商务与经济统计9版 作业Homework 06.pdfVIP

Homework 6 Exercise 4 and 5 are listed in our text book. 1. Consider two p.d.f.’s f 0 (x ) and f 1 (x ) which are defined as follows: ⎧1 for 0 ≤x ≤1 ⎧ 2x for 0 ≤x ≤1 f 0 (x ) ⎨ and f 1 (x ) ⎨ . Suppose that a single ⎩0 otherwise ⎩ 0 otherwise observation X is taken from a distribution for which the p.d.f. f (x ) is either f 0 (x ) or f 1 (x ) , and the following simple hypotheses are to be tested: H 0 : f (x ) f0 (x ) H : f (x ) f (x ) 1 1 a. Describe a test procedure for which the value of α(δ) +2βδ( ) is a minimum. b. Determine the minimum value of α(δ) +2βδ( ) attained by that procedure. 2. Suppose that X 1 ,K, X n form a random sample from a Bernoulli distribution for which the value of the parameter p is unknown. Let p 0 and p 1 be specified values such that 0 p 1 p 0 1 , and suppose that it is desired to test the following simple hypotheses: H 0 : p p0 H 1 : p p1 a. Show that a test procedure for which α(δ) +βδ( ) is a minimum rejects H 0 when X c . n b. Find the value of the constant c. 3. Suppose that X 1 ,K, X n form a random sample from a Poisson distribution for which the value of the mean λ is unknown. Let λ and λ be specified values such that λ λ 0 , 0 1