Math Problem Statement

STAT 432 PROBLEM SET 3a (1).pdf

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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:

  1. Problem 1: Develop a uniformly most powerful (UMP) test of size α\alpha for a Bernoulli distribution parameter θ\theta with hypotheses H0:θ=12H_0: \theta = \frac{1}{2} vs H1:θ<12H_1: \theta < \frac{1}{2}.

  2. Problem 2: For a normal distribution N(θ,100)N(\theta, 100), with sample size 25, find a UMP test of size 0.05 for H0:θ=75H_0: \theta = 75 vs H1:θ>75H_1: \theta > 75.

  3. Problem 3: For N(θ,16)N(\theta, 16), determine sample size and UMP test for H0:θ=25H_0: \theta = 25 vs H1:θ<25H_1: \theta < 25, given power values π(25)=0.10\pi(25) = 0.10 and π(23)=0.90\pi(23) = 0.90.

  4. Problem 4: For N(θ,1)N(\theta, 1), find the critical region for testing H0:θ=2H_0: \theta = 2 vs H1:θ<2H_1: \theta < 2 with n=10n = 10 and α=0.05\alpha = 0.05.

  5. Problem 5: For N(0,σ2)N(0, \sigma^2) with unknown variance, show Monotone Likelihood Ratio (MLR) and derive UMP test for H0:θ=4H_0: \theta = 4 vs H1:θ>4H_1: \theta > 4.

  6. Problem 6: For a Geometric distribution parameter θ\theta, derive a UMP test of size α\alpha for H0:θθ0H_0: \theta \geq \theta_0 vs H1:θ<θ0H_1: \theta < \theta_0.

  7. Problem 7: For normal distribution with known mean and unknown variance, use MLR to derive UMP test for H0:σ2σ02H_0: \sigma^2 \leq \sigma_0^2 vs H1:σ2>σ02H_1: \sigma^2 > \sigma_0^2.

  8. Problem 8: For an exponential distribution with unknown parameter β\beta, derive a UMP test of size 0.05 for H0:β=12H_0: \beta = \frac{1}{2} vs H1:β<12H_1: \beta < \frac{1}{2}.

  9. Problem 9: For a Poisson distribution parameter λ\lambda, derive a UMP test of size α\alpha for H0:λ4.0H_0: \lambda \leq 4.0 vs H1:λ>4.0H_1: \lambda > 4.0.

  10. Problem 10: For a distribution with density f(x;θ)=θxθ1ex/θf(x; \theta) = \theta x^{\theta - 1} e^{-x / \theta}, derive a UMP test for H0:θ=6H_0: \theta = 6 vs H1:θ>6H_1: \theta > 6.

  11. 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.

  12. Problem 12: For a population with density function f(x;θ)=12θ3x2ex/θf(x; \theta) = \frac{1}{2\theta^3} x^2 e^{-x/\theta}, find the most powerful test for H0:θ=3H_0: \theta = 3 vs H1:θ>3H_1: \theta > 3.

Would you like a solution for a specific problem or further details on hypothesis testing concepts?


Exploration Questions:

  1. How is the Monotone Likelihood Ratio (MLR) property used in constructing hypothesis tests?
  2. What steps are involved in finding a uniformly most powerful (UMP) test?
  3. How does sample size influence the power of a hypothesis test?
  4. Why is it important to set the correct significance level α\alpha when constructing a test?
  5. How do UMP tests differ when applied to discrete versus continuous distributions?

Tip: In hypothesis testing, a lower significance level α\alpha 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)