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MTH 202 : Probability and Statistics

Homework 8 3rd April, 2017

Submission : Submit solutions of 1, 3, 4, 5, 8 before 8th April, 2017.

(1) Given f (x) = px (1 − p), x = 0, 1, 2, . . . , and the hypotheses


H0 : p = 0.9 and H1 : p = 0.5, find the values of α and β if this
hypothesis is to be tested by means of a single observed value
of X and the critical region consists of the points {0, 1}.
[Ref : Exercise-14, Page-118, Hoel]

(2) A bag is known to contain eight balls, of which either one or


two are white and the rest black. To test the hypothesis that
there is only one white ball, balls are drawn until a white ball
appears. Let X equal the number of balls drawn and find f (x)
under both hypothesis. Carry out the test if X = 4 and a good
critical region of approximate size α = 0.25 is selected. [Ref :
Exercise-21, Page-119, Hoel]

Solution : The hypothesis are set as follows


H0 : 1 white and 7 black balls
H1 : 2 white and 6 black balls
We assume that the balls are drawn without replacement. Let
f0 (x) and f1 (x) denote the densities of X in the situations H0
and H1 respectively. Then f0 (x) and f1 (x) are given by
(
1/8 if x = 1, 2, . . . , 8
f0 (x) =
0 elsewhere


 1/4 if x = 1



 3/14 if x = 2

5/28 if x = 3





1/7 if x = 4
f1 (x) =

 3/28 if x = 5

1/14 if x = 6








 1/28 if x = 7

0 elsewhere
1
2

Now it is given that 0.25 = α = P (X ∈ C|H0 ) = |C|/8, where


C is the critical region. This implies |C| = 2. Next to minimize
β = P (X 6∈ C|H1 ) we need to choose two points x1 and x2
from {1, 2, . . . , 8} such that f1 (x1 ) + f1 (x2 ) is maximum. Hence
C = {x1 , x2 } = {1, 2}. Finally 4 6∈ C, which implies we can
accept H0 .

(3) Given
(
(1 + θ)xθ if θ > 0, 0 ≤ x ≤ 1
f (x; θ) =
0 elsewhere
if the hypothesis H0 : θ = 2 is to be tested by taking single
observation on X and using the interval x < 0.25 as the critical
region, (a) calculate the value of α, and (b) calculate the prob-
ability of determining that H0 is false if the true value of θ is 3.
[Ref : Exercise-16, Page-118, Hoel]

(4) What critical region consisting of a single interval with α = 0.5


would you choose in previous problem if you wanted a critical
region that minimizes β? [Ref : Exercise-17, Page-118, Hoel]

(5) Let X be normally distributed with mean µ and variance σ 2 =


4. If you are testing the hypothesis H0 : µ = 1 against the
alternative H1 : µ = −6, by means of a single observed value of
X, and if the critical region is chosen to be the interval X < −2,
what are the values of α and β? [Ref : Exercise-18, Page-118,
Hoel]

(6) A box is known to contain either three red and four black balls
or four red and three black balls. Three balls are to be drawn
and on the basis of their colors a decision as to the contents of
the box will be made. If H0 corresponds to three red and four
black balls and if H0 will be accepted unless three red balls are
obtained, what are the values of α and β here? [Ref : Exercise-
19, Page-118, Hoel]

Solution : The hypothesis are set up as,


H0 : 3 red and 4 black balls
H1 : 4 red and 3 black balls
The critical region is given as 3 red balls. Hence
   
3 7
α = P (obtaining 3 red balls|H0 ) = / = 1/35
3 3
3

and
β = P (not obtaining 3 red balls|H1 )
= 1 − P (obtaining 3 red balls|H1 )
= 1 − 43 / 73 = 1 − 4/35 = 31/35
 

(7) If the scores on a set of examination papers are changed by (a)


adding 10 points to all scores, (b) increasing all scores by 10%,
what effects will these changes have on the mean and standard
deviation? [Ref : Exercise-22, Page-119, Hoel]

Solution : Let N be the number of papers and x1 , . . . , xN


denote the scores. Then
N N
1 X 2 1 X
µ= xi , σ = (xi − µ)2
N i=1 N i=1

(a) The new set of value are x01 = x1 + 10, . . . , x0N = xN + 10.
Hence the revised mean and the standard deviations are
µ0 = µ + 10, (σ 0 )2 = σ 2
since x0i − µ0 = xi − µ for each i = 1, . . . , N .
(b) The new set of value are x01 = 1.1x1 , . . . , x0N = 1.1xN . Hence
the revised mean and the standard deviations are
µ0 = 1.1µ, (σ 0 )2 = (1.1)2 σ 2

(8) Given the density


(
1/θ if 0 < x < θ,
f (x; θ) =
0 elsewhere
if you are testing the hypothesis H0 : θ = 3 against H1 : θ = 2
by means of a single observed value of X, (a) what would the
sizes of the type-I and type-II errors be if you choose the interval
x < 1 as the critical region? (b) What would the sizes of those
errors be if you choose the interval 1 < x < 2 as the critical
region? [Ref : Exercise-27, Page-119, Hoel]

(9) A professional pollster is hired to estimate the proportion of


voters who favour a proposed bond issue. If the estimate must
be correct to within 0.03 units of the true proportion with a
probability of 0.90, how large the sample should be taken?
[Ref : Exercise-31, Page-163, Hoel]
4

Solution : Here we wish to estimate p̂ = 0.5 (assigning equal


probability to vote for or against the proposed bond) with a
90% confidence interval. Hence we have
 r r 
p̂(1 − p̂) p̂(1 − p̂)
P p̂ − 1.64 < p < p̂ + 1.64 = 0.9
n n
The confidence is interval is thus
 r r 
(0.5)(0.5) (0.5)(0.5)
0.5 − 1.64 , 0.5 + 1.64
n n
For the accuracy up to 0.03 units we require
r
(0.5)(0.5)
1.64 ≤ 0.03 =⇒ n ≥ 747
n

(10) A purchaser of bricks believes that the quality of the bricks is de-
teriorating. From past experience the mean crushing strength
of such bricks is 400 pounds with a standard deviation of 20
pounds. A sample of 100 bricks yielded a mean of 395 pounds.
Test the hypothesis that the mean quality has not changed
against the alternative that it has deteriorated. [Ref : Exercise-
41, Page-164, Hoel]

Solution : We set up the hypothesis H0 : µ = 400 lbs against


H1 : µ < 400 lbs. From the description of the alternate hypoth-
esis, the test is going to be left tailed. Hence the critical region
C for the test with α = 0.05 is given by
 
X − 400
P √ ≤ t0 = 0.05
20/ 100
X−400
where 20/ √
100
satisfy approximately the standard normal distri-
bution. Hence from the table of standard normal distribution
t0 = −1.645. This means
20
C = (−∞, 400 − × (1.645)) = (−∞, 396.71)
10
Since the sample mean 395 ∈ C, the null hypothesis H0 is
rejected.

(11) A biologist has mixed a spray designed to kill 70% of a certain


type of insect. If a spraying of 200 such insects killed 130 of
them, would you conclude that this mixture was satisfactory?
[Ref : Exercise-42, Page-164, Hoel]
5

Solution : The hypothesis is set up as H0 : p = 0.7 against


the alternate hypothesis H1 : p < 0.7, since it would not be
unacceptable if the spray kills more insects. The test is therefore
left tailed. The mean µ and the standard deviation σ for the
test is given by
r
(0.7)(1 − 0.7)
µ = 0.7, σ = = 0.0324
200
p̂−0.7
Now assuming the sample is large, the random variable 0.0324
satisfy approximately the standard normal distribution. Using
the table of standard normal distribution
 
p̂ − 0.7
P ≤ 1.645 = 0.05
0.0324
i.e. the critical region C for the test with α = 0.05 is given by
C = (0, 0.7 − (0.0324)(1.645)) = (0, 0.647)
Now since the sample mean 130/200 = 0.65 6∈ C, the null
hypothesis H0 is accepted, which means the mixture is satisfac-
tory.
(12) Suppose X and Y are the means of two samples of size n each
from a normal population with variance σ 2 . Determine n so
that the probability will be about 0.95 that the two sample
means will differ by less than σ. [Ref : Exercise-50, Page-164,
Hoel]

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