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Math 275 Quiz #2 Mathematical Statistics Winter 2005 SOLUTIONS 1. With the standard notation used in class and in the textbook, circle all of the following which are random variables. ˆ p s2 2nd, 4th, and 6th entries above. 2. A statistical test for Ho: < 5 versus Ha: 5 has rejection region { T > 3}, where T is the test statistic. If = 6 and T = 1 then the null hypothesis is Accepted and a Type II error occurs. 3. TRUE or FALSE: The significance level of a statistical test is equal to the probability that the null hypothesis is true FALSE 4. Consider the problem of estimating the parameter p for a binomial distribution with n = 5 trials. We will use the number of successes X as a test statistic. Here are the binomial probabilities for several values of p. p 0.60 0.70 0.75 0 .010 .002 .001 1 .077 .028 .015 2 .230 .132 .088 3 .346 .309 .264 4 .259 .360 .396 5 .078 .168 .237 (a) For testing Ho: p = 0.75 versus Ha: p < 0.75, what is the significance level of a test whose rejection region is {0,1,2}? .001 + .015 + .088 = .104 (b) For the test in (a), what is the power of the test if p = 0.60? .010 + .077 + .230 = .317 5. A study in an economics journal concluded that the proportion of heads of households who earn the minimum wage has increased from the 10% figure of six years ago. What were the null and alternative hypotheses for the statistical test that was performed? (Use appropriate symbols.) Ho: p = .10 versus Ha: p > .10 6. Consider a hypothesis test Ho: = 3 versus Ha: > 3. Here is the graph of the likelihood function for the data. What is the value of the likelihood ratio test statistic? (a) (b) (c) (d) ***(e) 0.05 0.2 0.4 0.6 0.8 = lik(3) / lik(MLE) = 20/25 7. In an experiment to determine whether Drug X is effective in reducing hypertension the following data was collected on 200 subjects. Reduction in blood pressure No reduction Drug X 17 83 100 Placebo 13 30 87 170 100 200 FILL IN THE BLANKS: Using Fisher’s Exact Test, under the null model the number of people who use Drug X and see a reduction in blood pressure can be modeled by picking balls at random from an urn. In particular, the probability that that number is equal to k is equal to the probability of picking 100 balls from an urn made up of 30 red balls and 170 black balls and having k of them be red. 8. Grades in an elementary statistics class were classified by the students’ majors. A B C D or F Psychology 8 14 15 3 Biology 16 19 4 1 Other 13 15 7 4 (a) State the null and alternative hypotheses for the chi-square test to determine if there is a relationship between students’ majors and their grades. Ho: No association between major and grade versus Ha: Some association between major and grade. (b) Below is the density function for the distribution of the chi-square statistic used in this test. What are the degrees of freedom for the distribution? df = (4-1)x(3-1) = 6 (c) The value of the chi-square statistic for this data is 2 13.27 . Guesstimate the P-value and state an appropriate conclusion in the context of this problem. P-value is about 5-10%. There is some evidence to reject the null and conclude that there is a relationship between major and grade. 9. Data is collected from an exponential distribution and a statistical test is performed for Ho: λ = 2 versus Ha: λ = 3. (Recall the density function for an exponential distribution f ( x) e x , x 0 .) If n = 14 observations X 1 , 14 , X 14 are made and X i 5 , then the value of the likelihood ratio test statistic is (a) = .13 (b) = .33 ****(c) = .51 = (2^14 * exp(-2*5)) / (3^14 * exp(-3*5)) (d) = .74 (e) = .96 i 1