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Assignment 1
|X/n 1/2|
p
,
1/(4n)
find the critical value, c , that I should you use for a test of the form C = {T c }.
(b) Work out which specific values of X correspond to T (X) c .
(c) Calculate the power of this test versus the alternative that p = 0.55.
Hint: n is sufficiently large in this problem that normal approximations to the probabilities
are appropriate.
3. We conduct an experiment where there are only four possible outcomes:A, B, C, or D. There
are four possible distributions on these outcomes corresponding to = 0, 1, 2, or 3 respectively.
These distributions are
A
B
C
D
0
0.25
0.25
0.25
0.25
1
0.5
0.25
0.13
0.12
2
0.12
0.13
0.25
0.5
3
0.8
0.1
0.05
0.05
I want a test that decides between the null hypothesis = 0 versus the alternative 6= 0 (or,
in other words, the alternative that is either 1, 2, or 3).
(a) Consider the test that has the critical region {B}. Calculate the level of this test, and
calculate the power under each of the alternatives = 1, 2, or 3.
(b) Find the LRT for testing H0 : = 0 versus HA : 6= 0 with level = 0.25.
(c) Is it possible for the test with critical region {B} to be more powerful than the LRT?
Explain your reasoning.
4. Suppose that we have two independent observations X1 , X2 from a Poisson distribution with
unknown mean . We want to test the null hypothesis that H0 : = 3 versus HA : = 4.
(a) Show that the most powerful test of level = 0.05 has a critical region of the form
x1 +x2
4
>k
3
(b) Use a MGF argument to show that X1 + X2 Poisson(2).
(c) Prove that
X1 + X2 > k
is an equivalent critical region to the most powerful test in part (a).
(d) Use the Poisson distribution to find k such that this test has size no bigger than 0.05.
(e) Calculate the power of this test.