Chapter 12

12.1 (a) simple; (b) composite ( β not specified); (c) composite (parameter not specified);
(d) composite (parameter not specified).

12.2 (a) simple; (b) composite (parameter not specified); (c) composite ( σ not specified);
(d) composite ( θ not specified).

 2  5
 2   0  1  1 1
12.3 α   
7 21 21
 2 

 4   3   4   3
 0   2   1   1  1  3 4.3 15 5
β     
7 7 21 21 21 7
 2   2 

12.4 α  p( x  16;θ  0.90)  p ( x  4;θ  0.10)

 1  (0.1216  0.2702  0.2852  0.1901)
 1  0.8671  0.1329
β  p( x  16;θ  0.60)  p ( x  4;θ  0.40)
 0.000  0.0005  0.0031  0.0123  0.0159

a θ (1  θ 0 ) k 1
12.5 α  p ( x  k ;θ 0 )   0  (1  θ 0 ) k 1
1 r 1  (1  θ 0 )
1  rn 1  (1  θ1 ) k 1
β  p( x  k ;θ1 )  a  θ1   1  (1  θ1 ) k 1
1 r 1  (1  θ1 )

12.6 α  p( x  3;θ  2)

1  x /2 
 
3
2
e dx   e  x /2 e1.5  0.223
3

β  p( x  3;θ  5)
3
1
 5e
 x /5 3
 dx   e  x /5  1  e 0.6  1  0.549  0.451
0
0

σ
12.7 x  μ0  zα 
n
1
zα  1 zα  2  1.414
2
a  0.5000  0.4207  0.8

171
172 Mathematical Statistics, 8E

12.8 p( x  β0  1; β0 )  0
1 β 1
p( x  β0  1; β0  2)  ( β0  1)   0
β0  2 β0  2

1 1
12.9 1 β  4 
3/4
x2 
3/4 x2
x1 dx1 dx2

1
1 9 
4 x
3/4
2   2
 2 32 x2 
dx2

1 1
9 dx2
1  β  2 x2 dx2 
3/4

8 3/4 x2 
9 9
 1  ln 0.75
16 8
7 9
  (0.28768)  0.114
16 8

12.10 Proof same as in Example 12.4 except that the quantity n ( μ0  μ1 ) is now positive and the
inequalities are
x  K inside c
x  K outside c

1
where k  μ0  zα . So, critical region is
n
1
x  μ0  zα
n

12.11 L0 
1
e
 (1/θ )  xi L1 
1
e
 (1/θ1 )  xi
θ n
0 θn
1
n
L0  θ1    xi (1/θ0 1/θ1 )
 e k
L1  θ 0 
θ1 1 1
n ln   xi     ln k
θ0  θ 0 θ1 
θ
n ln 1 ln k
θ0
x i 
1 1
K

θ0 θ1
n n
Critical region is 
i 1
xi  K , where K can be determined by making use of fact that x
i 1
i has

the gamma distribution with α  n and β  θ 0 .

Chapter 12 173

n  n 
12.12 L0    θ 0x (1  θ 0 )n  x L1    θ1x (1  θ1 ) n  x
 x x
x n
L0  θ 0 (1  θ1 )   1  θ 0 
  k
L1  θ1 (1  θ 0 )   1  θ1 
θ (1  θ1 ) 1  θ0
x  ln 0  n  ln  ln k
θ1 (1  θ 0 ) 1  θ1
1  θ0
ln k  n ln
1  θ1
x K
θ 0 (1  θ1 )
ln
θ1 (1  θ 0 )
Critical region is x  K , where K can be determined from table of binomial probabilities.

K  100(0.40)
12.13  1.645 , K = 40 1.645(4.90)  31.94
100(0.4)(0.6)

Critical region x  31
31.5  30 1.5
z   0.33 θ  0.5  0.1293  0.37
100(0.3)(0.7) 4.58

12.14 f ( x )  θ (1  θ ) x 1 x  1, 2,3,
L0  θ 0 (1  θ 0 ) x 1 L1  θ1 (1  θ1 ) x 1
x
L0  θ 0 (1  θ1 )   1  θ 0 
   k
L1  θ1 (1  θ 0 )   1  θ1 
 θ (1  θ1 )  1  θ0
ln  0   x  ln  ln k
 θ1 (1  θ 0 )  1  θ1
θ (1  θ1 )
ln k  ln 0
θ1 (1  θ 0 )
x K
1  θ0
1  θ1

Critical region is x  K , where K can be determined using formula for sum of terms of
geometric progression.

12.15 L0 
1
e
 (1/2σ 02 )  x2 L1 
1
e
 (1/2σ12 )  x2
( 2π ) σ n n n
0 2π σ1n
n
L0  σ1   x 2 /21/σ 02 1/σ12 
 e k
L1  σ 0 
σ1  x  1 1 
2
n ln    2   ln k
σ2 2  σ 0 σ1 
2
174 Mathematical Statistics, 8E

σ1
n ln  ln k
σ0
x 2

 1 1 
K
 σ 2  σ 2 
0 1

Critical region is x 2
 K , where K is determined using the fact that x 2
 ( n  1) s 2 and
(n  1) s 2
is random variable having χ 2 distribution with n  1 degrees of freedom. Therefore,
σ 2
0

critical region is x 2
 σ 02  χα2 ,n 1 .

12.16 The probabilities of making wrong decisions are

θ  0.9 θ  0.6
d1 0.0114 0.1255 (a) (0.0114)(0.8) + (0.1255)(0.2)=0.034
d2 0.0433 0.0509 (b) (0.0433)(0.8) + (0.0509)(0.2) = 0.045
d3 0.0025 0.2499 (c) (0.0025)(0.8) + (0.2499)(0.2) = 0.052

 0 7  1   6  2   5
 2   0   2   0   2   0  1
12.17 (a) 0 0 
7 7 7 21
 2   2   2 

 4   3  5  2  6 1
 2   0  5  2   0  11  2   0  2
(b) 1  1  1 
7 7 7 21 7 7
 2   2   2 

 7   0
 2   0 
1 0
7
 2 

12.18 θ  0.95 α  0.0022  0.0003  0.0025

θ  0.90 α  0.0319  0.0089  0.0020  0.0004  0.0001  0.0433
θ  0.85 1  β  1  (0.0388  0.1368  0.2293  0.2428  0.1821)  0.1702
θ  0.80 1  β  1  (0.0115  0.0576  0.1369  0.2054  0.2182)  0.3704
θ  0.75 1  β  1  (0.0032  0.0211  0.0669  0.1339  0.1897)  0.5852
θ  0.70 1  β  1  (0.0008  0.0068  0.0278  0.0716  0.1304)  0.7626
θ  0.65 1  β  1  (0.0002  0.0020  0.0100  0.0323  0.0738)  0.8817
θ  0.60 1  β  1  (0.0005  0.0031  0.0123  0.0350)  0.9491
θ  0.55 1  β  1  (0.0001  0.0008  0.0040  0.0139)  0.9812
θ  0.50 1  β  1  (0.0002  0.0011  0.0046)  0.9941
Chapter 12 175

12.19 xi  μ0  ( xi  x )  ( x  μ0 )
 ( x  μ )   ( x  x )  2 ( x  x )( x  μ )  ( x  μ )
i 0
2
i
2
i 0 0
2

  ( x  x )  2 ( x  μ ) ( x  x )   ( x  μ )
i
2
0 i 0
2

 (x  x )  (x  μ ) i
2
0
2

Therefore λ  e1/2σ   ( x  μ )   ( x  x) 
2
2 2
i 0 i

 e (1/2σ (x  μ )
2
) 2
0

 e ( n /2σ )( x  μ0 )2
2

n n  1 
n
12.20 (a) L    θ x (1  θ ) n  x L0     
 x  x  2 
n
ln L  ln    x ln θ  (n  x ) ln(1  θ )
 x
d ln L x n  x x
   0 yields θ 
dθ θ 1 θ n
n x
n   x   n  x 
x
max L =      
 x  n   n 
n
1
  ( n / 2) n
2
and λ  n x
 k
x
 x n x x (n  x )n x
x

   
n n 

(b)  n ln 2  n ln n  x ln x  (n  x ) ln(n  x )  ln k
 x ln x  (n  x )ln(n  x )  k 
x ln x  (n  x )ln( n  x )  K

(c) f ( x )  x ln x  ( n  x )ln( n  x )
df ( x )
 ln x  1  ln(n  x )  1  0
dx
n
x  n  x and x  is minimum
2
n
Since f ( n  x )  f ( x ) , symmetrical about x  . Therefore critical region is
2
n
x c.
2
176 Mathematical Statistics, 8E

12.21 (a) L
1
e
 (1/θ ) x max L0 
1
e
 (1/θ0 ) x
θ n
θ n
0

x
1
ln L   n ln θ 
θ
d ln L n x
  0 θx
dθ θ2 θ
1  (1/θ0 ) x
e n
θ 0n  x   ( nx /θ0 )n
λ  e
1  (1/ x ) x  θ 0 
e
xn

n
 x   ( nx /θ0 ) k
(b)   e  n  k
n e
x  x /θ0 n
e  k
n
xe  x /θ0  n n k  K
xe  x /θ0  K

12.22 Over Ω maximum likelihood estimates are μˆ  x and σˆ 2


(x  x) 2

Over w maximum likelihood estimates are μˆ 0  μ0 and σˆ 02 

 ( x  μ0 )2
n
1
e (1/2σ )
ˆ2
n /2  n /2
( 2π ) σ 0
n n
ˆ  σˆ 2   σˆ 02 
λ  2  2
1
e  (1/2σˆ 2 )  σˆ 0   σˆ 
( 2π )n σˆ 2

λ 2/ n 
 ( x  μ )   ( x  x )  n( x  μ )
0
2 2
0
2
 1
n( x  μ0 )
(x  x) (x  x)
2 2
 ( x  x )2
t2 n ( x  μ0 )2
 1 where t 
n 1 s

t2 n ( x  μ0 )
λ  1 , where t 
n 1 s
Chapter 12 177

1 2 1 3
12.23 Use ln(1  λ )  x  x  x 
2 3
n
 t2 
λ 2  1 
 n  1 
 t2   t2 2
1  t2  1  t2 
3

2ln λ  n ln 1   n     
 n  1   n  1 2  n  1  3  n  1  

 t2

12.24 max L0 
1
e
 (1/2σ 02 )  ( x  x )2
( 2π )n σ 0n
1  (1/2σˆ 2 )  ( x  x )2
max L  e
( 2π )n σˆ 0n


n /2
 ( x  x )2   (1/2)  ( x  x )2 (1/σ 02 1/σˆ 2 )
λ  e
 nσ 02 
1 1 1 n
 2  2
σ 0 σˆ
2
σ0 ( x  x )2
(x  x)
n /2
 2
   ( x x ) /σ n
 (1/2)  2 2

λ 
0
e
 nσ 02 

 1 ni 
k  2  ( xij  μi )2 
 (
1  2σ i
12.25 (a) L e j 1 

i 1 2π ) σ
ni ni
i
proceed as in Example 10.17

k  (1/2σˆ i2 )  ( xij  xi )2

1
(b) max L0   e j

i 1 ( 2π ) ni tcσˆ ini
k  (1/2σˆ i2 )  ( xij  xi )2
 (
1
max L  e j

i 1 2π )ni σˆˆ ini

( ni  1) si2 ( ni  1) si2
σˆ i2   σˆ i2 
i ni ni
n /2
 ( ni  1) si2  i

i 

ni


λ n /2
 (ni  1) si  2


 i
 n


178 Mathematical Statistics, 8E

 
( n1  n2 )/2
12.26 Dividing numerator and denominator by s12 yields

n1 /2 n2 /2
 n1  1   n2  1 s22 
 n   n  s 2 
λ
1 2 1
n2  2
QED
 n1  1 n2  1 s22 
 n  n  s12 

1 
12.27 L  1  θ 2   x 
2 
α
π (0)   1dx  σ
0
1
 1  1
β   1  θ 2   x  dx  1  α  θ 2α (1  α )
 2  2
α
1
1  β  α  θ 2α (1  α )
2
1
π (θ )  α  θ 2α (1  α )
2
1 2
Since θ α (1  α )  0 for 0  α  1
2
π (0) has minimum at θ  0

12.28 They would be committing a type I error if they erroneously reject the null hypothesis that 60%
of their passengers object to smoking inside the plane.

They would be committing a type I error if they erroneously accept this null hypothesis.

12.29 The doctor would commit a type I error if he/she erroneously rejects the null hypothesis that
the executive is able to take on additional responsibilities. The doctor would commit a type II
error if he/she erroneously accepts this null hypothesis.

12.30 (a) The manufacturer should use the alternative hypothesis μ  20 and make the
modification only if the null hypothesis can be rejected.

(b) The manufacturer should use the alternative hypothesis μ  20 and make the
modification unless the null hypothesis can be rejected.

12.31 (a) H1 : μ 2  μ1
(b) H1 : μ1  μ 2
(c) H1 : μ1  μ 2
Chapter 12 179

12.32 With μ  9.6, x  10.2, and n  80

(a) Decision: reject H0 : since H0 is true, decision is in error.
(b) Decision: reject H0 : since H0 is false, decision is not in error.
(c) Decision: reject H0 : since H0 is true, decision is in error.
(d) Decision: reject H0 : since H0 is true, decision is not in error.

12.33 (a) H 0 : μ1  μ 2
(b) H1 : μ 2  μ1
(c) H1 : μ 2  μ1

12.34 (a) H 0 : the antipollution device is effective. A type I error would be made if the device is
effective and H 0 is rejected. A type II error would be made if the device is not effective
and H 0 is not rejecte4d.

(b) H 0 : The antipollution device is not effective.

12.35 (a) She will correctly reject the null hypothesis.

(b) She will erroneously reject the null hypothesis.

12.36 (a) He will erroneously accept the null hypothesis.

(b) He will correctly accept the null hypothesis.

12.37 (a)  n  1.645  1.88

n  3.525 n  12.43 n  13 rounded up to nearest integer

(b)  n  1.645  2.33

n  3.975 n  15.80 n  16 rounde4d up to nearest integer

12.38 (a) Yes; (b) Yes

12
1
 10 e
 x /10 12
12.39 (a) 1 dx  1  e  x /10  1  e 1.2  e0.8
8
8

 1  0.3012  0.4493  0.852

12
1  x /2

12
(b) e dx   e  x /2  e 4  e6  0.0183  0.0025  0.016
8
2 8

12
1
 4e
 x /4 12
dx   e  x /4  e 2  e3  0.1353  0.0448  0.086
8
8
12
1  x /6

12
e dx   e  x /6  e 1.33  e2  0.2645  0.1353  0.129
8
6 8

12
1
8e
 x /8 12
dx   e x /8  e 1  e 1.5  0.3679  0.2231  0.145
8
8
180 Mathematical Statistics, 8E

12
1
 12 e
 x /12 12
dx   e  x /12  e 0.67  e 1  0.5117  0.3679  0.144
8
8
12
1  x /16

12
e dx   e  x /16  e 0.50  e 0.75  0.6065  0.4724  0.134
8
16 8

12
1
 20 e
 x /20 12
dx   e  x /20  e 0.40  e 0.60  0.6703  0.5488  0.122
8
8

65
12.40 Reject if x  43.5 σx  2
64
43.5  37
(a) z  3.25, P ( X  43.5 μ  37)  P ( Z  3.25)  0.00058
2
43.5  38
z  2.75, P ( X  43.5 μ  38)  P ( Z  2.75)  0.003
2
43.5  39
z  2.25, P ( X  43.5 μ  39)  P ( Z  2.25)  0.0122
2
43.5  40
z  1.75, P ( X  43.5 μ  40)  P ( Z  1.75)  0.04
2

43.5  41
(b) z  1.25, P ( X  43.5 μ  41)  P ( Z  1.25)  0.8944
2
43.5  42
z  0.75, P ( X  43.5 μ  42)  P ( Z  0.75)  0.7734
2
43.5  43
z  0.25, P ( X  43.5 μ  43)  P ( Z  0.25)  0.5987
2
43.5  44
z  0.25, P( X  43.5 μ  44)  P ( Z  0.25)  0.4103
2
43.5  45
z  0.75, P ( X  43.5 μ  45)  P ( Z  0.75)  0.2266
2
43.5  46
z  1.25, P( X  43.5 μ  46)  P ( Z  1.25)  0.1056
2
43.5  47
z  1.75, P ( X  43.5 μ  47)  P ( Z  1.75)  0.04
2
43.5  48
z  2.25, P ( X  43.5 μ  48)  P( Z  2.25)  0.0122
2

12.41 (a) Reject if x  5 Use Table II

λ  11 p  0.0375 λ  12 p  0.0203
λ  13 p  0.0107 λ  14 p  0.0055
λ  15 p  0.0027

(b) λ  10, 1  0.0671  0.9329, λ  7.5, 1  0.2415  0.7585

λ  5, 1  0.6160  0.3840, λ  2.5, 1  0.9580  0.0420
Chapter 12 181

56.6  50
12.42 μ  50, σ  5, z  = 1.3
5

Probability of 57 or more heads is 0.500  0.4032  0.0968

Since 0.0968  0.05 null hypothesis cannot be rejected.

4 5 3 4
 7  16   9  25   5  12   7  24 
       
8   10   6   8 
12.43 λ 
(112  225  60  168) / 3216
144  22.55  103  214

17.65616

ln λ  4(2.63906)  5(3.11352)  3(2.30259)  4(3.04452)  16(2.8711)

 0.712  2 ln λ  1.424

Since this is less than χ 0.05,3

2
 7.815 , the null hypothesis cannot be rejected.

12.44 From Exercise 12.21

n
 x   ( nx /θ0 )n
λ e
 θ 0 
x nx 529 529
ln λ  n ln   n  20ln   20
θ0 θ0 300 15
 20(0.5670)  15.27  3.93  2 ln λ  2(3.93)  7.86

Since 7.86 exceeds χ 0.05,1

2
 3.841 , the null hypothesis must be rejected.