For a two-parameter exponential model with increasing failure rate (IFR) or
decreasing failure rate (DFR) distributions necessary and sufficient condi
tions of the existence of a solution of the likelihood equations are given.
Also, all of the scale-invariant two-parameter statistical models closed b
y raising to a power and by exponential tilting are introduced. The conditi
ons of existence of a solution of the likelihood equations are studied for
these invariant models, and the models are applied to obtain some uniformly
most powerful unbiased tests of exponentially against alternatives in thes
e models.