Asymptotic level of the Wald test Let X₁,..., Xn iid Ber (p). We want to test 2) For every > > 0 we can show that at asymptotic level 5%. Let & be the Wald test. 1) Assume that the true p is equal to 0.2. What is the limit of Po.2 [1] as n → ∞? limn→∞ P0.2 [1] = lim P n→∞0 슴 Ho H₁ .5- p≤.5 p.5 [1] =P [Z > 1.645 + f (x)] where f (x) is a function that depends only on X. What is this function? f(x) =
Asymptotic level of the Wald test Let X₁,..., Xn iid Ber (p). We want to test 2) For every > > 0 we can show that at asymptotic level 5%. Let & be the Wald test. 1) Assume that the true p is equal to 0.2. What is the limit of Po.2 [1] as n → ∞? limn→∞ P0.2 [1] = lim P n→∞0 슴 Ho H₁ .5- p≤.5 p.5 [1] =P [Z > 1.645 + f (x)] where f (x) is a function that depends only on X. What is this function? f(x) =
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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![Asymptotic level of the Wald test
Let X₁,..., Xn
iid
Ber (p). We want to test
2) For every > > 0 we can show that
at asymptotic level 5%. Let be the Wald test.
1) Assume that the true p is equal to 0.2. What is the limit of P0.2 [= 1] as n → ∞?
limn→∞ P0.2 [1] = 0
lim P
n→∞
Ho
H₁
.5-
p≤.5
p.5
[1] =P [Z > 1.645 + f(x)]
where f(x) is a function that depends only on A. What is this function?
f(x) =](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F9361b575-af0c-4bd2-b4a9-fa492fdf64e9%2F09802957-e449-48a0-a1f6-b171cc579b26%2Fjuvrehk_processed.png&w=3840&q=75)
Transcribed Image Text:Asymptotic level of the Wald test
Let X₁,..., Xn
iid
Ber (p). We want to test
2) For every > > 0 we can show that
at asymptotic level 5%. Let be the Wald test.
1) Assume that the true p is equal to 0.2. What is the limit of P0.2 [= 1] as n → ∞?
limn→∞ P0.2 [1] = 0
lim P
n→∞
Ho
H₁
.5-
p≤.5
p.5
[1] =P [Z > 1.645 + f(x)]
where f(x) is a function that depends only on A. What is this function?
f(x) =
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