STATS:DATA+MODELS-W/DVD
STATS:DATA+MODELS-W/DVD
4th Edition
ISBN: 9780321986498
Author: DeVeaux
Publisher: PEARSON
Question
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Chapter 21, Problem 30E

a.

To determine

Explain the power of test.

b.

To determine

Explain the way to increase the power.

c.

To determine

Explain the disadvantage of lowering the cut off score.

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6. Let, for p = (0, 1), and xe R. X be a random variable defined as follows: P(X=-x) = P(X = x)=p. P(X=0)= 1-2p. Show that there is equality in Chebyshev's inequality for X. This means that Chebyshev's inequality, in spite of being rather crude, cannot be improved without additional assumptions.
4. Prove that, for any random variable X, the minimum of EIX-al is attained for a = med (X).
8. Recall, from Sect. 2.16.4, the likelihood ratio statistic, Ln, which was defined as a product of independent, identically distributed random variables with mean 1 (under the so-called null hypothesis), and the, sometimes more convenient, log-likelihood, log L, which was a sum of independent, identically distributed random variables, which, however, do not have mean log 1 = 0. (a) Verify that the last claim is correct, by proving the more general statement, namely that, if Y is a non-negative random variable with finite mean, then E(log Y) log(EY). (b) Prove that, in fact, there is strict inequality: E(log Y) < log(EY), unless Y is degenerate. (c) Review the proof of Jensen's inequality, Theorem 5.1. Generalize with a glimpse on (b).

Chapter 21 Solutions

STATS:DATA+MODELS-W/DVD

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