MATH 476/563

HOMEWORK 6
SOLUTIONS
1. Problem 10.2 in the book.
201
Chapter 10: Hypothesis Testing

10.1 See DeIinition 10.1.

10.2 Note that Y is binomial with parameters n 20 and p.
a. II the experimenter concludes that less than 80 oI insomniacs respond to the drug
when actually the drug induces sleep in 80 oI insomniacs, a type I error has
occurred.
b. P(reject H
0
, H
0
true) P(Y 12 , p .8) .032 (using Appendix III).
c. II the experimenter does not reject the hypothesis that 80 oI insomniacs respond to
the drug when actually the drug induces sleep in Iewer than 80 oI insomniacs, a
type II error has occurred.
d. (.6) P(Iail to reject H
0
, H
a
true) P(Y ~ 12 , p .6) 1 P(Y 12 , p .6) .416.
e. (.4) P(Iail to reject H
0
, H
a
true) P(Y ~ 12 , p .4) .021.

10.3 a. Using the Binomial Table, P(Y 11 , p .8) .011, so c 11.
b. (.6) P(Iail to reject H
0
, H
a
true) P(Y ~ 11 , p .6) 1 P(Y 11 , p .6) .596.
c. (.4) P(Iail to reject H
0
, H
a
true) P(Y ~ 11 , p .4) .057.

10.4 The parameter p proportion oI ledger sheets with errors.
a. II it is concluded that the proportion oI ledger sheets with errors is larger than .05,
when actually the proportion is equal to .05, a type I error occurred.
b. By the proposed scheme, H
0
will be rejected under the Iollowing scenarios (let E
error, N no error):
Sheet 1 Sheet 2 Sheet 3
N N .
N E N
E N N
E E N

With p .05, P(NN) P(NEN) P(ENN) P(EEN) (.95)
2
2(.05)(.95)
2

(.05)
2
(.95) .995125.
c. II it is concluded that p .05, but in Iact p ~ .05, a type II error occurred.
d. (p
a
) P(Iail to reject H
0
, H
a
true) P(EEE, NEE, or ENE , p
a
) . ) 1 ( 2
3 2
a a a
p p p +

10.5 Under H
0
, Y
1
and Y
2
are uniIorm on the interval (0, 1). From Example 6.3, the
distribution oI U Y
1
Y
2
is

s <
s s
=
2 1 2
1 0
) (
u u
u u
u g
Test 1: P(Y
1
~ .95) .05 .
Test 2: .05 P(U ~ c)
}

2
) 2 (
c
du u 2 2c .5c
2
. Solving the quadratic gives
the plausible solution oI c 1.684.


2. Problem 10.6 in the book.
202 Chapter 10: Hypothesis Testing
Instructor`s Solutions Manual

10.6 The test statistic Y is binomial with n 36.
a. P(reject H
0
, H
0
true) P(,Y 18, 4 , p .5) P(Y 14) P(Y 22) .243.
b. P(Iail to reject H
0
, H
a
true) P(,Y 18, 3 , p .7) P(15 Y 21, p .7)
.09155.

10.7 a. False, H
0
is not a statement involving a random quantity.
b. False, Ior the same reason as part a.
c. True.
d. True.
e. False, this is given by .
f. i. True.
ii. True.
iii. False, and behave inversely to each other.

10.8 Let Y
1
and Y
2
have binomial distributions with parameters n 15 and p.
a. P(reject H
0
in stage 1 , H
0
true) P(reject H
0
in stage 2 , H
0
true)
) , 6 ( ) 4 ( ) 3 , 6 ( ) 4 (
1 2 1
3
0
1 1 2 1 1
i Y Y Y P Y P Y Y Y P Y P
i

) ( ) 6 ( ) 4 (
1 2
3
0
1
i Y P i Y P Y P
i

.0989 (calculated with p .10).

Using R, this is Iound by:
> 1 - pbinom(3,15,.1)+sum((1-pbinom(5-0:3,15,.1))*dbinom(0:3,15,.1))
[1] 0.0988643

b. Similar to part a with p .3: .9321.
c. P(Iail to reject H
0
, p .3)
) ( ) 5 ( ) 5 , (
1
3
0
2 2 1
3
0
1
i Y P i Y P Y Y i Y P
i i



.0679.

10.9 a. The simulation is perIormed with a known p .5, so rejecting H
0
is a type I error.
b.-e. Answers vary.
f. This is because oI part a.
g.-h. Answers vary.

10.10 a. An error is the rejection oI H
0
(type I).
b. Here, the error is Iailing to reject H
0
(type II).
c. H
0
is rejected more Irequently the Iurther the true value oI p is Irom .5.
d. Similar to part c.

10.11 a. The error is Iailing to reject H
0
(type II).
b.-d. Answers vary.

10.12 Since and behave inversely to each other, the simulated value Ior should be smaller
Ior .10 than Ior .05.

10.13 The simulated values oI and should be closer to the nominal levels speciIied in the
simulation.

3. Problem 10.43 in the book.
Chapter 10: Hypothesis Testing 207
Instructor`s Solutions Manual


10.42 Using the sample size Iormula given in this section, we have
37 . 607
2
0
2 2
) (
) (
= =

o +
| o
a
z z
n ,
so a sample size oI 608 will provide the desired levels.

10.43 Let
1
and
2
denote the mean dexterity scores Ior those students who did and did not
(respectively) participate in sports.
a. For H
0
:
1

2
0 vs. H
a
:
1

2
~ 0 with .05, the rejection region is z ~ 1.645}
and the computed test statistic is
49 .
68 . 31 19 . 32
37
) 56 . 4 (
37
) 34 . 4 (
2 2
=
+

= z .
Thus H
0
is not rejected: there is insuIIicient evidence to indicate the mean dexterity
score Ior students participating in sports is larger.

b. The rejection region, written in terms oI the sample means, is
702 . 1 645 . 1
37
) 56 . 4 (
37
) 34 . 4 (
2 1
2 2
= + > Y Y .
Then, ( ) . 1056 . ) 25 . 1 ( ) 3 , 702 . 1 (
2 1
`
3 703 . 1
2 1 2 1
= < = s = = s = |

o

Z P Z P Y Y P
Y Y

10.44 We require
( )
|
.
|

\
|
> = = > = o
o + o

n
c
Z P c Y Y P
/
0
2 1 2 1 2
2
2
1
) 0 , ( , so that
2
2
2
1
o + o
o
=
n c
z . Also,
|
.
|

\
|
s = = s = |
o + o

2
2
2
1
) 3 (
2 1 2 1
) 3 , (
n c
Z P c Y Y P , so that
2
2
2
1
) 3 (
o + o

|
=
n c
z . By eliminating c
in these two expressions, we have
n n
z z
2
2
2
1
2
2
2
1
3
o + o
|
o + o
o
= . Solving Ior n, we have
66 . 47
2
2 2 2
3
| ) 56 . 4 ( ) 34 . 4 |( ) 645 . 1 ( 2
= =
+
n .
A sample size oI 48 will provide the required levels oI and .

10.45 The 99 CI is 155 . 22 . 576 . 2 43 . 1 65 . 1
35
) 22 (.
30
) 26 (.
2 2
= + or (.065, .375). Since the
interval does not contain 0, the null hypothesis should be rejected (same conclusion as
Ex. 10.21).

10.46 The rejection region is
o
u
>
o
u u
z
`
`
0
, which is equivalent to
u
o
o u < u
` 0
`
`
z . The leIthand
side is the 100(1 ) lower conIidence bound Ior .

10.47 (ReIer to Ex. 10.32) The 95 lower conIidence bound is
1060
) 46 (. 54 .
645 . 1 54 . .5148.
Since the value p .50 is less than this lower bound, it does not represent a plausible
value Ior p. This is equivalent to stating that the hypothesis H
0
: p .50 should be
rejected.

4. Problem 10.44 in the book.
Date: Spring 2014.
1
Chapter 10: Hypothesis Testing 207
Instructor`s Solutions Manual


10.42 Using the sample size Iormula given in this section, we have
37 . 607
2
0
2 2
) (
) (
= =

o +
| o
a
z z
n ,
so a sample size oI 608 will provide the desired levels.

10.43 Let
1
and
2
denote the mean dexterity scores Ior those students who did and did not
(respectively) participate in sports.
a. For H
0
:
1

2
0 vs. H
a
:
1

2
~ 0 with .05, the rejection region is z ~ 1.645}
and the computed test statistic is
49 .
68 . 31 19 . 32
37
) 56 . 4 (
37
) 34 . 4 (
2 2
=
+

= z .
Thus H
0
is not rejected: there is insuIIicient evidence to indicate the mean dexterity
score Ior students participating in sports is larger.

b. The rejection region, written in terms oI the sample means, is
702 . 1 645 . 1
37
) 56 . 4 (
37
) 34 . 4 (
2 1
2 2
= + > Y Y .
Then, ( ) . 1056 . ) 25 . 1 ( ) 3 , 702 . 1 (
2 1
`
3 703 . 1
2 1 2 1
= < = s = = s = |

o

Z P Z P Y Y P
Y Y

10.44 We require
( )
|
.
|

\
|
> = = > = o
o + o

n
c
Z P c Y Y P
/
0
2 1 2 1 2
2
2
1
) 0 , ( , so that
2
2
2
1
o + o
o
=
n c
z . Also,
|
.
|

\
|
s = = s = |
o + o

2
2
2
1
) 3 (
2 1 2 1
) 3 , (
n c
Z P c Y Y P , so that
2
2
2
1
) 3 (
o + o

|
=
n c
z . By eliminating c
in these two expressions, we have
n n
z z
2
2
2
1
2
2
2
1
3
o + o
|
o + o
o
= . Solving Ior n, we have
66 . 47
2
2 2 2
3
| ) 56 . 4 ( ) 34 . 4 |( ) 645 . 1 ( 2
= =
+
n .
A sample size oI 48 will provide the required levels oI and .

10.45 The 99 CI is 155 . 22 . 576 . 2 43 . 1 65 . 1
35
) 22 (.
30
) 26 (.
2 2
= + or (.065, .375). Since the
interval does not contain 0, the null hypothesis should be rejected (same conclusion as
Ex. 10.21).

10.46 The rejection region is
o
u
>
o
u u
z
`
`
0
, which is equivalent to
u
o
o u < u
` 0
`
`
z . The leIthand
side is the 100(1 ) lower conIidence bound Ior .

10.47 (ReIer to Ex. 10.32) The 95 lower conIidence bound is
1060
) 46 (. 54 .
645 . 1 54 . .5148.
Since the value p .50 is less than this lower bound, it does not represent a plausible
value Ior p. This is equivalent to stating that the hypothesis H
0
: p .50 should be
rejected.

2