Interval for X
=0.05
x=43

= 43
z 0.025 =1.96
xz 0.025 < < x + z 0.025
) = 0.95
P

431.96( 43)< <43+1.96 ( 43)

) = 0.95
P
30.14742049236808< <55.85257950763192
) = 0.95
P

30< <56
) = 0.95
P

Confidence Interval for Y

=0.05
x=64

= 64
z 0.025 =1.96
xz 0.025 < < x + z 0.025
) = 0.95
P

641.96( 64)< <64+1.96 ( 64)

) = 0.95
P
48.32< <79.68
) = 0.95
P
48< <80
) = 0.95
P

Confidence Interval for Z

=0.05
x=48

= 48

z 0.025 =1.96
xz 0.025 < < x + z 0.025
) = 0.95
P

481.96( 48)< <48+1.96 ( 48)

) = 0.95
P
34.4207216687< < 61.5792783313
) = 0.95
P
34< <62
) = 0.95
P

APPENDIX E
4

Uniformly Most Powerful Test

Let x 1 , , x n random samples Poi ( ) .
H 0 : = 0
H a : = 1 , 1 0
=0.0 5
Step 1: Identify the Likelihood Function
n

L ( x 1 , , x n ; ) = f ( x 1 , , x n ; )
i=1
n

i=1

e x
( xi )!

xi
i=1

(x i )

i=1
Step 2:
=

L0 (x 1 , , x n ; 0 )
La (x 1 , , x n ; 1 )

xi
i=1

xi
i=1

xi
i=1

xi
i=1

n( 0 1)

=e

0 x
k
1
i

i=1

Case 1: ( 1 > 0
5

ln

0
=ln ( 0 )ln( 1)<0
1

( )

n ( 0 1 ) ln ( e ) + x i ln
i=1

0
k
1

( )

x i ln
i=1

0
k +n( 0 1)
1

( )
n

xi >

k +n( 0 1)

i=1

ln

0
1

( )

x i >a '
i=1

Case 2: ( 1 < 0
ln

0
=ln ( 0 )ln ( 1 ) >0
1

( )

n ( 0 1 ) ln ( e ) + x i ln
i=1

0
k
1

( )

x i ln
i=1

0
k +n( 0 1)
1

( )
n

xi

k +n( 0 1)

i=1

ln

0
1

( )

xi a '
i=1

Step 3:
Under H 0 : = 0 ,

g ( x1 , , xn ) = x i Poi ( n , 0 )
i=1

Step 4:
Set =0.0 5

P [ Type I Error ] =
Case 1:
P [ Reject H 0| H 0 : = 0 istrue =0.025=

xi Poi(n , 0)
n

x i a ' =0.025
i=1

i=1

P
xi Poi(n , 0)
n

( xi 0 )
i=1

a' 0 n

0
i=1

a' 0
P z
0

|
n

i=1

x i Poi ( n , 0 ) = 0.025

This gives us,

a' 0
= -1.96
0
Therefore , a' =(1.96 ) 0 +

Case 2:
7

P [ Reject H 0| H 0 : = 0 istrue =0.025=

xi Poi(n , 0)
n

x i a =0.025
'

i=1

i=1

P
xi Poi(n , 0)
n

( xi 0 )
i=1

a' 0 n

0
i=1

a' 0
P z
0

i=1

x i Poi ( n , 0 ) = 0.025

This gives us,

'

a 0
= 1.96
0

Therefore , a' =1.96 0 +

H 0 : = 0 vs . H a : = 1 , 1 0 at =0.05n=

Therefore, the UMPT for

Reject

i=1

i=1

H 0 if xi x xi x

UMPT for Sample X

Case 1:
a' =1.96 0 + 0
a' =1.96( 43)+ 43
a' =12.85257951+43
8

 a' =30.14742049
Case 2
a' =1.96 0+ 0
a' =1.96 ( 43)+ 43
a' =12.85257951+ 43
a' =55.85257951

Therefore, the UMPT for

Reject

H 0 : = 0 vs . H a : = 1 , 1 0 at =0.05n=

i=1

i=1

H 0 if xi 30.14742049 x i 55.85257951

UMPT for Sample Y

Case 1:
a' =1.96 0 + 0
a' =1.96( 64)+64
a' =15.68+64
a' =48.32
Case 2:
a' =1.96 0+ 0
a' =1.96 ( 64)+64
a' =15.68+ 64

'

a =79.68
Therefore, the UMPT for
Reject

H 0 : = 0 vs . H a : = 1 , 1 0 at =0.05n=

i=1

i=1

H 0 if xi 48.32 x i 79.68

UMPT for Sample Z

Case 1:
a' =1.96 0 + 0
'

a =1.96( 48)+ 48
'

a =13.57927833+48
'

a =34.42072167
Case 2
a' =1.96 0+ 0
a' =1.96 ( 48)+ 48
a' =13.57927833+ 48
a' =61.57927833
Therefore, the UMPT for
Reject

H 0 : = 0 vs . H a : = 1 , 1 0 at =0.05n=

i=1

i=1

H 0 if xi 34.42072167 x i 61.57927833

10