B2. Consider the testing problem where we have observed a random sample ₁,...,n from the model X₁,..., Xn~ N(μ, o²), where the X, are independent, and we want to test the hypothesis Ho: o2 = of against the alternative H₁: 02 o. For the test we use the test statistic y = n Σ i=1 (x₁ - x)² 0² where is the sample mean of the x₁. (a) What are the type I errors and type II errors in this testing problem? (b) If Ho is true, what is the distribution of the random variable Y corresponding to y? (c) Assume that n = 20 and we reject Ho if and only if y> 32.852. What is the probability of a type I error in this case?

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B2. Consider the testing problem where we have observed a random sample x₁,...,n from
the model X₁,..., Xn ~ N(µ, o²), where the X, are independent, and we want to test
the hypothesis Ho: o² = o against the alternative H₁: 0² o. For the test we use
the test statistic
n
y = Σ
i=1
(x₁ - x)²
0²
where is the sample mean of the ₁.
(a) What are the type I errors and type II errors in this testing problem?
(b) If Ho is true, what is the distribution of the random variable Y corresponding to y?
(c) Assume that n = 20 and we reject Ho if and only if y> 32.852. What is the
probability of a type I error in this case?
(d)
now that H₁ is true for the test in part (c). Draw a sketch of the type II
error as a function of o2. (There is no need to calculate explicit values.)
-
(e) Explain why the test described in part (c) is not a good test for testing the hypoth-
esis Ho: 0² o against the alternative H₁: o² o2. How would you improve
the test?
Transcribed Image Text:B2. Consider the testing problem where we have observed a random sample x₁,...,n from the model X₁,..., Xn ~ N(µ, o²), where the X, are independent, and we want to test the hypothesis Ho: o² = o against the alternative H₁: 0² o. For the test we use the test statistic n y = Σ i=1 (x₁ - x)² 0² where is the sample mean of the ₁. (a) What are the type I errors and type II errors in this testing problem? (b) If Ho is true, what is the distribution of the random variable Y corresponding to y? (c) Assume that n = 20 and we reject Ho if and only if y> 32.852. What is the probability of a type I error in this case? (d) now that H₁ is true for the test in part (c). Draw a sketch of the type II error as a function of o2. (There is no need to calculate explicit values.) - (e) Explain why the test described in part (c) is not a good test for testing the hypoth- esis Ho: 0² o against the alternative H₁: o² o2. How would you improve the test?
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