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Suppose that a random sample of eight observationsX1,….,Xs is taken from the normal distribution with the unknown mean µ and unknown variance σ2, and it is desired to test the following hypotheses:

H0 : µ = 0

H1 : µ≠ 0

Suppose also that sample data are such that \begin{aligned}\sum_{i-1}^{8}X_{i}=-11.2\end{aligned} and \begin{aligned}\sum_{i-1}^{8}X_{i}^{2}=43.7\end{aligned}

if a symmetric t- test is performed at the level of significance 0.10 so that each tail of the critical region has probability 0.05, should the hypothesis H0be rejected or not?

Short Answer

Expert verified

The null hypothesis fails to be rejected

Step by step solution

01

Given Information

A random sample of eight observations X1,….,Xs is taken from the normal distribution.

The sample data are such that \begin{aligned}\sum_{i-1}^{8}X_{i}=-11.2\end{aligned} and \begin{aligned}\sum_{i-1}^{8}X_{i}^{2}=43.7\end{aligned}

02

Performing the test

The symmetric t-test rejects the null hypothesis at level 0.1 if \begin{aligned}\left|T\right|> T_{n-1}^{-1}(0.95)\end{aligned} where

\begin{aligned}\T=\frac{\sqrt{n}\overline{X}}{s}\end{aligned}

Where s is the sample standard deviation.

Here n =8

\begin{aligned}\overline{X}=\frac{-11.2}{8}\end{aligned}

= -1.4

Sample standard deviation is:

\begin{aligned}s=\sqrt{\frac{1}{7}}\sum_{i-1}^{n}X_{i}^{2}-8\overline{X^{2}}\end{aligned}

\begin{aligned}=\sqrt{4}\end{aligned}

\begin{aligned}=2\end{aligned}

Therefore, the value of the T statistic turns out to be

\begin{aligned}T=\frac{-1.4\sqrt{7}}{2}\end{aligned}

= -1.852

That is, T = -1.852

The cut off value t table is \begin{aligned}\left|T\right|>T_{n-1}^{-1}(0.95)\end{aligned}

Since 1.852<1.89, the null hypothesis fails to be rejected.

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Most popular questions from this chapter

Suppose that a sequence of Bernoulli trials is to be carried out with an unknown probabilityθof success on each trial, and the following hypotheses are to be tested:

H0 : θ = 0.1

H1 : θ = 0.2

Let X denote the number of trials required to obtain success, and suppose that H0 is to be rejected if X≤ 5. Determine the probabilities of errors of type I and type II.

An unethical experimenter desires to test the following hypotheses:

\(\begin{array}{*{20}{l}}{{{\bf{H}}_{\bf{0}}}{\bf{:}}}&{{\bf{\theta = }}{{\bf{\theta }}_{\bf{0}}}}\\{{{\bf{H}}_{\bf{1}}}{\bf{:}}}&{{\bf{\theta }} \ne {{\bf{\theta }}_{\bf{0}}}}\end{array}\)

She draws a random sample \({{\bf{X}}_{\bf{1}}}{\bf{, \ldots ,}}{{\bf{X}}_{\bf{n}}}\) from a distribution with the p.d.f. \(f(x\mid \theta )\), and carries out a test of size \(\alpha \). If this test does not reject \({{\bf{H}}_{\bf{0}}}\), she discards the sample, draws a new independent random sample of \(n\)observations, and repeats the test based on the new sample. She continues drawing new independent samples in this way until she obtains a sample for which \({{\bf{H}}_{\bf{0}}}\) is rejected.

a. What is the overall size of this testing procedure?

b. If \({{\bf{H}}_{\bf{0}}}\) is true, what is the expected number of samples that the experimenter will have to draw until she rejects \({{\bf{H}}_{\bf{0}}}\) ?

Consider again the conditions of Exercise 4, and suppose thatα(δ)is required to be a given valueα0 (0 < α0< 1). Determine the test procedureδfor whichβ (δ)will be a minimum, and calculate this minimum value.

Suppose that a single observation X is taken from the normal distribution with unknown mean μ and known variance is 1. Suppose that it is known that the value of μ must be −5, 0, or 5, and it is desired to test the following hypotheses at the level of significance 0.05:

H0: μ = 0, H1: μ = −5 or μ = 5.

Suppose also that the test procedure to be used specifies rejecting H0 when |X| > c, where the constant c is chosen so that Pr(|X| >c|μ)=0.05.

a. Find the value of C, and show that if X = 2, then will be rejected.

b. Show that if X = 2, then the value of the likelihood function at μ = 0 is 12.2 times as large as its value at μ = 5 and is 5.9 × 109 times as large as its value at μ = −5.

Suppose that \({X_1},....,{X_{10}}\)form a random sample from a normal distribution for which both the mean and the variance are unknown. Construct a statistic that does not depend on any unknown parameters and has the \(F\)distribution with three and five degrees of freedom.

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