Fx(x; θ)=1/ θ for 0<x< θ. We want to test H0: θ=1 and H1 : θ>1. To do this, we take a single observation X1 of X and we reject H0 if X1> 0.9 .
1. what is the probabilty of Type I error? (false positive, probability = α)
2. what is the value of ß ( type 2 erros ) if θ=1.5?
error type ressources: https://en.wikipedia.org/wiki/Type_I_and_type_II_errors
Fx(x; θ)=1/ θ for 0<x< θ. We want to test H0: θ=1 and H1 : θ>1. To do...
Let X1, . . . , Xn ∼ Geo(θ), f(x)= θ(1-θ)^x, and we wish to test H0 : θ ≤ 1/3 vs H1 : θ > 1/3. a) Using the full sample, X1....Xn, find the form of the UMP test for the hypotheses H0: θ=1/3 vs H1: θ=1/2. b)If n=15 and α = 0.1, what is the rejection region and the size of test in (a)?
Let X1, . . . , Xn ∼ Geo(θ), f(x)= θ(1-θ)^x, and we wish to test H0 : θ ≤ 1/3 vs H1 : θ > 1/3. a) Using the full sample, X1....Xn, find the form of the UMP test for the hypotheses H0: θ=1/3 vs H1: θ=1/2. b)If n=15 and α = 0.1, what is the rejection region and the size of test in (a)?
Suppose you want to test the following hypotheses: H0: p ≥ 0.4 vs. H1: p < 0.4. A random sample of 1000 observations was taken from the population. Answer the following questions and show your Excel calculation for each question clearly: (a) Let p ̂ be the sample proportion. What is the standard error of sample proportion (i.e., σ_p ̂ ) if H0 is true? (b) If the sample proportion obtained were 0.38 (i.e., p ̂=0.38), what is its p-value?...
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A random variable, X, has uniform distribution on the interval [0,θ] where θ is unknown. A hypothesis test is as follows: H0: θ = 2 H1: θ ≠ 2 It has been decided to reject H0 if the observed value of x is x ≤ 0.1 or x ≥ 1.9. Part a: Find the probability of committing a Type I error. Part b: Suppose the true value of θ is 3. Find the probability of committing a Type II error....
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