This is a follow-up question to Question 4(a-c) in Homework 4. You don't have to correctly answer that question in order to solve this question. Suppose X1, ... , Xn Bernoulli(p) with unknown p. Consider testing for Ho : p= Po vs. H1 : p + po for some known quantity po E (0, 1). Based on Question 4(c) in Homework 4, an approximate (1 – a) x 100% CI for p (when n is large) is i.i.d. (ên + Za/2V Pn(1 – Pm) , Pn+ 21-a/2\ Pn(1 – Pn) 2013. where pn = X,n and z3 is the B-quantile for standard normal. Please construct a hypothesis test with type I error rate being approximately 0.05 when n is large. Instruction: In your answer, please specify your test (i.e., when do you reject Ho and when do you not reject Ho?), and justify that it indeed has type I error rate 0.05. In your justification, if you cite a theorem studied in class, please name that theorem or state the slide number and lecture note number that contains the theorem.

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Onstruct:
This is a follow-up question to Question 4(a-c) in Homework 4. You don't have to correctly
answer that question in order to solve this question.
Suppose X1,..., Xn
vs. H1 : p # po for some known quantity po E (0,1). Based on Question 4(c) in Homework
4, an approximate (1 – a) x 100% CI for p (when n is large) is
i.i.d.
Bernoulli(p) with unknown p. Consider testing for Ho : p= Po
Pn(1 – Pm)
Pn (1 – Pn)
|
(în + Za/2V
2, Pn+ %1-a/2
where pn = X, and z8 is the B-quantile for standard normal. Please
a hypothesis
%3D
test with type I error rate being approximately 0.05 when n is large.
Instruction: In your answer, please specify your test (i.e., when do you reject Ho and
when do you not reject Ho?), and justify that it indeed has type I error rate 0.05. In your
justification, if you cite a theorem studied in class, please name that theorem or state the
slide number and lecture note number that contains the theorem.
tate12013
Transcribed Image Text:Onstruct: This is a follow-up question to Question 4(a-c) in Homework 4. You don't have to correctly answer that question in order to solve this question. Suppose X1,..., Xn vs. H1 : p # po for some known quantity po E (0,1). Based on Question 4(c) in Homework 4, an approximate (1 – a) x 100% CI for p (when n is large) is i.i.d. Bernoulli(p) with unknown p. Consider testing for Ho : p= Po Pn(1 – Pm) Pn (1 – Pn) | (în + Za/2V 2, Pn+ %1-a/2 where pn = X, and z8 is the B-quantile for standard normal. Please a hypothesis %3D test with type I error rate being approximately 0.05 when n is large. Instruction: In your answer, please specify your test (i.e., when do you reject Ho and when do you not reject Ho?), and justify that it indeed has type I error rate 0.05. In your justification, if you cite a theorem studied in class, please name that theorem or state the slide number and lecture note number that contains the theorem. tate12013
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