Tests and confidence intervals
0/1 point (graded)
Let \( \mathcal{I}=(\hat{a}, \hat{b}) \) be a confidence interval at asymptotic level \( 95 \% \) for an exponential distribution with parameter \( \lambda>0 \). Let \( \psi \) be a test based on this confidence interval for the problem:
\[
\Theta=\mathbb{R}, \quad \text { and } \begin{array}{cc}
H_{0}: & \lambda=1 \\
H_{1}: & \lambda \neq 1
\end{array}
\]
Check all that apply.
The probability that \( \lambda \) is equal to 1 is at most \( 5 \% \)
\( \psi \) rejects \( H_{0} \) at asymptotic level \( 5 \% \)
\( \psi \) rejects \( H_{0} \) at asymptotic level \( 10 \% \)
\( \mathcal{J}=(\hat{a}-1.1, \hat{b}+6) \) is a confidence interval at asymptotic level \( 95 \% \)