/*! 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 776 Let \(\mathrm{X}_{1}, \mathrm{X}... [FREE SOLUTION] | 91影视

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Let \(\mathrm{X}_{1}, \mathrm{X}_{2}, \ldots . \mathrm{X}_{10}\) be a random sample of size 10 from a distribution function \(\mathrm{F}(\mathrm{x}) .\) We wish to test the hypothesis, \(\mathrm{H}_{0}: \mathrm{F}(72)=(1 / 2)\) against the alternative hypothesis \(\mathrm{H}_{1}: \mathrm{F}(72)>(1 / 2) .\) Let \(\mathrm{Y}\) be the number of sample items which are less than or equal to \(72 .\) Let the observed value of \(\mathrm{Y}\) be \(\mathrm{y}\), and let the test be defined by the critical region \(\\{\mathrm{y}: \mathrm{y} \geq 8\\} .\) Find the power function of this test.

Short Answer

Expert verified
The power function of the given test is: \( \beta(p) = \binom{10}{8}p^8(1-p)^2 + \binom{10}{9}p^9(1-p) + p^{10} \) This power function depends on the value of p, which is the probability of an item being less than or equal to 72 under H鈧.

Step by step solution

01

Recall the definition of the power function

The power function of a hypothesis test gives the probability of rejecting the null hypothesis (H鈧) when the alternative hypothesis (H鈧) is true, at a given threshold value-c.
02

Determine the probability of Y under both H鈧 and H鈧

Under H鈧, F(72) = 1/2, the distribution of Y is binomial with parameters n = 10 and p = 1/2. Thus, we can write the probability mass function of Y under H鈧 as: \( P_{H_0}(y) = \binom{10}{y}(1/2)^y(1/2)^{10-y} = 1/1024 \binom{10}{y} \) Under H鈧, F(72) > 1/2, the probability of an item being less than or equal to 72 is greater than 1/2. Let's denote the probability under H鈧 as p, where p > 1/2. Thus, we can write the probability mass function of Y under H鈧 as: \( P_{H_1}(y) = \binom{10}{y}p^y(1-p)^{10-y} \)
03

Compute the power function using the probabilities found in step 2

The power function, denoted as 尾(p), is the probability of rejecting H鈧 when H鈧 is true. The critical region for rejecting H鈧 is defined as {y: y 鈮 8}. So, to compute the power function, we need to find the probability of Y 鈮 8 under H鈧: \( \beta(p) = P_{H_1}(Y \ge 8) = P_{H_1}(Y=8) + P_{H_1}(Y=9) + P_{H_1}(Y=10) \) Let's calculate each term individually: \( P_{H_1}(Y=8) = \binom{10}{8}p^8(1-p)^2 \) \( P_{H_1}(Y=9) = \binom{10}{9}p^9(1-p) \) \( P_{H_1}(Y=10) = \binom{10}{10}p^{10}(1-p)^0 = p^{10} \) Now, we can find the power function by summing these probabilities: \( \beta(p) = \binom{10}{8}p^8(1-p)^2 + \binom{10}{9}p^9(1-p) + p^{10} \) This is the power function of the given test. We can see that it depends on the value of p, which is the probability of an item being less than or equal to 72 under H鈧.

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Key Concepts

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

Binomial Distribution
When we talk about a binomial distribution, we refer to a probability distribution that summarizes the likelihood that a variable will take one of two independent values under a given number of observations. Consider it like flipping a coin multiple times. Each flip has two possible outcomes: heads or tails.
In statistics, binomial distribution is crucial because it helps to calculate probabilities in experiments with a fixed number of trials (n), each with a binary outcome (success or failure).
  • Number of trials (n): This is the number of times an experiment is conducted. In the context of the exercise, n = 10 because we have 10 sample items.
  • Probability of success (p): This is the probability of a single trial, resulting in a 'success' (like the coin landing heads up). In the hypothesis test, p is initially set to 1/2 under the null hypothesis.
The binomial distribution helps us understand the distribution of sample findings here. In the exercise's hypothesis, the distribution of Y is binomial, which helps us assess how often we observe certain sample outcomes.
Power Function
The power function in hypothesis testing measures how likely it is to correctly reject the null hypothesis when the alternative hypothesis is true. It's an important metric because it tells us how effective our test is in detecting a true effect.
To visualize it, think of the power function as our test's sensitivity. Higher power means a higher probability of correctly rejecting the null hypothesis when it isn't true.
For a hypothesis test, the power function is denoted as \( \beta(p) \), depending on the parameter \( p \). In this exercise, \( p \) represents the probability of a random sample item being less than or equal to 72 under the alternative hypothesis.
The power function is calculated by summing up the probabilities of all outcomes within the critical region under the alternative hypothesis. These outcomes are where you observe more items than the threshold defined by the critical region (here, Y 鈮 8). In the formula:
  • \( P_{H_1}(Y=8) = \binom{10}{8}p^8(1-p)^2 \)
  • \( P_{H_1}(Y=9) = \binom{10}{9}p^9(1-p) \)
  • \( P_{H_1}(Y=10) = p^{10} \)
Summing these probabilities gives us the power function, which shows how this particular test performs when the alternative hypothesis is true.
Critical Region
A critical region (or rejection region) in hypothesis testing is a set of values for which we would reject the null hypothesis. It acts like a threshold; if our test statistic falls within this region during our analysis, we decide against the null hypothesis under scrutiny.
These regions are pivotal in hypothesis tests, where the goal is to determine whether a given statistic is significantly different from what we would expect under the null hypothesis. They are defined before conducting the test based on significance levels, which represent the probability of making a Type I error (rejecting a true null hypothesis).
In our exercise, the critical region is defined as \( \{Y: y \geq 8\} \). This means that if 8 or more samples are less than or equal to 72, the null hypothesis is rejected.
  • Why choose \( y \geq 8 \)? Because this setup maximizes the test's ability to correctly detect when the alternative is true, thus linking back to our discussion on the power function.
  • It also corresponds to a small probability when the null hypothesis is true, thus preserving the test's validity by controlling for false positives.
By setting a critical region, statisticians ensure that their hypothesis tests remain balanced between sensitivity and specificity, maximizing efficacy while minimizing potential errors.

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