INTRODUCTION TO PROBABILITY AND STATISTICS II - SPRING

2010
Assignment 9 - SOLUTIONS
Problem 1
a) H
0
: = 1
b) H
a
: = 1
c)
Q =

2
1
S
2
2

2
2
S
2
1
=
S
2
2
/
2
2
S
2
1
/
2
1
=
(m1)S
2
2
/
2
2
(m1)
(n 1)S
2
1
/
2
1
(n 1)
=
[(m1)S
2
2
/
2
2
] /(m1)
[(n 1)S
2
1
/
2
1
] /(n 1)
But,
(n1)S
2
1

2
1

2
n1
and
(m1)S
2
2

2
2

2
m1
.
Hence, Q F
m1,n1
by the denition of the F distribution.
d) Our pivot is Q =

2
1
S
2
2

2
2
S
2
1
F
m1,n1
. So we set
1 = Pr
_
F
m1,n1,1/2


2
1
S
2
2

2
2
S
2
1
F
m1,n1,/2
_
= Pr
_
S
2
1
S
2
2
F
m1,n1,1/2


2
1

2
2

S
2
1
S
2
2
F
m1,n1,/2
_
Hence a 1 CI for =
2
1
/
2
2
is
_
S
2
1
S
2
2
F
m1,n1,1/2
,
S
2
1
S
2
2
F
m1,n1,/2
_
e) In the deer example, n = 40, m = 40, S
2
1
= 1140
2
, S
2
2
= 963
2
. So our CI is
_
1140
2
963
2
F
39,39,0.975
,
1140
2
963
2
F
39,39,0.025
_
_
1140
2
963
2
1
1.88
,
1140
2
963
2
1.88
_
(0.75, 2.63)
f) Becasue the C.I. includes the value 1, H indicates that the ratio of the variances
may be equal. We have no evidence that the assumption we made was violated.
g) We reject if s
2
2
/s
2
1
> k
1
or s
2
2
/s
2
1
< k
2
.
Need
Pr
_
S
2
2
S
2
1
> k
1

H
0
_
= /2
1
and
Pr
_
S
2
2
S
2
1
< k
2

H
0
_
= /2.
Now,
Pr
_
S
2
2
S
2
1
> k
1

2
1

2
2
= 1
_
= Pr
_
S
2
2
S
2
1

2
1

2
2
> k
1
_
= Pr(F > k
1
) where F F
m1,n1
.
Hence, k
1
= F
m1,n1,/2
.
Similarly
Pr
_
S
2
2
S
2
1
< k
2

2
1

2
2
= 1
_
= Pr
_
S
2
2
S
2
1

2
1

2
2
< k
1
_
= Pr(F < k
2
) where F F
m1.n1
.
Hence, k
2
= F
m1,n1,1/2
.
So, we reject if
S
2
2
S
2
1
> F
m1,n1,/2
or
S
2
2
S
2
1
< F
m1,n1,1/2
.
Because X F
m,n

1
X
F
n.m
, we can rewrite this as reject if
largest sample var
smallest sample var
> F
V
1
,V
2
,
,
where V
1
=df for largest var and V
2
=df for smallest var.
h) In the deer example,
S
2
2
S
2
1
=
963
2
1140
2
= 0.713
F
39,39,0.025
1.88
F
39,39,0.975

1
1.88
0.53
Since 0.713 1.88 and 0.713 0.53, we do not reject the null hypothesis that = 1.
We dont have evidence that the variances in the two groups are dierent.
i) Yes.
The 95% C.I. should yield the same conclusion as a two-sided hypothesis test since
they are based on the same pivot.
Note that although this test indicates that our assumption of equal variance was
probably valid, it itself assumes that the data are normally distributed, which we
had not assumed in our analysis of the distances! Its really hard to get rid of all
assumptions.
2
Problem 2
a)
1. The parameter of interest is p, the proportion of overweight American children.
2. H
0
: p = 0.15
3. H
a
: p < 0.15
4. Because we have a large sample, we can invoke the CLT and use the test statistic
Z =
p p
0
_
p(1 p)/n
=
0.13 0.15
_
0.13(0.84)/100
=
0.02
0.033
= 0.59
5. We reject H
0
if Z < Z

= 1.64
6. 0.59 1.64 so we dont reject. There is no evidence that the percentage
reported by Childrens Hospital is too high.
b)
p-value = smallest at which we could reject
= smallest at which Z = 0.59 is smaller than Z

= 0.2776 from the Normal table

0.28
We would not reject H
0
at any sensible level.
Problem 3
a) The goal of the study is to determine whether the Tongue-twister eect occurs
during individual word recognition.
b) Some undergraduate psychology students have to look at lists of words and indi-
cate whether or not there is a nonword in the list, i.e. if all words are real. Some lists
contain tongue-twisters and other dont, and we want to see if it takes more time for
students to do the task for TT lists, and if their success rate if aected.
c)We have
X
i
= score for a student looking at a TT list
Y
i
= score for a student looking at a control list
We assume that
X
1
, ..., X
n
N(
1
,
2
)
Y
1
, ..., Y
n
N(
2
,
2
)
1. Parm of interest:
1

2
2. H
0
:
1

2
= 0
3
3. H
a
:
1

2
> 0 (we expect it to take longer for TT list)
4. First, we compute
s
2
p
=
(n 1)S
2
1
+ (m1)S
2
2
n +m2
=
1.94(41) + 1.92(41)
42 + 42 2
= 1.93
Thus, our test statistic is
Z =

1

2
0
s
p
_
1
n
+
1
n
=
6.59 6.34

1.93
_
1
42
+
1
42
=
0.25
0.3031
= 0.82
5. We reject if Z > Z

= 1.64
6. 0.82 < 1.96, we dont reject. There is not enough evidence to say that it takes
more time to read the TT lists than the control lists.
d) The independence between the X
i
and Y
i
, because the same people read both types
of lists, so X
i
and Y
i
are dependent.
Some people also mentioned that the assumption that the variance is equal for the
two groups could be violated. This is not as problematic because we dont know for
sure that it is violated and it is possible to test for it and change our test if needed.
e) Because there is probably a large variability between students and their skills at
reading lists and identifying non words. To make sure that the dierence observed is
caused by the treatment, they give each type of list to each student.
f) H
0
:
0
= 0. H
a
:
0
> 0.
g) Our test statistic is
t =

D

0
S
D
/

0.25
0.78/

42
2.07
Since t = 2.07 > t
41,0.05
Z
0.05
1.96, we reject H
0
. There is evidence that the
reading time is longer for TT lists.
h) Yes. We both get a t-statistic of 2.07 to compare to a t
41
.
i) With the test for the equality of means for two independent samples of (c), we did
not reject H
0
, but we did using the paired t-test in (g).
This is because the variability of scores between the students within a group was too
large to allow us to discern the dierence between the two groups.
4
Problem 4
We need to nd an MP test for
H
0
: =
0
vs H
a
: =
a
(
a
>
0
)
and show that it does not depend on
a
.
Now,
L(
0
)
L(
a
)
=
n

i=1
1

0
x
(1/
0
+1)
i
n

i=1
1

a
x
(1/
a
+1)
i
=

a
n

0
n
_
n

i=1
x
i
_
1/
0
+1
_
n

i=1
x
i
_
1/
a
+1
=
_

0
_
n
_
n

i=1
x
i
_
1/
a
1/
0
We know that
a
/
0
> 0 and 1/
a
1/
0
< 0 since
a
>
0
.
By the NPL, we reject if
L(
0
)
L(
a
)
, < k, which means reject if

n
i=1
x
i
> k

.
We set
= Pr(reject H
0
|H
0
true)
= Pr
_
n

i=1
x
i
> k

=
0
_
= Pr
_
log
n

i=1
x
i
> log k

=
0
_
= Pr
_
n

i=1
log x
i
> log k

=
0
_
= Pr
_
2

0
n

i=1
log x
i
>
2

0
log k

=
0
_
Combining the two given results, we nd that under H
0
,
2

0
n

i=1
log x
i

2
2n
.
Hence,
2

0
log k

=
2
2n,
. So, k

= exp
_

0
2

2
2n,

.
The rejection region for the MP test of size is reject if
n

i=1
x
i
> exp
_

0
2

2
2n,
_
.
Since the MP test does not depend on
a
, its the UMP test for H
0
: =
0
vs.
H
a
: >
0
.
5