3. (Sample size determination for hypothesis testing) Suppose that X₁,..., Xn known. We would like to test i.i.d. ~ N(,02) and 2 is We consider the test statistic Ho Ho H₁μ>μo and the critical region at significance level a T=X C=;>10 %a C = {x; * > µ³o + (a) We write (') to be the probability of type II error given the true value of '. Prove that B(µ')=(a+ where (2) P(Z) is the cdf of Z~ N(0, 1). Ho-p (b) We would like to determine the sample size n so that the probability of type I error is a and the probability of type II error is 3. Using part (a), prove that n = 'σ (%α +23) - Orf (c) Let denote the true average tread life of a certain type of tire. Consider testing Ho = 25,000 versus H₁ >25,000 from a normal population distribution with σ = 1300. Assuming the true value of is 27,000. What is the sample size n so that the probability of type I error is a = 0.05 and the probability of type II error is ẞ = 0.025?

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3. (Sample size determination for hypothesis testing) Suppose that X₁,..., Xn
known. We would like to test
i.i.d.
~
N(μ,02) and σ² is
We consider the test statistic
Ho Ho H₁p>μ-
and the critical region at significance level a
T=X
{ }
C =
; To+Za
(a) We write (') to be the probability of type II error given the true value of μ='. Prove that
▷ (Za
B(µ') = za +
where (z) = P(Z) is the cdf of Z~ N(0, 1).
μο - μ'
(b) We would like to determine the sample size n so that the probability of type I error is a and the
probability of type II error is ẞ. Using part (a), prove that
'σ (za +23)
2
n =
- Orf
(c) Let μ denote the true average tread life of a certain type of tire. Consider testing Hoμ= 25,000
versus H₁ >25,000 from a normal population distribution with σ = 1300. Assuming the true
value of is 27,000. What is the sample size n so that the probability of type I error is
a = 0.05 and the probability of type II error is B = 0.025?
Transcribed Image Text:3. (Sample size determination for hypothesis testing) Suppose that X₁,..., Xn known. We would like to test i.i.d. ~ N(μ,02) and σ² is We consider the test statistic Ho Ho H₁p>μ- and the critical region at significance level a T=X { } C = ; To+Za (a) We write (') to be the probability of type II error given the true value of μ='. Prove that ▷ (Za B(µ') = za + where (z) = P(Z) is the cdf of Z~ N(0, 1). μο - μ' (b) We would like to determine the sample size n so that the probability of type I error is a and the probability of type II error is ẞ. Using part (a), prove that 'σ (za +23) 2 n = - Orf (c) Let μ denote the true average tread life of a certain type of tire. Consider testing Hoμ= 25,000 versus H₁ >25,000 from a normal population distribution with σ = 1300. Assuming the true value of is 27,000. What is the sample size n so that the probability of type I error is a = 0.05 and the probability of type II error is B = 0.025?
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