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Refer to Exercise 10.5.
a Find the power of test 2 for each of the following alternatives: θ = .1, θ = .4, θ = .7, and θ = 1.
b Sketch a graph of the power
c Compare the power function in part (b) with the power function that you found in Exercise 10.89 (this is the power function for test 1, Exercise 10.5). What can you conclude about the power of test 2 compared to the power of test 1 for all θ ≥ 0?
10.89 Refer to Exercise 10.5. Find the power of test 1 for each alternative in (a)–(e).
a θ = .1.
b θ = .4.
c θ = .7.
d θ = 1.
e Sketch a graph of the power function.
10.5 Let Y1 and Y2 be independent and identically distributed with a uniform distribution over the interval (θ, θ + 1). For testing H0: θ = 0 versus Ha: θ > 0, we have two competing tests:
Test 1: Reject H0 if Y1 > .95.
Test 2: Reject H0 if Y1 + Y2 > c.
Find the value of c so that test 2 has the same value for α as test 1. [Hint: In Example 6.3, we derived the density and distribution function of the sum of two independent random variables that are uniformly distributed on the interval (0, 1).]
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Chapter 10 Solutions
Mathematical Statistics with Applications
- Theorem 2.6 (The Minkowski inequality) Let p≥1. Suppose that X and Y are random variables, such that E|X|P <∞ and E|Y P <00. Then X+YpX+Yparrow_forwardTheorem 1.2 (1) Suppose that P(|X|≤b) = 1 for some b > 0, that EX = 0, and set Var X = 0². Then, for 0 0, P(X > x) ≤e-x+1²² P(|X|>x) ≤2e-1x+1²² (ii) Let X1, X2...., Xn be independent random variables with mean 0, suppose that P(X ≤b) = 1 for all k, and set oσ = Var X. Then, for x > 0. and 0x) ≤2 exp Σ k=1 (iii) If, in addition, X1, X2, X, are identically distributed, then P(S|x) ≤2 expl-tx+nt²o).arrow_forwardTheorem 5.1 (Jensen's inequality) state without proof the Jensen's Ineg. Let X be a random variable, g a convex function, and suppose that X and g(X) are integrable. Then g(EX) < Eg(X).arrow_forward
- Can social media mistakes hurt your chances of finding a job? According to a survey of 1,000 hiring managers across many different industries, 76% claim that they use social media sites to research prospective candidates for any job. Calculate the probabilities of the following events. (Round your answers to three decimal places.) answer parts a-c. a) Out of 30 job listings, at least 19 will conduct social media screening. b) Out of 30 job listings, fewer than 17 will conduct social media screening. c) Out of 30 job listings, exactly between 19 and 22 (including 19 and 22) will conduct social media screening. show all steps for probabilities please. answer parts a-c.arrow_forwardQuestion: we know that for rt. (x+ys s ا. 13. rs. and my so using this, show that it vye and EIXI, EIYO This : E (IX + Y) ≤2" (EIX (" + Ely!")arrow_forwardTheorem 2.4 (The Hölder inequality) Let p+q=1. If E|X|P < ∞ and E|Y| < ∞, then . |EXY ≤ E|XY|||X|| ||||qarrow_forward
- Theorem 7.6 (Etemadi's inequality) Let X1, X2, X, be independent random variables. Then, for all x > 0, P(max |S|>3x) ≤3 max P(S| > x). Isk≤narrow_forwardTheorem 7.2 Suppose that E X = 0 for all k, that Var X = 0} x) ≤ 2P(S>x 1≤k≤n S√2), -S√2). P(max Sk>x) ≤ 2P(|S|>x- 1arrow_forwardThree players (one divider and two choosers) are going to divide a cake fairly using the lone divider method. The divider cuts the cake into three slices (s1, s2, and s3).If the chooser's declarations are Chooser 1: {s3} and Chooser 2: {s3}, which of the following is a fair division of the cake?arrow_forwardTheorem 1.4 (Chebyshev's inequality) (i) Suppose that Var X x)≤- x > 0. 2 (ii) If X1, X2,..., X, are independent with mean 0 and finite variances, then Στη Var Xe P(|Sn| > x)≤ x > 0. (iii) If, in addition, X1, X2, Xn are identically distributed, then nVar Xi P(|Sn> x) ≤ x > 0. x²arrow_forwardTheorem 2.5 (The Lyapounov inequality) For 0arrow_forwardTheorem 1.6 (The Kolmogorov inequality) Let X1, X2, Xn be independent random variables with mean 0 and suppose that Var Xk 0, P(max Sk>x) ≤ Isk≤n Σ-Var X In particular, if X1, X2,..., X, are identically distributed, then P(max Sx) ≤ Isk≤n nVar X₁ x2arrow_forwardarrow_back_iosSEE MORE QUESTIONSarrow_forward_iosRecommended textbooks for you
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