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Show that for any \(\Delta > 0\), when the population distribution is normal and s is known, the two-tailed test satisfies \(\beta ({\mu _0} - \Delta ) = \beta ({\mu _0} + \Delta )\), so that b(m9) is symmetric about 碌0.

Short Answer

Expert verified

Hence, proved the claim \(\beta ({\mu _0} - \Delta ) = \beta ({\mu _0} + \Delta )\).

Step by step solution

01

Step 1:Null hypothesis.

The null hypothesis, denoted by H0, is the claim that is initially assumed to be true (the 鈥減rior belief鈥 claim). The alternative hypothesis, denoted by Ha, is the assertion that is contradictory to H0.

The null hypothesis will be rejected in favour of the alternative hypothesis only if sample evidence suggests that H0 is false. If the sample does not strongly contradict H0, we will continue to believe in the plausibility of the null hypothesis. The two possible conclusions from a hypothesis-testing analysis are then reject H0 or fail to reject H0.

02

Proof.

Using the two-tailed level \(0.01\) test, the

\(\begin{array}{l}{z_{\alpha /2}} = {z_{0.005}}\\{z_{\alpha /2}} = 2.58\end{array}\)

Type II error probability \(\beta (\mu ')\) for a level \(\alpha \) test, when alternative hypothesis is \({H_a}:\mu \ne {\mu _0}\) is,

\(\beta (\mu ') = \Phi \left( {{z_{\alpha /2}} + \frac{{{\mu _0} - \mu '}}{{\sigma /\sqrt n }}} \right) - \Phi \left( { - {z_{\alpha /2}} + \frac{{{\mu _0} - \mu '}}{{\sigma /\sqrt n }}} \right)\)

Therefore the following is true,

\(\beta ({\mu _0} - \Delta ) = \Phi \left( {{z_{\alpha /2}} + \frac{{{\mu _0} - {\mu _0} + \Delta }}{{\sigma /\sqrt n }}} \right) - \Phi \left( { - {z_{\alpha /2}} + \frac{{{\mu _0} - {\mu _0} + \Delta }}{{\sigma /\sqrt n }}} \right)\)

\( = \Phi \left( {{z_{\alpha /2}} + \frac{\Delta }{{\sigma /\sqrt n }}} \right) - \Phi \left( { - {z_{\alpha /2}} + \frac{\Delta }{{\sigma /\sqrt n }}} \right)\)

\( = \left( {1 - \Phi \left( { - {z_{\alpha /2}} - \frac{\Delta }{{\sigma /\sqrt n }}} \right)} \right) - \left( {1 - \Phi \left( {{z_{\alpha /2}} - \frac{\Delta }{{\sigma /\sqrt n }}} \right)} \right)\)

\(\begin{array}{l} = \Phi \left( {{z_{\alpha /2}} - \frac{\Delta }{{\sigma /\sqrt n }}} \right) - \Phi \left( { - {z_{\alpha /2}} - \frac{\Delta }{{\sigma /\sqrt n }}} \right)\\ = \Phi \left( {{z_{\alpha /2}} + \frac{{{\mu _0} - ({\mu _0} + \Delta )}}{{\sigma /\sqrt n }}} \right) - \Phi \left( { - {z_{\alpha /2}} + \frac{{{\mu _0} - ({\mu _0} + \Delta )}}{{\sigma /\sqrt n }}} \right)\\ = \beta ({\mu _0} + \Delta )\end{array}\)

Hence, proved the claim \(\beta ({\mu _0} - \Delta ) = \beta ({\mu _0} + \Delta )\)

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