商务与经济统计9版 作业Homework 07.pdfVIP

Homework 7 1. A single observation X is to be taken from a continuous distribution for which the p.d.f. is either 1 for 0 x 1 ⎧ 3 for 0 x 1 ⎧ 4x f or f , where f (x ) , and f x . On the basis 0 1 0 ⎨ 1 ( ) ⎨ 0 otherwise 0 otherwise ⎩ ⎩ of the observation X , it must be decided whether f 0 or f 1 is the correct p.d.f. Suppose that the prior probability that f 0 is correct is 2/3 and the prior probability that f 1 is correct is 1/3. Suppose also that the loss from choosing the correct decision is 0, the loss from deciding that f 1 is correct when in fact f 0 is correct is 1 unit, and the loss from deciding that f 0 is correct when in fact f 1 is correct is 4 units. If the expected loss is to be minimized, for what values of X should it be decided that f 0 is correct? 2. Suppose that the proportion p of defective items in a large manufactured lot is unknown, and it is desired to test the following simple hypotheses: H 0 : p = 0.3 H 0 : p 0.4 Suppose that the prior probability that p 0.3 is 1/4, and the prior probability that p 0.4 is 3/4; and also that the loss from choosing an incorrect decision is 1 unit, and the loss from choosing a correct decision is 0. Suppose that a random sample of n items is selected from the lot. Show that the Bayes test procedure is to reject H 0 if and only if the proportion of defective items in 7