Practical 6.2.3
Practical 6.2.3
Practical 6.2.3
20.0 1.4 18.1 6.9 13.1 15.4 17.5 7.7 1.9 15.7 -4.1 6.7 13.1 15.8 4.4
6) Let X be an Exponential variate with mean θ. Construct an SPRT of strength α = 0.01 and β
= 0.04 to test H0 : θ = 0. 2 against H1 : θ = 0.1.
Data Xi: 0.3, 0.5, 0.1, 0.7, 1
Practice problems
1) Let X be a random variable having Bernoulli distribution with parameter p. Derive SPRT of
strength α = β = 0.1 for testing H0: p = 0.25 against H1: p = 0.75. What will be the decision if
sample observations are 0, 1, 0, 0? Also, represent the test graphically.
2) Let X follow N (μ, σ2 = 0.5). Derive SPRT of strength α = 0.05 and β = 0.01 for testing
H0 : μ = 1.36 against H1 : μ = 1.43. What will be the decision if sample observations are
2.43, 1.90, 3.01, 1.75, 0.85?
3) Suppose a random variable X follows an exponential distribution with mean 1/θ. Construct
SPRT of strength α = β = 0.05 for testing H0 : θ = 2 against H1 : θ = 3. At what stage and
what decision will be reached if the sample observations are 0.48, 0.6, 1.5, 2.2?