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    STAT4003 hm4

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    Chan Sze Yuen
    This document outlines 5 homework problems related to statistical hypothesis testing. Problem 1 involves a binomial test of a parameter against an alternative. Problem 2 finds a likelihood ratio test statistic for a normal distribution variance test. Problem 3 calculates the power function of a uniform distribution parameter test. Problem 4 constructs the most powerful critical region for a normal distribution variance test. Problem 5 shows a Poisson distribution test is uniformly most powerful.

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    STAT4003 hm4

    Uploaded by

    Chan Sze Yuen
    15 views1 page
    This document outlines 5 homework problems related to statistical hypothesis testing. Problem 1 involves a binomial test of a parameter against an alternative. Problem 2 finds a likelihood ratio test statistic for a normal distribution variance test. Problem 3 calculates the power function of a uniform distribution parameter test. Problem 4 constructs the most powerful critical region for a normal distribution variance test. Problem 5 shows a Poisson distribution test is uniformly most powerful.

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    STAT4003_hm4

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    This document outlines 5 homework problems related to statistical hypothesis testing. Problem 1 involves a binomial test of a parameter against an alternative. Problem 2 finds a likelihood ratio test statistic for a normal distribution variance test. Problem 3 calculates the power function of a uniform distribution parameter test. Problem 4 constructs the most powerful critical region for a normal distribution variance test. Problem 5 shows a Poisson distribution test is uniformly most powerful.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    15 views1 page

    STAT4003 hm4

    Uploaded by

    Chan Sze Yuen
    This document outlines 5 homework problems related to statistical hypothesis testing. Problem 1 involves a binomial test of a parameter against an alternative. Problem 2 finds a likelihood ratio test statistic for a normal distribution variance test. Problem 3 calculates the power function of a uniform distribution parameter test. Problem 4 constructs the most powerful critical region for a normal distribution variance test. Problem 5 shows a Poisson distribution test is uniformly most powerful.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 1

    STAT4003 Homework Assignment (#4)

    (Due Monday, 7 December 2020)

    1. The number of successes in n independent trails is to be used to test the null hypothesis
    that the parameter θ of a binomial population equals 1/2 against the alternative that it
    does not equal 1/2.

    (i) Find an expression for the likelihood ratio statistic;


    (ii) Use the result of part (i) to show that the critical region of the likelihood ratio test
    can be writeen as
    x ln x + (n − x) ln(n − x) ≥ K
    where x is the observed number of successes;
    (iii) Study the graph of f (x) = x ln x + (n − x) ln(n − x), in particular its minimum and
    its symmetry, to show that the critical region of this likelihood ratio test can also be
    written as
    |x − n/2| ≥ K.

    2. Given a random sample of size n from a normal population with unknown mean and vari-
    ance, find an expression for the likelihood ratio statistic for testing H0 : σ = σ0 against
    H1 : σ 6= σ0 .

    3. Consider a random sample of size 4 from the uniform distribution U (0, θ). Let Y1 < Y2 <
    Y3 < Y4 be the order statistics. Let the observed value of Y4 be y4 . We reject H0 : θ = 1
    and accept H1 : θ 6= 1 if either y4 ≤ 1/2 or y4 > 1. Find the power function Q(θ), θ > 0, of
    the test.

    4. Given a random sample of size n from a normal population with µ = 0, use the Neyman-
    Pearson theorem to construct the most powerful critical region of size α to test the null
    hypothesis σ = σ0 against the alternative σ = σ1 , where σ1 > σ0 .

    5. Let X1 , · · · , X20 be a random sample of size 20 from a Poisson distribution with mean θ.
    Show that the critical region defined by 20 i=1 Xi ≥ 5 is a uniformly most powerful critical
    P

    region for testing H0 : θ = 0.1 against H1 : θ > 0.1. What is α, the significance level of
    the test? Find the power function.

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