0 views

Uploaded by YogiWahyudi

Teorema Neymar Pearson

- Prob Distribution-Intro TVS
- Statistics Syllabus
- Hypothesis Testing
- Am s 20 x Practice Final
- STRATIFICATION.docx
- Research Methodology UNIT IV
- ESM2001
- report 1
- Annex III - BSCE Course Specifications OCT. 24, 2017).docx
- Basic Principles of Quality Acceptance
- AssignmentII
- Constructing a Normal Curve.xls
- Statistics Memo
- Sampling
- example independent sample t test.pdf
- Homework 3
- Ergonomic Evaluation of the Angle of Abduction in Laptops Environment
- Mathcad - Example Sheet.pdf
- P416_Lec3_S07 - توزيع جاوس.ppt
- ME GATE-2018 Paper 3-FEB-2018 Morning Session Ans Qns

You are on page 1of 2

Grinshpan

Let X1 , . . . , Xn , be a random sample from a normal distribution with unknown mean µ and

known variance σ 2 . Suggested are two simple hypotheses: µ = µ0 and µ = µ1 .

Given 0 < α < 1, what would the likelihood ratio test at significance level α be?

The answer turns out to be directly related to the sample mean X.

Let us write Xi ≈ xi to indicate the event that Xi takes a value in a small interval about xi ,

1 2 2

so that P (Xi ≈ xi ) = √ e−(xi −µ) /2σ dxi . By independence, we then have

2πσ

n

Y

P (X1 ≈ x1 , . . . , Xn ≈ xn |µ = µ0 ) = P (Xi ≈ xi |µ = µ0 )

i=1

n

Y 1 2 2

= √e−(xi −µ0 ) /2σ dxi

i=1

2πσ

n

( )

√ 1 X

= ( 2πσ)−n exp − 2 (xi − µ0 )2 dx1 . . . dxn .

2σ

i=1

Similarly,

n

( )

√ −n 1 X

P (X1 ≈ x1 , . . . , Xn ≈ xn |µ = µ1 ) = ( 2πσ) exp − 2 (xi − µ1 )2 dx1 . . . dxn .

2σ

i=1

So the likelihood ratio is

P (X1 ≈ x1 , . . . , Xn ≈ xn |µ = µ0 )

l(x1 , . . . , xn ) =

P (X1 ≈ x1 , . . . , Xn ≈ xn |µ = µ1 )

n

( )

1 X 2 2

= exp (xi − µ1 ) − (xi − µ0 )

2σ 2

i=1

n(µ0 − µ1 ) µ0 + µ1

= exp x− .

σ2 2

Observe that the condition l(x1 , . . . , xn ) < c is equivalent to

µ0 + µ1 σ 2 ln c

x > c̃ = + ,

2 n(µ0 − µ1 )

if µ0 < µ1 , and to x < c̃, if µ0 > µ1 . Therefore, any likelihood ratio criterion of the form

l(X1 , . . . , Xn ) < c reduces to the a simple bound on the sample mean, X > c̃ or X < c̃.

One says that X is the statistic of the criterion. The critical threshold c̃ is determined by α.

c̃ − µ0

α = P (l(X1 , . . . , Xn ) < c|µ = µ0 ) = P (X > c̃|µ = µ0 ) = P Z > √ .

σ/ n

√

Hence c̃ = µ0 + zα σ/ n, where zα is the upper α–quantile for the standard Gaussian.

Note that c̃ does not depend on µ1 .

Let us also determine the probability of a type II error.

c̃ − µ1

β = P (l(X1 , . . . , Xn ) ≥ c|µ = µ1 ) = P (X ≤ c̃|µ = µ1 ) = P Z ≤ √ .

σ/ n

√

n

Hence β = P Z ≤ zα +(µ0 − µ1 ) . Note that β is monotone decreasing as a function of n.

√ σ

n

Furthermore, zα +(µ0 − µ1 ) = −zβ or

σ

2

zα + z β

n= σ ,

µ1 − µ0

which is the minimum sample size needed for the type I and type II errors not to exceed the

respective values of α and β. In fact, dne should be taken.

threshold c̃, the probability of a type II error β, and the power of the test 1 − β.

√

Solution. We have c̃ = µ0 + z0.05 σ/ 25 = 0 + 1.645/5 = 0.329. So the hypothesis µ = 0 is to

be rejected whenever X > 0.329. The chance of a type II error is

β = P (Z ≤ 1.645 + (0 − 1) · 5) = P (Z ≤ −3.355) = 0.0004.

The power is 1 − β = 0.9996.

be made for the probability of a type II error not to exceed 0.1?

2

1.645 + 1.282

n= · 1 ≈ 8.6.

1−0

Hence 9 observations are needed to be made.

- Prob Distribution-Intro TVSUploaded byAman Thakur
- Statistics SyllabusUploaded byMehraj Ahmed
- Hypothesis TestingUploaded byM Manjunath
- Am s 20 x Practice FinalUploaded byAnonymous omxmIe2e
- STRATIFICATION.docxUploaded byJezreel Oblino
- Research Methodology UNIT IVUploaded bySekar M
- ESM2001Uploaded byRoger Fabian Molina Salvador
- report 1Uploaded byapi-318014513
- Annex III - BSCE Course Specifications OCT. 24, 2017).docxUploaded byMarianne Lou Palomar
- Basic Principles of Quality AcceptanceUploaded bymohammedzeeshan
- AssignmentIIUploaded byMahi On D Rockzz
- Constructing a Normal Curve.xlsUploaded byrose mary
- Statistics MemoUploaded byLeslie Fillip
- SamplingUploaded bySyed Imam Bakhar
- example independent sample t test.pdfUploaded byYamuna Govindaraj
- Homework 3Uploaded byKushagra Singhal
- Ergonomic Evaluation of the Angle of Abduction in Laptops EnvironmentUploaded byAnonymous 7VPPkWS8O
- Mathcad - Example Sheet.pdfUploaded byAirways Siahaan
- P416_Lec3_S07 - توزيع جاوس.pptUploaded bytamann2004
- ME GATE-2018 Paper 3-FEB-2018 Morning Session Ans QnsUploaded bySHAIK SADIKBASHA
- Errata for Pitman ProbabilityUploaded bygrzerysz
- Chapter 7Uploaded byRabia Samdani
- GraphPad - FAQ 1383 - Why Use N-1 When Calculating a Standard DeviationUploaded bySuvam
- test_10b_ (2)Uploaded byshaverlock13
- 14621confidenceintervals-160909005556Uploaded byJasMisionMXPachuca
- Bell CurveUploaded byJessica Grimes
- test_10b_Uploaded bycamillesyp
- spract5Uploaded byaloomatar
- Murtha 2002Uploaded byEbrahim Soleimani
- Tutorial-Answers ECON1203 Week7workshop ForstudentsUploaded bysdfklmjsdlklskfjd

- (5)SebaranFungsiPeubahAcakUploaded byVita Tria Oyraevoul
- 4.-Ekspektasi-Matematika-TP-10.09.14.pdfUploaded byYogiWahyudi
- TrigonometriUploaded byYogiWahyudi
- Makalah Respirasi MolekulerUploaded byYogiWahyudi
- JudulPraktikum Yy(1)Uploaded byYogiWahyudi
- Proposal Alat (Revisi)Uploaded byAlfi Firman Syah
- jurnaltyas15fix-140331065951-phpapp01Uploaded byYogiWahyudi
- jurnaltyas15fix-140331065951-phpapp01Uploaded byYogiWahyudi
- Pengenalan HardwareUploaded byYogiWahyudi
- 97386_cover Praktikum 2017Uploaded byYogiWahyudi

- courseMaterial-4Uploaded bySofiaaleeo
- Albert Lassiter v. Janet Reno, United States Attorney General Eduardo Gonzalez, Director, United States Marshal Service Helen F. Fahey, United States Attorney U.S. Marshal Service, 86 F.3d 1151, 4th Cir. (1996)Uploaded byScribd Government Docs
- Cultus Arborum a Descriptive Account of Phallic Tree WorshipUploaded byAlex Robles García
- Umblachery CattleUploaded byGangaSudan
- Paradental CystUploaded byYulinda Primilisa
- for portfolioUploaded byapi-319837162
- Accelerator-driven Subcritical Reactor - WikipediaUploaded byJohn
- Testing of Hypothesis-AGBSUploaded bySonam Goel
- fall 2017 swk 331 practice iUploaded byapi-374842636
- Panasonic Ohsas 18001 Manual 2014Uploaded byasimnaqvi2003
- 04 LloydUploaded byajeeshsbabu
- Mental Ability1Uploaded byadityareal28
- Brain BreaksUploaded byMiriam Garcia Rodriguez
- EZG_23Uploaded byensmartis
- INCLUSIVE EDUCATION AND EQUploaded byAnonymous CwJeBCAXp
- 20140918Uploaded byកំពូលបុរសឯកា
- Salient Features of Philippine DecentralizationUploaded byJess Dion
- Exp1 Simple and Fractional DistillationUploaded byCheng Bauzon
- service_manuals_for_lithotripsy.pdfUploaded byBradda Derru Nesta Marley
- Assessed CourseworkUploaded byrandyooiscribd
- Firestop Products_Technical DataUploaded byCatanescu Alexandru-Laurentiu
- Wq Water Quality IndexUploaded byBlindz0
- Efecto Del Masaje en CiclismoUploaded byDanny Maturana Arenas
- Ophthalmology Emergencies HandoutUploaded byMutiara Sazkia
- Stub EndUploaded byMOHAMMAD ASIF
- FormationofSedimentaryRock HostedStratiformCopperDepositsthroughEarthHistory EG 2010 HitzmanUploaded byPaulo
- Notes on Hypothesis TestingUploaded byMeghraj Sapkota
- Rule 110 Case Digests CrimProUploaded byAndrea Victoria
- 04353647Uploaded byFong EeMay
- Nettle 2006Uploaded byAshley Sellers