ISyE 3039 HW2 Solutions

Page 1 of 7

Problem 1:


ISyE 3039 HW2 Solutions

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Problem 2:






ISy
Page 3 of

Problem
yE 3039 HW
7
m 3:
W2 Solutions





ISy
Page 4 of

Use
yE 3039 HW
7
=0.05. Wha
W2 Solutions
t are the pra

actical implica














ations if the nnull hypothessis is rejectedd?

ISyE 3039 HW2 Solutions

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Problem 4: This problem is based on 4.28 but H
1
is different from the textbook
Suppose we wish to test the hypotheses
E
0
: p = 1S
E
1
: p > 1S
where we know that o
2
= 9.u. If the true mean is really 20, what sample size must
be used to ensure that the probability of type II error is no greater than 0.10?
Assume that o = u.uS.

The sample mean has the distribution: X

~N(2u,
9
n
), but test statistic is
X

-15
9n
.
Then type II error is
[ = Pi _
X

-1S
9n
< Z
0.05
_ = Pi _
X

-2u
9n
< 1.64S -
S
9n
_ = (1.64S -1.667n) u.1
From Normal CDF table, we have
1.64S - 1.667n -1.29
or
n S.1u
Therefore, the sample size should be 4 or larger.

ISyE 3039 HW2 Solutions

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Problem 5

Another way is to compute the test statistic based on the sum, i.e. on x

n
=1
~P0I(nz), but in
this way, the Poisson distribution is approximated by N(nz, nz), not N(z, zn). The test
statistic is Z
0
= ( x

n
=1
- nz
0
)nz
0
. Reject E
0
: z = z
0
if |Z
0
| > Z
u2

This two methods are equivalent. For example, if we use data of this problem, then we have
x

n
=1
= 11, n = 1uu, z
0
= u.1S
And we can compute that Z
0
=
(11-15)
15
= -1.uS28 which is the same as method 1.
ISyE 3039 HW2 Solutions

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Problem 6: Extra credits



If the sample sizes of two populations are equal (denoted as n), then we can develop confidence
interval based on t-statistics for x
1
-x
2
, which is supposed to be normally distributed with
mean p
1
-p
2
and variance o
1
2
+ o
2
2
.
So we can pair the individual measurements from the two groups and get sampled values of
x
1
-x
2
, and compute their mean x' and standard deviation s', so the confidence interval is
x
i
- t
u2,n-1
s'
n
p
1
- p
2
x
i
+ t
u2,n-1
s'
n

Since the individual measurements within a group are independent to each other. We do not care
about how to pair.
If the sample sizes of two populations are not equal, then we cannot apply such a simple method
but need Equations 4.57 for confidence interval:

where degrees of freedom v is given by Equation 4.55