STATS 200 (Stanford University, Summer 2015)

Homework 5:

Due at 5:00 p.m. on August 7

or 12:50 p.m. on August 10
(whichever you prefer)

DeGroot & Schervish X.Y .Z means Exercise Z at the end of Section X.Y in our text,
Probability and Statistics (Fourth Edition) by Morris H. DeGroot and Mark J. Schervish.
1. DeGroot & Schervish 9.1.2.
2. Let X be a single observation of an Exp() random variable, which has pdf

exp(x)
f (x) =

if x 0,
if x < 0.

Let 0 > 0 be fixed and known, and consider testing H0 0 versus H1 < 0 .
(a) Find the power function of the hypothesis test that rejects H0 if and only if X c.
(b) Let 0 < < 1. Find a value of c such that the test in part (a) has size .
(c) For what true values of is P (type II error) 1/2 for the test in part (a) with
size as in (b)?
3. Let X1 , X2 iid Bin(1, ), and consider testing H0 = 1/3 versus H1 < 1/3.
(a) Find a test that has size 2/9 exactly.
Note: Your test must be based on a rejection region that is some set of possible
values of X1 and X2 . In other words, you cannot make up other data or use any
other random mechanism to make the decision about whether or not to reject H0 .
(b) Find the power function of the test from part (a), and use it to explain why this test
is not a good test of these hypotheses.
4. DeGroot & Schervish 9.1.12.
Note: When DeGroot & Schervish write ( c ), they simply mean Power() for the
test c . Also, the cdf of X is F (x) = 1 arctan(x ) + 12 , noting that the arctan function is
strictly increasing and that the that appears in the pdf and cdf is the usual mathematical
constant, i.e., 3.14. You may use any of these facts without proof.
5. DeGroot & Schervish 9.1.15.