B.

Math II – Statistics-II, Assignment 5

1. Let X1 , X2 , . . . , Xn be readings on nicotine content of a random sample of

cigarettes of a certain brand. P If data with n = 9 observations yielded a value
n
of 1.6 mg for x̄ and 23.76 for i=1 x2i , construct 95% confidence intervals for
the population mean µ and population variance σ 2 . What assumptions did you
make?
2. Suppose X1 , X2 , . . . , Xn is a random sample from Poisson(λ). Consider
testing
H0 : λ ≤ 1 versus H1 : λ > 1.
(a) Show that the conditions required for the existence of a UMP test are sat-
isfied here.
(b) Derive the UMP test of level α.
(c) What is the test in (b) if n = 5 and α = 0.05?
3. Let X1 , X2 , . . . , Xn be a random sample from N (µ, σ 2 ) and consider testing

H0 : µ ≤ µ0 versus H1 : µ > µ0 .

Suppose n = 16, σ 2 = 25, µ0 = 120 and that data yielded a value of 123 for x̄.
What is the form of the UMP level α test? Conduct the test at α = 0.01.
4. Suppose X1 , X2 , . . . , Xm and Y1 , Y2 , . . . , Yn are independent random samples,
respectively, from N (µ1 , σ 2 ) and N (µ2 , τ 2 ). Let ∆ = σ 2 /τ 2 .
(a) Find the generalized likelihood ratio test for testing H0 : ∆ = ∆0 versus
H1 : ∆ 6= ∆0 .
(b) Find a 100(1 − α)% confidence set for ∆.
(c) What is the confidence set in (b) if m = 10, n = 12 and α = 0.05?
5. Let (X1 , Y1 ), . . . , (Xn , Yn ) be a sample from a bivariate normal distribution
with zero means, variances σ12 and σ22 and correlation ρ. Consider the problem
of testing H0 : ρ = 0 versus H1 : ρ 6= 0.
(a) Show that the generalized likelihood ratio statistic is equivalent to |r| where
Pn
Xi Y i
r = pPn i=12 Pn 2
.
i=1 Xi i=1 Yi

(b) Show that r2 has the Beta distribution with parameters 1/2 and (n − 1)/2
when ρ = 0.
(Hint: Show that the conditional distribution of r2 given X1 = x1 , . . . , Xn = xn
is the prescribed distribution by making a suitable orthogonal transformation
of Y1 , . . . , Yn .)