STAT 450

Problems: Assignment 9 1. Suppose X1 , . . . , Xn are independent each with density f (x, ) = x1 0 0<x<1 otherwise

(a) For n = 2 let R = {(x1 , x2 ) : 3x1 4x2 }. What are the Type II error probability function and size of this rejection region when the null hypothesis is 1 and the alternative is > 1? (b) For n = 2 nd the most powerful level = (1 ln 2)/2 rejection region for the null hypothesis = 1 against = 2. 2. Suppose X has density f (x, ) = where 1 1. (a) Find the most powerful level test of = 0 against the alternative = 1. (b) For Ho : 0 and H1 : > 0 nd the probability of Type II error and size of the test that rejects for x > 1/2. (c) Find the UMP level test for the hypotheses in the previous part if it exists. 3. Suppose X1 , . . . , Xn are a random sample from f (x, ) = 2 xethetax 0 x>0 otherwise 2x + 1 0 0<x<1 otherwise

(a) For n = 1, put R = {x : x 1}. Find the power function and level of this test when the null is 1. (b) Find the most powerful level test of Ho : = 1 against Ho : = 2. (c) Find the UMP level test for the hypotheses in the rst part of these question if it exists. (Do general n not just n = 1.) (d) Find the rejection region which minimizes + for the problem in the second part of this question. 4. Suppose X has density f (x, ) = (1 + )x 0 1 0x1 otherwise

(a) Find the most powerful level test of = 0 against = 1. (b) Find the test for the setting in the previous part which minimizes 2 + . (c) Find the UMP level test for Ho : 0 against H1 : > 0 if it exists. 5. Suppose X1 , . . . , Xn are independent Poisson() variables. Find the UMP level test of 1 versus > 1 and evaluate the constants for the case n = 3 and = 0.05. NOTE: this problem is beyond the scope of this years version of the course. 6. In the course notes I discussed, for the Binomial(5, p) problem, a test of p = 1/2 against p = 3/4 based on the rejection region RX = {0, 5}. NOTE: this problem is beyond the scope of this years version of the course. (a) Show that this test is uniformly most powerful among non-randomized tests at the level = 1/16 for testing p = 1/2 against p > 1/2. (b) Now suppose that Y1 , . . . , Y5 are iid Bernoulli(p). Show that the region RY = {(1, 1, 1, 1, 1), (1, 1, 1, 1, 0)} has level 1/16 and is more powerful than the test based on RX for each p > 1/2. (c) If Y = 1((Y1 , . . . , Y5 ) RY ) show that (X) = E1/2 ((Y1 , . . . , Y5 )|X) is a test function, evaluate its power and level.