PSTAT 120C:

Assignment 1

Due January 19, 2017

These problems will be due in lecture next Thursday.

1. Suppose that we have 9 independent observations from a normal distribution with standard
deviation 10. We wish to test
H0 : = 150 vs. HA : 6= 150
The GLRT with level = 0.05 uses the test statistic
T1 = |
x 150|
and has a critical value of c = 6.53. The test rejects the null hypothesis when T > c.
(a) Calculate the power of this test against the alternative = 151.
(b) Calculate the power of this test against the alternative = 149.
(c) Alternatively, consider the test statistic T2 = |
x 152| and critical value c = 7.55
i. Calculate the level of this second test.
ii. Calculate the power against the alternatives = 151.
iii. Calculate the power of this test against the alternative = 149.
(d) Which of the two tests do you think is better? Why?
2. Suppose that we have X from a binomial distribution with n = 1012. This might be a survey
of a simple random sample of 1012 individuals. It is typically of interest to determine whether
or not a significant majority agree or disagree with a particular proposal. This corresponds to
a null hypothesis of H0 : p = 1/2.
(a) If I want a test of level = 0.1 and I know the test statistic is
T (X) =

|X/n 1/2|
p
,
1/(4n)

find the critical value, c , that I should you use for a test of the form C = {T c }.
(b) Work out which specific values of X correspond to T (X) c .
(c) Calculate the power of this test versus the alternative that p = 0.55.
Hint: n is sufficiently large in this problem that normal approximations to the probabilities
are appropriate.

3. We conduct an experiment where there are only four possible outcomes:A, B, C, or D. There
are four possible distributions on these outcomes corresponding to = 0, 1, 2, or 3 respectively.
These distributions are

A
B
C
D

0
0.25
0.25
0.25
0.25

1
0.5
0.25
0.13
0.12

2
0.12
0.13
0.25
0.5

3
0.8
0.1
0.05
0.05

I want a test that decides between the null hypothesis = 0 versus the alternative 6= 0 (or,
in other words, the alternative that is either 1, 2, or 3).
(a) Consider the test that has the critical region {B}. Calculate the level of this test, and
calculate the power under each of the alternatives = 1, 2, or 3.
(b) Find the LRT for testing H0 : = 0 versus HA : 6= 0 with level = 0.25.
(c) Is it possible for the test with critical region {B} to be more powerful than the LRT?
Explain your reasoning.
4. Suppose that we have two independent observations X1 , X2 from a Poisson distribution with
unknown mean . We want to test the null hypothesis that H0 : = 3 versus HA : = 4.
(a) Show that the most powerful test of level = 0.05 has a critical region of the form
 x1 +x2
4
>k
3
(b) Use a MGF argument to show that X1 + X2 Poisson(2).
(c) Prove that
X1 + X2 > k
is an equivalent critical region to the most powerful test in part (a).
(d) Use the Poisson distribution to find k such that this test has size no bigger than 0.05.
(e) Calculate the power of this test.