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The sign test is a very simple procedure for testing hypotheses about a population median assuming only that the underlying distribution is continuous. To illustrate, consider the following sample of 20 observations on component lifetime (hr):

1.7 3.3 5.1 6.9 12.6 14.4 16.4

24.6 26.0 26.5 32.1 37.4 40.1 40.5

41.5 72.4 80.1 86.4 87.5 100.2

We wish to test \({H_0}:\tilde \mu = 25.0\) versus \({H_0}:\tilde \mu > 25.0\)The test statistic is Y 5 the number of observations that exceed 25

a. Determine the P-value of the test when Y 5 15. (Hint: Think of a 鈥渟uccess鈥 as a lifetime that exceeds 25.0. Then Y is the number of successes in the sample. What kind of a distribution does Y have when\(\tilde \mu = 25.0\)?)

b. For the given data, should H0 be rejected at significance level .05? (Note: The test statistic is the number of differences \({X_i} - 25\)that have positive signs, hence the name sign test.)

Short Answer

Expert verified

Solution are,

  1. the value is 0.021
  2. Do not reject the null hypothesis

Step by step solution

01

solving for (a):

Random variable Y has binomial distribution with n = 20. The sample median seperates the distribution 鈥 50% are above 25, the probability in binomial distribution should be p = 0.5

The test id upper tailed so the value P-value is,

\(\begin{array}{l}P = P\left( {Y \ge 15} \right) = 1 - B(14;20,5)\\ = 0.021\end{array}\)

Cumulative density function cdf of bionomial random variable X with parameters n and p is

\(\begin{array}{l}B\left( {x;n,p} \right) = P\left( {X \le x} \right) = \sum\limits_{y = 0}^x {b\left( {y;n,p} \right),} \\x = 0,1...,n\end{array}\)

Theorem:

\(b\left( {x;n,p} \right) = \left\{ {\begin{array}{*{20}{c}}{\left( {\begin{array}{*{20}{c}}n\\x\end{array}} \right){p^x}{{\left( {1 - p} \right)}^{ - x}},x = 0,1,2...n}\\{0,otherwise}\end{array}} \right.\)

Hence the value is 0.021

02

solving for (b):

There are total of 12 observation that exceeds 25, so, analogously as in (a), the P-value for the test can be computed as

\(\begin{array}{l}P = P\left( {Y \ge 12} \right) = 1 - B\left( {11;20,5} \right)\\ = 0.252\end{array}\)

At any reasonable significant level\(\alpha \)

P>\(\alpha \)

Do not reject the null hypothesis

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Most popular questions from this chapter

Use the large-sample version of the Wilcoxon test at significance level .05 on the data of Exercise 37 in Section 9.3 to decide whether the true mean difference between outdoor and indoor concentrations exceeds .20.

The accompanying data on cortisol level was reported in the article 鈥淐ortisol, Cortisone, and 11-Deoxycortisol Levels in Human Umbilical and Maternal Plasma in Relation to the Onset of Labor鈥 (J. of Obstetric Gynaecology of the British Commonwealth, 1974: 737鈥745). Experimental subjects were pregnant women whose babies were delivered between 38 and 42 weeks gestation. Group 1 individuals elected to deliver by Caesarean section before labor onset, group 2 delivered by emergency Caesarean during induced labor, and group 3 individuals experienced spontaneous labor. Use the Kruskal-Wallis test at level .05 to test for equality of the three population means.

Group 1 262 307 211 323 452 339

304 154 287 356

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Refer to Exercise 33, and consider a confidence interval associate\(Y \ge 15\)d with the sign test: the sign interval.

The relevant hypotheses are now \({H_0}:\tilde \mu = {\tilde \mu _0}\) versus \({H_0}:\tilde \mu \ne {\tilde \mu _0}\)

a. Suppose we decide to reject \({H_0}\)if either or \(Y \le 15\). What is the smallest a for which this equivalent to rejecting \({H_0}\) if P-value \( \le \alpha \)?

b. The confidence interval will consist of all values \({\tilde \mu _0}\) for which \({H_0}\) is not rejected. Determine the CI for the given data, and state the confidence level.

The given data on phosphorus concentration in topsoil for four different soil treatments appeared in the article 鈥淔ertilisers for Lotus and Clover Establishment on a Sequence of Acid Soils on the East Otago Uplands鈥 (N. Zeal. J. of Exptl. Ag., 1984: 119鈥129). Use a distributionfree procedure to test the null hypothesis of no difference in true mean phosphorus concentration (mg/g) for the four soil treatments.

I 8.1 5.9 7.0 8.0 9.0

II 11.5 10.9 12.1 10.3 11.9

III 15.3 17.4 16.4 15.8 16.0

IV 23.0 33.0 28.4 24.6 27.7

Compute the\(90\% \)rank-sum \(CI\) for\({\mu _1} - {\mu _2}\)using the data in Exercise\(11\).

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