/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Problem 25 Betrachten wir eine Produktion, ... [FREE SOLUTION] | 91影视

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Betrachten wir eine Produktion, bei der ein \(\mathrm{Zu}\) schlagsstoff ein Sollgewicht von \(\mu_{0}=5 \mathrm{~kg}\) nicht 眉berschreiten darf. Durch eine Kontrollstichprobe \(Y_{1}, \ldots, Y_{n}\) soll der Sollwert gepr眉ft werden. Welche Hypothese ist zu testen. Wie gro脽 muss \(n\) sein, wenn der Fehler 1. Art h枚chsten \(5 \%\) und der Fehler \(2 .\) Art h枚chstens \(10 \%\) sein darf falls \(\mu 4,17\) ist? Nehmen Sie dabei an, die \(Y_{i}\) seien i.i.d. \(\mathrm{N}(\mu ; 4)\). Zeichnen Sie die G眉tefunktion des Tests.

Short Answer

Expert verified
Based on the given information, the null hypothesis (饾惢0) states that the weight constraint is met with a mean weight, 饾渿0, of 5 kg while the alternative hypothesis (饾惢1) states that the weight constraint is not met, and the mean weight is less than 5 kg. To meet the error requirements (type 1 error at most 5% and type 2 error at most 10% when 饾渿=4.17), the required sample size (n) is determined to be 13. The power function illustrates the probability of rejecting the null hypothesis for different values of the true parameter (饾渿), showing the strength of our test in different scenarios.

Step by step solution

01

Identify the null and alternative hypotheses

We are given a weight constraint for a substance that its weight should not exceed \(\mu_0 = 5\) kg. We are to test the hypothesis using a control sample \(Y_1, \ldots, Y_n\). The null hypothesis (\(H_0\)) is that the weight constraint is met, and the alternative hypothesis (\(H_1\)) is that the weight constraint is not met. In mathematical terms, these hypotheses are: \(H_0 : \mu = \mu_0 = 5 \text{ kg}\) \(H_1 : \mu < \mu_0\)
02

Determine the required sample size n

We want to find the sample size n such that the type 1 error (rejecting \(H_0\) when it is true) is at most \(5\%\), and the type 2 error (not rejecting \(H_0\) when it is false) is at most \(10\%\) when \(\mu=4.17\). Let's use the standard normal distribution (Z) to represent the normal distribution of the sample mean with a mean of 0 and a standard deviation of 1. We assume that the weights \(Y_i\) are independently and identically distributed as \(N(\mu ; 4)\). We are given the error requirements for the type 1 error, which will be represented by \(\alpha = 0.05\) (\(5\%\)). To find the required sample size n, we use the formula: \(Z = \frac{\bar{Y}_n - \mu_0}{\frac{\sqrt{4}}{\sqrt{n}}}\) where \(\bar{Y}_n\) is the average weight of the sample. Now we will find the corresponding Z value using the type 1 error and the given distribution: \(Z_{\alpha} = -1.645\) Here, we use the negative sign as we are concerned with the lower tail of the distribution based on our alternative hypothesis. The type 2 error (\(\beta\)) is given as \(10\%\), and we are considering the case when \(\mu = 4.17\). We'll denote this value as \(\mu_1\). So, we can write: \(Z_{\beta} = \frac{\bar{Y}_n - \mu_1}{\frac{\sqrt{4}}{\sqrt{n}}}\) For a type 2 error of \(10\%\), the Z value is: \(Z_{\beta} = -1.282\) Now, let's express \(Z_\alpha\) and \(Z_\beta\) in terms of n: \(-1.645 = \frac{\bar{Y}_n - 5}{\frac{2}{\sqrt{n}}}\) \(-1.282 = \frac{\bar{Y}_n - 4.17}{\frac{2}{\sqrt{n}}}\) Subtracting the second equation from the first, we get: \(0.363 = \frac{0.83}{\frac{2}{\sqrt{n}}}\) Solving for n: \(n = \left(\frac{2 \cdot 0.83}{0.363}\right)^2 = 12.97\) Since n cannot be a fraction, we round up: \(n = 13\)
03

Illustrate the power function of the test

The power function represents the probability of rejecting the null hypothesis for different values of the true parameter. In our case, it is the probability of rejecting \(H_0\) for different values of \(\mu\). We can express the power function as: \(power(\mu) = P\left( \frac{\bar{Y} - \mu_0}{\frac{\sqrt{4}}{\sqrt{n}}} \leq Z_\alpha \right)\) Since we've found n = 13 and \(Z_\alpha = -1.645\), we can use these values along with varying values of \(\mu\) to plot the power function. A visual representation of the power function would show the probability of rejecting \(H_0\) for several values of \(\mu\).

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Null Hypothesis
The null hypothesis, often represented as \(H_0\), is a core element in statistical testing. It's a statement that there is no effect or no difference, and it's what we assume to be true until sufficient evidence suggests otherwise. In the context of our exercise, the null hypothesis is that the substance's weight does not exceed the target weight of 5 kg (\(\mu_0 = 5\) kg). Effectively, we begin with the assumption that the production process is operating as expected, adhering to the weight constraint.

Understanding the null hypothesis is crucial because it establishes the baseline for our testing. If our sample data suggests that the null hypothesis is unlikely, then we may have grounds to reject it in favor of the alternative hypothesis. However, we do not

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Most popular questions from this chapter

Die Zufallsvariablen \(Y_{1}, Y_{2}, \ldots, Y_{n}\) seien i.i.d.\(\mathrm{N}\left(\mu ; \sigma^{2}\right)\)-verteilt. Weiter sei \(Q\) eine Abk眉rzung f眉r $$ Q=\sum_{i=1}^{n}\left(Y_{i}-\bar{Y}\right)^{2} $$ Zeigen Sie: \(\widehat{\sigma}_{\mathrm{UB}}^{2}=\frac{Q}{n-1}, \widehat{\sigma}_{\mathrm{ML}}^{2}=\frac{\varrho}{n}\) und \(\widehat{\sigma}_{\mathrm{MSE}}^{2}=\frac{Q}{n+1}\) sind konsistente Sch盲tzer f眉r \(\sigma^{2}\). Dabei ist allein \(\widehat{\sigma}_{\mathrm{UB}}^{2}\) erwartungstreu. Weiter gilt $$ \operatorname{MSE}\left(\widehat{\sigma}_{\mathrm{UB}}^{2}\right)>\operatorname{MSE}\left(\widehat{\sigma}_{\mathrm{ML}}^{2}\right)>\operatorname{MSE}\left(\widehat{\sigma}_{\mathrm{MSE}}^{2}\right). $$

Der ML-Sch盲tzer f眉r \(\theta\) bei der geometrischen Verteilung ist \(\widehat{\theta}_{\mathrm{ML}}=\frac{1}{k}\). Bestimmen Sie \(\mathrm{E}\left(\widehat{\theta}_{\mathrm{ML}}\right)\). Bestimmen Sie den einzigen erwartungtreuen Sch盲tzer. Ist dieser Sch盲tzer sinnvoll?

Welche der folgenden Aussagen (a) bis (c) sind richtig: (a) Der Anteil \(\theta\) wird bei einer einfachen Stichprobe durch die relative H盲ufigkeit \(\widehat{\theta}\) in der Stichprobe gesch盲tzt. Bei dieser Sch盲tzung ist der MSE umso gr枚脽er, je n盲her \(\theta\) an \(0.5\) liegt. (b) \(\bar{X}\) ist stets ein effizienter Sch盲tzer f眉r \(\mathrm{E}(X)\). (c) Eine nichtideale M眉nze zeigt,,"Kopf" mit Wahrscheinlichkeit \(\theta\). Sie werfen die M眉nze ein einziges Mal und sch盲tzen $$ \widehat{\theta}= \begin{cases}1, & \text { falls die M眉nze , Kopf" zeigt. } \\\ 0, & \text { falls die M眉nze ,Zahl" zeigt. }\end{cases} $$ Dann ist diese Sch盲tzung erwartungstreu.

Es sei \(X\) binomialverteilt: \(X \sim B_{n}(\theta)\). Was sind die ML-Sch盲tzer von \(\mathrm{E}(X)\) und \(\operatorname{Var}(X)\) und wie gro \(\beta\) ist der Bias von \(\widehat{\mu}\) und von \(\widehat{\sigma^{2}}\). Warum geht der Bias von \(\widehat{\sigma^{2}}\) nicht mit wachsendem \(n\) gegen 0 ?

Ein nichtidealer W眉rfel werfe mit Wahrscheinlichkeit \(\theta\) eine Sechs. Sie werfen mit dem W眉rfel unabh盲ngig voneinander solange, bis zum ersten Mal Sechs erscheint. Nun wiederholen Sie das Experiment \(k\)-mal. Dabei sei \(X_{i}\) die Anzahl der W眉rfe in der \(i\)-ten Wiederholung. Insgesamt haben Sie \(n=\sum_{i=1}^{k} X_{i}\) W眉rfe getan. In einem zweiten Experiment werfen Sie von vornherein den W眉rfel \(n\)-mal und beobachten \(X=k\) mal die Sechs. Vergleichen Sie die Likelihoods in beiden F盲llen. Welche Schlussfolgerungen ziehen daraus? Ziehen wir aus der gleichen Information gleiche Schl眉sse?

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