Math Problem Statement
STAT 432 PROBLEM SET 3a (1).pdf
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Solution
The uploaded document is a problem set on hypothesis testing from the "Testing of Hypothesis" course (STAT 432) at Egerton University's Mathematics Department. Here is a breakdown of the problems provided:
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Problem 1: Develop a uniformly most powerful (UMP) test of size for a Bernoulli distribution parameter with hypotheses vs .
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Problem 2: For a normal distribution , with sample size 25, find a UMP test of size 0.05 for vs .
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Problem 3: For , determine sample size and UMP test for vs , given power values and .
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Problem 4: For , find the critical region for testing vs with and .
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Problem 5: For with unknown variance, show Monotone Likelihood Ratio (MLR) and derive UMP test for vs .
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Problem 6: For a Geometric distribution parameter , derive a UMP test of size for vs .
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Problem 7: For normal distribution with known mean and unknown variance, use MLR to derive UMP test for vs .
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Problem 8: For an exponential distribution with unknown parameter , derive a UMP test of size 0.05 for vs .
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Problem 9: For a Poisson distribution parameter , derive a UMP test of size for vs .
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Problem 10: For a distribution with density , derive a UMP test for vs .
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Problem 11: Test for significance in a Poisson model where the observed accident rate decreased from 3.0 to 2.5 over a four-week interval, at a 5% significance level.
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Problem 12: For a population with density function , find the most powerful test for vs .
Would you like a solution for a specific problem or further details on hypothesis testing concepts?
Exploration Questions:
- How is the Monotone Likelihood Ratio (MLR) property used in constructing hypothesis tests?
- What steps are involved in finding a uniformly most powerful (UMP) test?
- How does sample size influence the power of a hypothesis test?
- Why is it important to set the correct significance level when constructing a test?
- How do UMP tests differ when applied to discrete versus continuous distributions?
Tip: In hypothesis testing, a lower significance level reduces the likelihood of rejecting a true null hypothesis, but may also reduce the test's power to detect a false null. Balance is key for reliable conclusions.
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Math Problem Analysis
Mathematical Concepts
Hypothesis testing
Uniformly most powerful (UMP) tests
Monotone Likelihood Ratio (MLR) property
Power function
Critical region
Formulas
Bernoulli distribution
Normal distribution with specified mean and variance
Poisson distribution parameter testing
Geometric distribution
Exponential distribution parameter testing
Theorems
Neyman-Pearson Lemma
Uniformly Most Powerful Test Theorem
Monotone Likelihood Ratio (MLR) Theorem
Suitable Grade Level
Undergraduate (Advanced)
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