(b) If x= 37.4 and s= 8.2, compute the test statistic.
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- A researcher is using a two-tailed hypothesis test with α = 0.05 to evaluate the effect of a treatment. If the boundaries for the critical region are t = ± 2.080, then how many individuals are in the sample?In a survey of 180 females who recently completed high school, 75% were enrolled in college. In a survey of 160 males who recently completed high school, 70% were enrolled in college. At α=0.07, can you reject the claim that there is no difference in the proportion of college enrollees between the two groups? Assume the random samples are independent. Complete parts (a) through (e). Find the critical value(s) and identify the rejection region(s).Suppose that Y1,Y2,Y3 denote a random sample from an exponential distribution with density function f(y) = Consider the following four estimators of θ: ?1θe−y/θ, y>0,0, otherwise. θˆ =Y, θˆ =Y1+Y2, θˆ =Y1+2Y2, θˆ =Y1+Y2+Y3 =Y ̄. 11223343 Which estimators are unbiased? Among the unbiased estimators, which has the smallest variance?
- Consider a real random variable X with zero mean and variance σ2X . Suppose that wecannot directly observe X, but instead we can observe Yt := X + Wt, t ∈ [0, T ], where T > 0 and{Wt : t ∈ R} is a WSS process with zero mean and correlation function RW , uncorrelated with X.Further suppose that we use the following linear estimator to estimate X based on {Yt : t ∈ [0, T ]}:ˆXT =Z T0h(T − θ)Yθ dθ,i.e., we pass the process {Yt} through a causal LTI filter with impulse response h and sample theoutput at time T . We wish to design h to minimize the mean-squared error of the estimate.a. Use the orthogonality principle to write down a necessary and sufficient condition for theoptimal h. (The condition involves h, T , X, {Yt : t ∈ [0, T ]}, ˆXT , etc.)b. Use part a to derive a condition involving the optimal h that has the following form: for allτ ∈ [0, T ],a =Z T0h(θ)(b + c(τ − θ)) dθ,where a and b are constants and c is some function. (You must find a, b, and c in terms ofthe information…A researcher is interested in testing whether annual house hold income in Philadelphia is normal. So she took a sample of 50 house holds and found that skewness (s)= 2.3190 and Kurtosis (k) = 6.7322. Use the Jarque- Bera Test to test , at alpha 0.05, whether income follows normal distribution. -Yes, population is normal because Chi-Square test is higher than critical value. -Yes, population is normal because Chi-Square test is less than critical value. -No, population is not normal because Chi-Square test is higher than critical value. -No, population is not normal because Chi-Square test is less than critical value.To test H0: μ = 50 versus H1: μ < 50, a random sample of size n = 24 is obtained from a population that is known to be normally distributed with σ = 12a) If the sample is determined to be x = 47.1, compute the test statistic.b) If the researcher decides to test this hypothesis at α = 0.05 level of significance, determine the P-value.
- Let X1,...,Xn be iid exponential(θ) random variables. Derive the LRT of H0 : θ = θ0 versus Ha : θ 6= θ0. Determine an approximate critical value for a size-α test using the large sample approximation.A random sampleY1 , Y 2 , ⋯,Yn is drawn from a distribution whose probability density function is given by: f (Y ) = βe − βY , Y 0 & β > 0 a). Obtain the maximum likelihood estimator (MLE) of β. b). Given that ∑ n Y i = 25 , ∑n Yi 2 = 50 , n = 50 calculate the maximum likelihood i =1 i =1 estimate of β. ( c). Using the same data as in part (b), test the null hypothesis that β =1against the alternative hypothesis that β ≠1at 5% level of significanceLet X1, ..., Xn be a sample from an exponential population with parameter λ.(a) Find the maximum likelihood estimator for λ. (b) Is the estimator unbiased?(c) Is the estimator consistent?
- From exercise 9-15 Find the boundary of the critical region if the type I error probability is a) alpha = 0.01 and n = 10 b) alpha = 0.05 and n=10 c) alpha = 0.01 and n=16 d) alpha = 0.05 and n=16 From exercise 9-15 standard deviation = 20 H0: mu = 175 H1: mu >1751. Consider the Gaussian distribution N (m, σ2).(a) Show that the pdf integrates to 1.(b) Show that the mean is m and the variance is σ.A random sample of 22 women participated in a study testing whether a new banana boat sunscreen reduced their incident rate of sunburn during the summer. The average woman in the study reported getting burned 5.7 times over the past 3 months, with a SS = 179. Compare this incident rate to a rate of 7 times per 3 months. Use an alpha of .05, 2 tailed test. a) What is the t-critical value(s)? b) What is the estimated standard error? c) Compute the t-statistic. d) Make a decision regarding the null and provide a conclusion (explain what it means in regards to this particular study).