edexcel | Edexcel AS and A-level Modular MathematicsContents -Abost this book w 1 Quality of sts and estimators 1 1LL Revision ofthe principles behind hypothess testing 2 12 Type Land type I erors 2 13 Type Land type tertor andthe normal dstsbution 6 114 These and power ofa test, 10 15 The power function 4 116 Thequalty of estimators 18 17 Consistent estimators 2 2 Onesample procedures an 2.1 Students easton 3 2.2 Confidence interval for the mean of@ normal dstbution when the variance i unknown 36 2.3 Hypothesis testing forthe mean of anormal lstabution with unknown vance 38 2.4 Thedlstibution ofthe vaiance ofa sample taken from anormal distibution 42 25 Confidence interval fr the variance ofa normal dstbution 8 2.6 Hypothesis tet forthe variance of normal distribution 16 Review Exercise 1 sa 3 Trosample procedures Py 241 Using the F-dstabution 6 32 Using the Fistibuion tables @ 3.3 Testing whether two independent random samples ae from normal popalations with equal variance 66 34 Apooled estimate ofvartance n 135 Confidence interval fr the diference between two means from independent normal isuibutions with equal but unkoven variances 2 ‘36 Canying outa hypothesis test forthe diference between the means of 180 independent normal distiuions with unknown variances (two-sample test) 76 37 Canying out the paired test 80Review Exercise 2 Examination style paper Appendix Answers Index on 7 mm 128About this book This book is designed to provide you with the best eparation possible for your Edexcel S4 unit examination, ‘Brief chapter overview and | + This is Edexce’s own course forthe GCE specication Tinks’ to underine the + Witten oy senior examiners, marae of mates + The LiveText CD-ROM in the back ofthe book contains othe real word to your study of further units and leven more resources to support you through the unit. 19 Yor ate Finding your way around the book ; . Every few hapten. helps you consldate yourleaming Detaled contents | Tstshown wich || Contents parts ofthe St ‘pean ate Coveredin each |Secton One-sample begins with 2 statement of | what fe covered [inthe section & section - { Past examination | weston ‘conse leering |) marked [points Each section ends with an exercise the questions are carefully graded So they increase in tty and | etateneye | (Step-by-step | worked examples “they are model salutions and Ince examines =e J Up to standard Each chapter has a diferent) Each chapter ends with At the end o the book theres ‘colour scheme, to help you fnd | amsed exercise and san examinations pape themght chapter quickly summary of key pantsBP liveText eText software The Livelext software gives you adeitonal resources: Solutionbank and Exam café. Simply turn the pages af the electronic book to the page you need, and explore! Unique Exam café feature: * Relax and prepare — rev hints and tps: common * Refresh your memory examination; glossary * Get the result! ~ fully worked examination-style paper examiner's commentary ecklst language of the sion planner mistakes with chiet Solutionbank * Hints and solutions to every question in the textbook + Solutions and commentary for all review exercises and the practice examination paperay eno Eatin compote nag an Wes aig sp est {tin CAO es ony mar act angel ana i ae ‘et © Gg Mw Gi Dye ne D207 Saracen ‘ampere Nope tthe yb efi anf ry ay me tng ‘esting or ont yn yt s tro seo nay ame ‘te or pubcon toa he ween pms othe cprghomx aorn ih he rn the Cop sg aes he or ane ws eee ly he Cah {tne ye ie yet mie sah pene oe merece, eee Se patna oe Acamowtedgements ‘Teuton an plies wah et Rake owing nn pdm for ems po Moto tay image Mp: ShteolLie pS: Ne Caper Co pa ay sf at ae contac opi en of mail eo hbk. non wb ‘thin auc pgs eno he Pen ‘hE piso te hgh uy spa fhe eve of ec iio, Siena ton moyen ye ah oeAfter completing this chapter you should be able to: ‘+ explore the idea of a hypothesis test in greater depth {ind the probablity of type | and type I errors, find the power function tor a hypothesis test + assess the quality of different estimators Quality of tests and estimators Testing procedures ae sed in a wide Aten oa erly ile range of ndustialproceses to monitor radars eee {quality and in scenic research to help pes wing sd een direct ane ofenquiy. With any of ‘tr ping amber goes Robt these test there i always the rk of an cele athena so Sah error occuring. In this chapter you wil ‘ng Ter prs ee ay tearm more about these enor and see {a proper agin an cay how to.compare diferent test. ‘race nx 20g.‘One rainy day during the summer holidays a family of four were playinga simple game of cards ‘The game was one of chance so the probability of any particular person wining should have been | After playing a numberof games Robert complains that his younger sister Sarah must hhave been cheating as she kept winning. Thee parents quickly interven and decided to cary ‘out a proper investigation and carefully watched the next 20 games, Fin a critical region fora one-all test using aS level of significance Hop d poe Let X = the number of games Sarah wes out ofthe next 20. 0X ~ 8(20,3) Reject Hp FX = ewhere PK ¢) < 006. From tables PO < 8} = 09601 20 PIX > 9) = 0.0400 FOX <7) = 08982 60 FIX= 8) = 01018 0 the crtcal region is X 9. 0 # Sarah won 9 or more games there would be idence to suggest that she was cheating. nu You should notice thatthe proces ofa hypotheses based on probably an there always the >} possibilty tha Sarah is innocent but happens to have been very lucky and on 9 or more ames. “The uation is similar to that ofa cour. The defendant sn the dock and accused of murder. ‘The nll hypothesis is thatthe defendant i inocent. Hf the jury decide acept the nll Ihypothess then the defendant ere to go, they eect the nll hypotese the defendant ks sent to prison. Sometimes, though, the defendant dit in fact commit the murder but the jury sill reject the null hypothesis and an error (a miscasage of sie) has occured ‘We shall examine the diferent sors of eros that can occur inthe next section. 112 You ned to tnow about type and type errors. n any bypothesis test or iil theres always the possiblity Truth ‘ofan eror or miscarriage of justice occuring, 7 ‘The situation canbe summarised ee cEe eee asfollows Accept Hy| OK | Type terror Conclusion of test "Notice that there are to types of ero eect Hy | Typetertor| OKsy fe ad tts 1 Atypeteroris when you reject but His te. In the contest of Example this would be the case when Sarah was no eating but she wan 9 for more games and the test suggested that she wus cheating. Inthe court scenato iis when an Innocent person i sent prison, 1 Atypett errors when you accept Hy but infact Hy Ife In the context of Example 1 this would be the ease where Sara infact been heating but she ‘won 8 or fewer games and the test did not therefore suguest tht she was cheating, Inthe case of fhe scene in court it is when a guilty person is set fee. Ea) For the situation in Example 1 ‘2 Find the probability ofa type lero. by If in fact Sarah was cheating and p = 0.3, fn the probably ofa type I eto, ; from fxampl 1 state the ae Hopms Hep> Inpotiees and crcl region atic region X= 9 m= PCtype | ero) = P(Rejeting H when Hofstra) rom tables, Netice tht this = Sreeaee b P(typell ener) = F¢Accopt Hy when Hy i false) “To accept He you need X= 8, F(X = 8|H, false) —_ Quen thet p= O35 ‘The sateen ae! ype lero) = PX « 8 |X ~ 8(20,.026)) ris 8 CType exer) = F(X = 8[X ~ 8(20,026)) oeecene a = a7608 From tates. Accidents occured ona stretch of motorway at an average mate of 6 per month, Many of the accents that occured involved veleles skidding into the bacs of ete vehicles. BY way ofa {ual anew type of road srface thats said to reduce the kof vehicles skidding I ald om this stretch of road, and during the fst month of operation 4 accents occured, 2 Test this rest tose if gies evidence that there has ben an improvement tthe 5% level of significance. 1 CateulateP(Type | ero for this tes. © tf the tru average rat of accidents occurting with this type of road surfaces was 3.5 caleuate the probability fa type ero, <1 M8 wr18 You are dealing with Poisson distribution Let A= the erage number of accserte ina month, and X= the number of acldento in any gen mor, then the hypotheses are Ho: A= 6 (le, nochange) Hi A-< 6 (le fener accidents) From tables F(X = 4] A = 6) = 0.2851 Thi le more than 8 20 you do ror hae etough eddence to relect Ho ‘The average numberof scldants per month hao not decreased. 1 norder to relect Hp you required value c such that P(X = o|A=6)< 005 From the table on page 104, with A= 6: PIX = 2) = 0.0620 and POC S1) = 00174 ‘So the ential vale eis snd the ertical region for tis teste Xe |Atype | eer occurs when you reject Hp when tis true an ‘he probeblity of this hapering i P(X = 1) = QT, & Atypeleror occurs wher you do not have suficent idence 20 reject H when Ho true FA = 35 then Ho is rot rus You do ot have suffer dence to eject Hy # X 2.50 Pltype errr|A = 35) = F(x 2|A= 35) a1 POX =1A = 35) 107869 = 0268 “Theres another form of the altemative hypothesis that occurs when you ask if there as been a change ether up or down in such cases a two-aed est sed. Ths proces Isshown inthe next example con s tossed 20 times anda hea is obtained on 7 occasions. fa Test to se whether or not the coin Is biased ' Catealate the probability of type ero for this test. € Given thatthe coins biased an that this bias causes the tail to appear 3 times fo each head that appears caleulate the probability of a type Il ertor for the ts.12 The hypotheses are Hotp=O5 — Hup# os Let X = the numberof heads in 20 tosses of the con [Assuming H. Is tue then X ~ B(20, 05) Fora two-taled test at the St slgificance level you require values card cz 90 that PIX g) $0025 and FIX > c2) = 0025 (or F(X = cq~ 1) = 0978) From tables: F(X = 6) = 00577 and FQx= 5) = 00207 0 the value of «|= 5. loo: P(X 14) = 1 PEK 1B) 1- 09825 0.0877 Pot #15) = 1— PE 14) ~1- 09706 2.0207 90 the value of es Thus the ontioalrgion for X is X <5 or xe ‘Ae fall betneon 5 and 15 there is inoutfisert idence to rect He The coin isnot base. bAtype | ero eccurs when you eect Hp and ‘his cccure when X25 or X = 15, Pltype lemon) = P(X <5|p = 05) + FOC= 15|p= 05) 0.0207 + 0.0207 =o0ae A type i eror occurs when ou do not have ‘sufficient evidence to reject Hp wen His ‘rue You do nat have evidence to relect Hf X2GandXs les XSi, Pleypell enor) = F(6 < X= 14|p = 0:25) = POX < 14] p= 0.25) ~ P(X 5|p = 025) =1- 0627 02878 ayo ea1 ‘The andom variable Xs binomial distabuted. sample of 101s teken, andi s desired to test Hy: p = 0.25 aganst Hap > 0.25, using a 59% level of significance _& Calculate the citi eon fr this test, by State te probably of typ I error for thi test and, given thatthe tue value of p was Inter found tobe 0.30, calculate the probability ofa ype Hl rox 2 The random varlabe Xf binomial distributed. A sample of 201s tken, and its desired to test Hy: p= 0.30 against Hp = 0.30, using a 16 level fsigalicance fa Cleat the critical region fo 1b state the probability of typeI error for this est and, given thatthe tue probably was Inter found tobe 0.25, calculate the probabilty ofa type I error. ‘3. The random vasableX ts binomiallydstbuted, A sample of 104s uken, and itis desired to test Hy: p = 0.45 against Hp * 045, using a $86 level of significance. 4 Calculate the entieal region fortis tes, b State the probability ofa type I error fr this test and, given thatthe tre probably was Tater found tobe 0.40, calculate the probability of type I cor 4 The random variable X has a Poisson distibuton. A sample taken and its desired to test Hy = 6 against y:4> 6, using a 5% level of signliance ‘4 Find thecriteal region fr this tes. bb Calculate the probability of a type Tero and given thatthe tre value of A waster found tobe 7, aleulate the probability of 2 type err. ‘5 Therandom variable X has Polssn distribution. A samples taken, andi i desired to test Hs A= 4S against Hy: A= 4.5, using SM level of significance a Find the citical egon fr this tes. 'Cteulat the probability of typeI ero and, given thatthe tue value of A waster found tobe 85, calculate the probability of a ype I ero. {6 The random variable X has Poisson distution, A sample taken, andi is desired to est Hy: = 9 against HA # 9, using aS level of significance 4 Find the eitical region fr this test. 1 Calculate the probability of type I eror and, given thatthe true value of was Iter found tobe calle the probability ofa typeI ex 1,3 You need to be able to find type | and type Il errors using the normal distribution, In the examples in the previous section Type Fern, which gives the staal significance level, was not equal to the target significance level, This was de othe lscrete nature of the “istibutions usedty oft and ett |B When a continuous distribution such as the normal distribution is used then P(Type eon) {is equa tothe significance level ofthe test. ‘Bags of sugar having 2 nominal weight of 1k are filled by a machine, From past experience Itisknown that the weight kof sugarin the bags is normally distributed with a standard deviation of 0.044 At he belning ofeach Weck a random sample of 10 bags is taken in order to see if the machine needs tobe reset. A tests then done tthe Ss significance level with Hy: w= LO0kgand Hy: -# LOO, ‘Find the critical region fortis test, Assuming that the mean weight has in fac changed to 1.02, bb find Ptype t ero and PType I ert fortis est 2 Thedistrbution of Xs modeled by (10. 204 Since tis two test you From the tates the ential rgion for Z's ow 25% at each tal 2> 196012 < ~196. a ‘The ctl region Found by The ertzal values for K are given by earning See = 10,¢= 004 and n= 10, 96 x (ORF 12196 x (2% = 09762 and 10248 The ertcal regen ln X= 0.972 ard X= 0240 Note once again that hectic "isin nooo pare the E(Type errr) for this test wl be the same 3s the significance ive! = 0.05, so nly the PTypellerer) nerde to Te lemer, be found. > x—I1 7 Opposite ie 2 rough sketch showing Sa Sates fhe area to be found The area requled ls between = O9TER and X = 10248 ghen pares that Fle male by 102, 228 ‘he probablty of a type leror san by os tt —— rrosrs2 48.026...|u= 147) nofr> wees.) ve | = F(C> 0266) (use 0.86} 1 08081 = 01949 Re JAB 818 eve of sgniicance. (Given that the te value of fo the mew batch is infact 147, «€ find the probability ofa type Il err foreach ofthe above critical regions. 2 Hem = 150 Hig < 150 (le. one-tailed test) n= 25ando= 6 ‘The 5% onticl region for ZI5Z = ~1.6449 80 rect Hy # XI 16449 veay oft and ets 1 test Pltype i error) = F(R > 1472084] w= 147) = p{z> 72084 = 7 rz 2 we ~ P(2> OTB) [Use 017} =1- 08675 = 04205 Calestr gives 043105. le Notice how in this example if we try to auc PIype ero frm $9 10195 then Type I exon inreases from 0.1949 to 0.4825. A more detailed study ofthe interplay between ‘hese two probabilities follows later in this chapter, However, you should be aware of this phenomenon and appreciate one ofthe reasons why we dona always use a significance level that very small. The value of 3% is commonly used level and ina situation were a particular sigaticance level isnot given this values recommended, ‘This doesnot mean that other significance levels ae never usd. When, for example, the result ‘ofthe research are highly important and making a type ettor could be very'setious, a 19%, significance level might be used. [nother cases significance level of 10% might be used. An lterative method of reducing te probability ofa type I error isto increase te sample size but ‘you will appreciate that more costs inked to increased sample sie ‘The relationship between the probabilities of type and type Merrrs can be lasted by Imagining pushing down one side of balloon ape [rete The only way to push down on both sides at once (and reduce the overall hickness) so allow the alrto move sideways. Using a larger balloon would alow you to reduce the overall thickness (els 1s equvalent to increasing the sie of the sample), 1 The random vaable X ~ Na, ).A random sample of 26 observations of Xs taken, and the sample mean #s taken tobe the test statisti. Is dested to test Ha: je SO agalnst Hi: 4 >50, using a 16 eve of significance {Fi the critical region for this test 1 State the probability ofa type exorfr this ts ‘Giver thatthe true mean was later fund tobe 53, {find the probability ofa type Meroe.2 The random varableX ~ Nip, 29). Arandom sample of 16 observations of Xs taken, and ‘the sample mean # is taken tobe the test statisti Its desited to tex Hy = 30 aginst Hs = 30, using a 5% level of significance 42 Find the eitical gion fr this tes. bi State the probabllty f typeI eror for this tx. Given that the true mean was ater fund to be 285, « find the probability ofa type I eto. {3 Therandom variable X ~ Niu) random sample of 25 observzions of Xs taken, and the sample means taken to be the test stats I is desired to test Ha: = 40 aan ys 40, using a 1% level of significance. fa Find the crea region fortis test. B Stat the probabil ‘Given that the tre mean was ater found 10 be #2, € find the probability ofa type I error. of ype Leno 44 A manufacturer claims thatthe average utsde diameter of parila washer produced by his factory s 15mm, The diameter i assumed! to be normally distributed with a standard ‘evition of 1, The manufacturer decides to take a andom sample of 25 washers rom each ‘ay’ production inorder monitor any changes in the mean diameter. Using a significance level ofS fin the critical region to be us or this test. ‘Given that the average diameter ad in fact increased to 15.6mm, 1 find the probity thatthe day's production would be weongly accepted. {5 Thenumber of perc shes tata aboratory technician can deal wih in one hour can be ‘modelled by anormal dstbution with mean 40 and standard devion 8 produce of glass Pipettes claims that anew type of pipette wl speed up the at at which the technician works ‘You have already sen that a type Terr occurs when the null hypotheds s ejected when it isin fact tre. The probability ofa fpe Tetor will be wilten as and is often known asthe size of random sample of 30 technicians red out the new pipettes and the average number of pti dishes they dealt with per hour X was recorded ‘Using a 59% signiticance level ind the crea value of. Theaverage numberof pete dishes dealt with per hour using the new pipetes Was in fac 42. 1 Find the probability of making a type Il ero, The manufactre of the pipettes would like to lessen the probability of typeI ero Being mage and recommends thatthe sigoiiance level be changed € State, giving a reason, what recommendation you would make, 14 You need to be able to caleulate the size and power ofa test. the testaly ofa an etnies The size ofa testis the probability of rejecting the nul hypothesis when itis infact rue and ‘hiss equal tothe probabilty of a type error. ‘The size ofa test, as You have sen, the actual sali chosen before the test is earied out level ofthe testa hiss usually ‘When conducting a hypothests test you should als be interested inthe probability of rejecting the null hypothesis when it in fact untrue, as this cleanly a desirable Feature of a test, The probability of ejecting the null hypothesis H, when tsuntue, known asthe power of thetest. © The power ofa tests the probability of rejecting the null pothesis when is not true 1 power= 1 ~ Paype error) = Pebsing inthe critical region when Hy if), The greater the power ofa test, the greater the probability of rejecting H when Hy false It follows thatthe higher the power, the beter the test The table on page 2 can now be reritten to show the peobailtles for the diferent stations. tru 1 true Hy is fase OK Patype i error) Conclusion of test — [ Paype terror) [Ponce = 1 Prtype tt exo) The sie and power both relate to reecting Hy “Thesize relates to wien Hs true and a typeI err has bee ade The power relates to when Hy Is abe and a correct decision wes made Whe power is greater than 0S the probability of coming to the correct conclusion (rejecting Hy ‘wher Hy fale, grester than the probability of coming othe wrong conclusion (accepting Hy when My sas). (On page 9 you were told that, generally If you increase the sar ple ize the probability of a type error decreases. It follows tha the larger the sample size the greater the power ofthe test Increasing the sample size is preferable to increasing the sgalcance level aa way of increasing the power of atest The random variable X/has a binomial distibution, A random sample of size 25 was taken to test, Hy: p= 0.30 against Hy: p< 0.30 using a 10% level of sigaicance 2 Find the critical region for this test 1b ind the sizeof this est. Given that p = 0.20 € calculate the power ofthis test.| le F< 104490, b Foner = F(R < 104498... = 102) Stoners [2 Ota = =riz< 272608... a X~B(25,030) H, le rejected when X « owhere PIX # 2) = O10 From ttle PEX<4)= 0.0908 Por<5)= 01955 So etic region is X= 4 b Size = PeType | errr) =P Alp 0908 © p= 0.20 then Hae fae ewer = F(Rejecting Ho|Ho flee ie = F(x =4| p= 020) = 04207 030) 02) Assuming His Ue Ue tubles 0 825, 0.3. the detation of se table if af ie ofS, Jam is sold in jars. The amount of am, in grams, in a jars normally disibuted with mean and standard deviation 8. The manufacturer claims tht is 106 and quality contro officers wil tke action against the manufacturer if 4 106. random sample of 30 js s examined and a 5% level of Significance is use 2 Find the critical region for the sample mean using this test Given that in fact ~ 102, 1 find the power of thi test 106 Ha <106 - n= 20008 ~ (106, Reject Hy when Xo Ctical region for aia Z = —Le449 s0 E5108 <-r6s49 cc = 09970 State the hypotess cay. Asing Hie tthe Staton oe ae se tables fin eel regon for My = 102 en X~ (02). Ue 275in eae a 099689. and on m= arom hich und seat eetay fess and etmatrs 1 ‘The random varable X ~ Nig, 3). random sample of 25 observations of is taken and the sample mean #s taken a the test statistic Is desired to test Hy p= 2D against ys w> 20 sing a5 significance lve ‘Find the critical region for thi test. bb Given that = 208 find the power ofthis test 2 The random variable isa binomial distribution. A sample of 20s taken fom it 1s este to test Ho: p = 0.35 against Hyp > 035 Using aS significance level ‘4 Caleulate the sizeof this test. 1 Given that p= 0.36 calculate the power ofthis est {3 ‘The random variable X has a Poisson distibution, A sample taken and its ested to test S against HysA-= 45. Ifa $8 significance level sto be used, 1 find the size ofthis tet 1 Given that 1 find the power of the test 44 A manufacturer claims that a particular vet produced in his factory has a diameter of 2am, fd thatthe diameters normally eistibuted with a varlrce of 0.004 min ‘Nrandor sample of 25 rivets is taken from aday’s production to test whether the mean diameter ha altered, up of down, fom the tated figure. 5% significance level sto be fo thi est the mean diameter had infact altered to 202mm, calculate the power ofthis test. ‘ {5 tna binomial experiment consisting of 10 eas the random varable X represents the numberof sucess, and ps the probability ofa sucess, a test of Hy: p= 0: against Hy: p> 03, xtc regionof = 7 suse Find the poner of hse ap=04, b pos € Comment on youre ° Explain briefly what you understand by a atypel enor Bi thesize of significance test, single observation fs made on a random variable X, where X ~ NU 10) ‘The observation, x i tobe used to test Hy: ~ 20 against Hy: > 20. The catia region Is chosen to bex > 25 «Pind the sz ofthe tes, °1.5 You need to be able to draw a graph ofthe power function fora tet. So far you have calculated the probability ofa type I error or the power only when you have been given a particular value ofthe population parameter of interest. Topulation parameters, are seldom known, and if they were known there would be lite point n doing he test ‘anyway Sometimes past experience ean give You some idea of iely vais ofthe parameters but, n general, since you do not know the value ofthe parameter, you cannot decide the power of the test concerned. Iti, however, posble in these cases to calculate the power 35a funetion ofthe relevant parameter (which we shall generalise as 0, Such 3 funetion is knvwn 54 power function, 1m The power lunction of a tests the function of the parameter which gives the probability that the test statistic will fallin the erica region ofthe test if is the true value of the parameter. ‘A power function enables yu to calculate the power ofthe test for any sven value of #, and ‘thus to plot a graph of power against & ast experience has shown tat the number of acedents that take place a ead junction has 2 Poisson dstubution with an average of 3.5 acldents per month. a trading esate sul long ‘one ofthe roads leading away from the junction and the loal council isanxious that this may have increased the accident rate, Tose Ifthe number of accidents had increased, a test was set ANE sori the mat pothesis i: = 35 and with the aterative potas being accepted ithe ruber of accidents within the fst month afer the alteration was > 7. 1 Find the sizeof the ts. Sf Find the power function forthe test and sketch the gph ofthe power fancin, 8 Site of tost™ FIX > 7A = 35) se the erin of siz. You eject. cena ‘he ul paths for X= 7. =1- 09887 0.0658 > FUlype err) = FIX<6|A>35) At aett Be ertaetsd =e tar ee (ae over =1— PC ern) oth parton by fer = torte hee a Ae 26 * 2a aunto at nd eis This enables valuas ofthe power of the test to be calculated for afferent vals of A A= 4 geo power = 01107 A= ves poner = 02376 A= 6 gies power = 02805 ‘fenin an cainon A=7 ves poner = 5503 table wa be pte, A=B gies poner = 0.6866 © aves poner = 077252 10 gives poner » 0.8699 The graph ie show below 3 > _ iit y Power function are pariculaly useful when compating two dfferent tess A manufacturer of sweets supplies a mixed assortment of chocolates in aja He claims that 40% ofthe chocolates havea “hard cente, the remainder being sat cented A shopkeeper doesnot believe the manufacturer's lam and poposes to test it sing the following hypotheses. Wp ‘where pis the proportion of ‘hard centres in the at. Two testsae propose, 4 Myipsod Jn fest he takes a andom sample of 10 chocolates from the jar and rejects Hy the numberof “hard centes sles than 2 a Find the sie of est. bb Show that the power function a es sven by (1 p+ 1091 ~ py.n test Be takes a tandom sample of 5 chocolates fom the jar and if there are no ‘ard centres! he ejects Fy otheree he takes a second sample ofS chocolate and Hs rejected if there ate no further hard centres’ on this second occasion, (Find the ize of test 4 Find an expression for the power function of test “The powes or test A and tes fr various values of pare given in the ble or [02 | as | 03 | 035 Powerforteta| 07a | + | 02a | 5 | 007 Powerfortet#| oss | os4 | oa2 | ost | 022 Calculate values for rand Stat, giving a reason, which ofthe two tests the shopkeeper should tse. Site of test A= FIX<2) sae oH Power oP test A = P(Reject Holy) POC = Olp) + FOX = 11) (= pi? + top — pp Sie of test B= PRelect Ho |p = 04) = POC = 0) + 1 POL = OF X PEK = 0) 06 + 0 - 06P x06 0.0786 4 Foner of test B = F(O hard centres in first) + FCO har cones in second 5 and = : > Ohard centres in frst 8) = FOX= Ol) +41 FOX = Ol pix FX = Op) (= pF +0 ~(1~ PKI PP =O pPEI tt PF O-pP@-0- pt 20-pP-0- pe @ Test A:p=02 Foner = (I~ 02) +10(02)(1~ 02)" =026 20 r= 038 | p03 Pmer= (0-03) + 10(03)(1- 03)? 40 2-0 # Fawerfor toot B > Power for test A forall values ofp 0 he oul use test Bayo et neti 1 Asingle observation is taken ftom Plsson dstbution with parameter A This observation Isto be use to test Ho: A= 6. aginst Hy: <6, The etal region ehosen was = 2, 2 Find the sige of the test 1 Show that the power function ofthis testis given by en(14a4 fy) ‘The table below gies the value of the power funtion to two decimal places SSS SS Seas ares rovers Gas == [rasa uene [= tol tae eae € Find the values of fr which the tests more likly than not vo come othe correct ‘onchusion, 2 ina binomial experiment consisting of 12 tras. repesents the numberof sueceses ane p the probability fa success. Ina test of Ho: p = 0.45 agpinst Hy: p < 04S the nll hypathesis srelected Ifthe number of successes is 20 ess. 1a nd the sizeof thin test, 1p show that the power function for this testis given by (1 py + 12941 — p+ 6p ~ py ‘© Find the power ofthis test when pis 0. ‘ Ina binombat experiment consisting of 10 tras the random variable X represents the number of successes and p the probability ofa succes Ima test of Hp = 04 against Hy: p> Ot aerial reglon of x > 8 was use. Find the power ofthis test when ap-0s bp=08 {© Comment on your results. 44 A certain gambler always calls hea when a coin i ose. fore he es a coin he tests to see whether op not i fir and uses the following hypatheses He Hops} ‘where piste probity thatthe coin ands heads cn a patil ts, Two tess ae proposed In test A the cotn I tossed 10 times and Hy is ejected if the numberof heads i 2.0 ewer. fa Find the sizeof test A 1 Explain why the power of tests given by (= py + lop ~ py + 5p" = psIn test the con is fist tossed S times. no heads esl Hy immediately ejected Others the coin I tose a further 5 times an Hs s rejected ifn heads appear on this second occasion, «Find the size of tet an an expression forthe power of text Bin terms op. "he power for test and the power for test are given in the table or various values ofp. p oa [02 | 025 | 03 | 035 | 0a Power for test | 09298 | 0.6778 0.3828 01673 Power fortest 5 | 08323 | o.5i80 | anne | 0.3079 | 02186 | 0.1495 «Pa the powerfor tes when 75025 and 03, £ Giving a reason, ave the ible abut which et he shoud ° In book S3 you met the idea ofan unbiased estimator and learnt how tofind the basin a based |m Anestimator Tis an unbiased estimator of the population parameter i E(T) = 0. Anestimator Thich has the property E(F) + 0 ced a biased estimator. The bias i simply the expected value ofthe estimator minus the parameter being estimate. ‘mira statistic Tis used as an estimator for a population parameter then the bas = &(T) ~ 0 Novice tat the bias will be positive if E() > but negative if (7) < In practice you should always alm to use an unbiased estimator The weights ink of students ust joining a college are normaly distibated with a mean p and variance o random sample of 6 ofthese students was taken and the mean ofthe sample X was cleat, ‘Show that Xsan unbiased estimator of. A second random sample af 4 of these students was taken and its mean was 1 Show that sok 1555 " T= 10 ae both unbiased estimators of «show thatthe estimator b= 8.5 2F i asd estimator of 4 Find the bias ofthe estimatorly oe rd eis ve tea +) 4 In Example 11 there were 4 posible unblased estimators for eX, ¥, $07, Which of theses the best to use? a eh = (HAMM AM t He +X) [E) + £02) + 0) + EO) + ECR) + ECG)T In book Si you learnt tha here wer two measures ‘that could be used to describe a distibuton ~the mean which was a measure of location or position an the ‘valance whieh was a measure of dispersion or spread. “wo unbiased estimators of y based on the sample mean ‘having diferent variances ae shown oppost, You can se from the diagram that the dstibution having the smaller variance as is wales clustered ‘loser to the mean valu (this shat yeu mean When you say its variance issmalley. Thus any estimate is ily tobe clover 1 EO) = ‘The estimator having the smaller variance i bes. 1H 1 Vand Vare two unbiased estimators of @ with Var(U) < Yart¥) then Us the best one to useFERED ons tsan extent of sample 0 ‘The weg, ig of student just oining a ole ate nonmaly steibtd wtha mean and variance a A random sample of 6 ofthese students was taken and the mean of the simple X was cleat, A second random sample of 4 of these students was taken and its mean was. The 4 stasis, ¥,5 = 9X +-4¥ eal unblsed estimators ofp Find ak va vant) HF Vax) te vat) 1b Hence select the best estimator ofp. $2 ang r= Kt Ky tHtK4GtK ee) far + Var) + Yr) + Van) + Vr) + Vr] Et rottettett eto} Such an estimators also called consistent VartY) Das — ‘ou sae that — No) and var) = 2 1©ITisan estimator for an unknown parameter 9, then Tis aconsstent estimator for if E(T) = (oF E(T) ~ 95 9) and Var(T) as n-~ where mis the size ofthe sample from which Tis obtained. ‘A sample of sizes taken from a population that has a mean ct aru a vari ‘how thatthe sample mean X isa consistent estimator ofp. From $8: E(R) = w so Kis an unbiased estimator of Tero = nant owe) = % ud) abe donc, = Os0X leacorsstoresthator of, Mommand maybe quote ' ‘From a binomial population in which the proportion of successes sp, random sample of size is taken and the number of successes Xi reeotded. The proportion uf successes in the saupe Ris ‘sed asa estimator for p Show that Kis a consistent estimator ofp -P 0 lean urblased estimator ofp var) = var) varX) (ott Jae = Fat ‘Thus 36 n+ 00, Var{R) +O and Ris 2 consistent estimator “The random valable X ~ Ua, where ais a postive constant. A randem sample X, Noy Xy Be is taker and the statistic M= Max, Xo XI eleulated. The sampling distribution of M thas probability density function given by me tye| 2 ones 0 thee ow nat aie ein of dh is = tht Vr = 1 Show that Van) = ay r+) «Fina consistent estar or othe form AM, here k santa Arann sample Sv 87, 15,98 4 caetean unbiased eit, een= [rae - [eee [etral, (ena) -O- a9 20 Mia bed etinsor aanya et and ents » se the denon from. Lng at =f 2a) + Oe From para E(u) = 2 se the re rom rH para nds ve 0 an estimator @ Behind wae on une os Stinsizr oe hae EKO) = St E(u = 50 isan biased estimator of vate) = (254) vary Now you nee vc) dc wt have to ne = (Opt x ena ~ vet lel cea par ots tat art) ‘ends tosratn Mis a conlaenteotinator of ‘cra tinny | 4 n= Band manish = 1 So an estimate of ais $x = 182, 1A biased die has probability of six equal top. The dei led times a the numberof ‘sixes recorded. The di is then rolled a further tines and the numberof sixes ecorde, The proportion ofthe 2 rolls that were sixes i called ‘a Show that& isa consistent estimator ofp. ‘The des rolled a total oF 50 tenes and 18 sixes are recorded 1b Find an sunate of. 12 The continuous random varableX ~ U0, 2. Show that 2X san unbiased estimator ofa 1 Determine whether or not 2X isa consistent estimator fa 3 Using the information and results fom Example 16 show that Mis consistent estimator ofa| Ia random sample XX, Xi... Nos taken from a population with mean w and standard ‘deviation Shot that bath Bo, Xe tt Me +h an Youmay we eee igre Fae Serene ial eae ee Sana a Show tat H39 = = random sample of 3 reading taken from X and the tate = Ay) + Xs! +N scaled Show that San unbiased estimator af {Show that Vart2) = a! Arandom sample of sie ms taken of X 4 5 The random variable X ~UD, 4 Show that T= BOG? +42 + «+ X,) ls content estimator ef “ ‘When a dei ote he probability of obaning asi san unknown constant p.m oner 19 estimate pte des allen tmes and the mumbeX, of sixes rede A secon tal is ‘then done withthe de Being rolled the same numberof times, andthe number of ses Ys agin recorded, Show that 9, - 3GM and X22, are unbiased and consent estimators op ' State, glving reasons, which ofthe two estimators isthe beter one 11 Therandom variable Xs binomially distribute. A sample of 18 observations is taken and it Is deste to test Hs = 0.35 against Hy: p> 035 using a 5% signifeance lve to test H: a= 8 against H+ 8 a the Se significance level. The ts statisti tobe uses x « ak ‘2 Find the critial region fr this test. 1b Stat the probability of making typeI error for this tes ‘The tue value ofp was found later tobe 0, ‘© Cateulate the power of this test, 2 Therandom varable X has Polson distribution. A sampleis taker and itis desired to test Hy: A= 35 aginst HA = 3.5 using 25% significance level ‘4 Find the eral region for ths test. bb state the probability of committing a type lero fortis test. ‘Given that the tre valu ofA 163.0 € find the power ofthis test. 3 ‘Therandom variable X ~ Niu, 9). sandom sample of 18 observations taken and itis desiredayo et andes ‘and the critical region fr this tes. 1 State the probability ofa type Teco for this test. ‘Given that ws ater found tobe 7 € find the probability of making a type I error 4 State the power ofthis test A single observations taken from a Poisson distibution with parameter a. The ‘observation is used to test Hy A= 4S against Hy: A> 4.5. The etal region chosen fr this test was 8 2 Find the sizeof this text, 1b The table below gives the power ofthe test for diferent values of A. 2 [i[2 [a [ats [e[? | * ps] 0 Power | 0 | ovott | 00079 | r [ois | « [oanis | 05470 | «| 07708 4 Find va for, sandt, i Using graph paps plat the power function against Ina binomial experiment consisting of 15 tals X represents the numberof successes and p the probability of success Ina test of Hy: p = 0.48 against Hy: p < 04S the catia rpon for the test was X = 3 4 Find the ae ofthe tes, 1» Use te tale ofthe binomial cumulative dstbution function to complete the table ven below. > 01 [oz] 03 Joa] os Power] 094i | s [0.2969 | ¢ | Oot7e «Draw the grap of the power function for this test A bag contains 25 balls of which an unknown number, are coloured rd (8 < m= 2. “Two of the balls are drawn from the bag andthe nunnber of ed ball, Xs noted es desired tovestimate m by Hh= cX Calculate a value for cif the estimate Iso be unbiased, Te balls are replaced and a second draw is made and the rumber of re bal, ¥, 1s noted, 1 Write down H() {© Show that Z = (SX + 7.5¥) san unbiased estimator of -Abag contains 25 balls of which an unknown an nem ae green, (4< m= 2,* ° « | y J | A company buys rope fom Bindings Ltd and tis know thatthe number offal per 100 of thelr rope follows 3 Poison dstbution with mean 2. The company Is offered 100: of rope by Teup, a newly established rope manufacturer. The company isconcernet that the rope from Tieup might be of poor qual {Write down the null ad alternative hypotheses appropriate for testing that rope from ‘ieup is in facta reliable as that from Bindings L 1 Derive tial region to test your null hypothesis with a size of approximately 0.08, «Calculate the power ofthis test f rope from Tleup contains an average of faults per 100m, “The numberof faulty garments produced per day by machinists in» lothng factory has Poisson distibution with mean 2. A new machinists wained andthe numberof faulty {garments made in one day bythe new machinist counted, 4 Wte down the appropriate null and alternative hypotheses involved in testing the ‘theory thatthe new machinists atleast as vellable asthe other machinists. 1 Derive artical gon, of size approximately 0.05, to test the nll hypothe «Calculate the power of this test if the new machinist produces an average of 3 faulty ‘armen per day “The mumber of uly garments produced by the new machinist over three randomly selected days is counted 4 Derive crt segon, of approximately the same size asin par, totes the nll bypothess, € Caleulate the power ofthis test if the machinist produces an average of 2 fully garments ery: {Comment bry on te ateence between the wo ess ° A single observation tobe taken fom a Poison dstabuon ith parameter This observation fo Be sed to test Hy: ye ~ 6 aga p= 6 The el elon s chown tobes = 2 2nd he size of the ital eon, b Show that the power uncon fortis tests given by Jeresmusy) “Thetable iow eves the lus ofthe power futon to 2 dein place [a __[ 10 [is [a0 [a0 | so | 30 [70 [rower oa | osr | s [-az# [+ | vos | 00s «© Calculate the values of sand 4 Draw a graph ofthe omer futon. f Pind he range of ales fp for which the power ofthiststisgeterthan 08. Q “Therandom varisbleX has the following distin fe o [4 ing “