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Testing of Hypothesis - Final

The document discusses hypothesis testing using a biased coin as an example, defining null and alternative hypotheses, and explaining concepts such as errors in hypothesis testing, statistical tests, critical regions, power functions, and levels of significance. It includes exercises with solutions that illustrate the application of these concepts in various statistical scenarios. The document emphasizes the importance of determining sample sizes and critical values to achieve desired power levels in hypothesis tests.

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0% found this document useful (0 votes)
5 views11 pages

Testing of Hypothesis - Final

The document discusses hypothesis testing using a biased coin as an example, defining null and alternative hypotheses, and explaining concepts such as errors in hypothesis testing, statistical tests, critical regions, power functions, and levels of significance. It includes exercises with solutions that illustrate the application of these concepts in various statistical scenarios. The document emphasizes the importance of determining sample sizes and critical values to achieve desired power levels in hypothesis tests.

Uploaded by

boranana777
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Testing of Hypothesis

Given a coin, we suspect that it is biased. To express this mathematically, we define a


random variable 𝑋 as the number of heads appearing when the coin is tossed 𝑛 times. Let
𝑃(𝑋 = 1) = 𝜃, 𝑃(𝑋 = 0) = 1 − 𝜃 i.e., the probability of getting one head is 𝜃 and one
tail is 1 − 𝜃. We wish to test the hypothesis 𝐻0 : 𝜃 = 0.5 against the alternative hypothesis
that 𝐻1 : 𝜃 > 0.5. The test we have decided to use is, if 𝑥̅ > 0.6, reject 𝐻0 and accept 𝐻1 ;
if 𝑥̅ < 0.6, reject 𝐻1 and accept 𝐻0 (i.e., if heads come upto 60% of the times, the coin is
unbiased and if it comes up more than 60% of the times, it is biased). Here, 𝑥̅ is the sample
mean which is obtained after conducting the experiment.
Null Hypothesis (𝑯𝟎 )
It is a definite statement about the population parameter, usually a hypothesis of no
difference
Alternative hypothesis (𝑯𝟏 )
Any hypothesis that is complementary to the null hypothesis is called alternative
hypothesis
Errors in hypothesis testing:

𝐻0 is true 𝐻0 is false

Accept 𝐻0 No error Type II error

Reject 𝐻0 Type I error No error

Statistical test
A statistical test of a hypothesis is a rule, stated in terms of a sample, that prescribes
whether a hypothesis is to be accepted or rejected, based on the value of the sample point
obtained
Critical region
The critical region of a test is the region of the sample space such that if the sample point
lies in it, the null hypothesis 𝐻0 is rejected
Power function (𝑲)
The power function 𝐾 of a test is the probability that the sample point falls in the critical
region of the test
𝐾 = 𝑃(Rejecting 𝐻0 )
The value of the function 𝐾 at a particular point is called as the power of the test at that
point
Level of significance (𝜶)
The level of significance of a test is the size of the critical region of the test
Level of significance = 𝑃(Type I error) = 𝛼

Exercise
1. 𝑋 has a pdf of the form 𝑓(𝑥, 𝜃) = 𝜃𝑥 𝜃−1 , 0 < 𝑥 < 1, 𝜃 > 0. To test 𝐻0 : 𝜃 = 1 against
𝐻1 : 𝜃 = 2, it is decided to use a random sample (𝑋1 , 𝑋2 ) of size 2 with the critical
3
region as 𝐶 = {(𝑥1 , 𝑥2 )|𝑥1 𝑥2 ≥ }. Compute the power function 𝐾(𝜃) and the
4
significance level 𝛼 of the test.
Solution:
3
𝐾(𝜃) = 𝑃(critical region 𝐶) = 𝑃 (𝑋1 𝑋2 ≥ )
4

Since (𝑋1 , 𝑋2 ) is a sample, 𝑋1 and 𝑋2 are independent,


𝑔(𝑥1 , 𝑥2 , 𝜃) = 𝑓(𝑥1 , 𝜃) × 𝑓(𝑥2 , 𝜃)
= 𝜃 2 (𝑥1 𝑥2 )𝜃−1 , 0 < 𝑥1 , 𝑥2 < 1, 𝜃 > 0
1 1
3
𝐾(𝜃) = 𝑃 (𝑋1 𝑋2 ≥ ) = ∫ ∫ 𝑔(𝑥1 , 𝑥2 , 𝜃) 𝑑𝑥2 𝑑𝑥1
4 3
𝑥1 = 𝑥2 =
3
4 4𝑥1

1 1
=∫ ∫ 𝜃 2 (𝑥1 𝑥2 )𝜃−1 𝑑𝑥2 𝑑𝑥1
3 3
𝑥1 = 𝑥2 =
4 4𝑥1
1
1 3 𝜃
= 𝜃∫ (𝑥1𝜃−1 − ( ) ) 𝑑𝑥1
𝑥1 =
3 𝑥1 4
4

3 𝜃 3
= 1 − ( ) [1 − 𝜃 log ( )]
4 4
Level of significance, 𝛼 = 𝐾(1) (since 𝐻0 : 𝜃 = 1)

= 0.0342
2. Let (𝑋1 , 𝑋2 ) be a random sample of size 2 from the distribution having pdf 𝑓(𝑥, 𝜃) =
𝑥
1
𝑒 −𝜃 , 𝑥 > 0, 𝜃 > 0. We reject 𝐻0 : 𝜃 = 2 and accept 𝐻1 : 𝜃 = 1 if the observed value
𝜃
(𝑥1 , 𝑥2 ) of the sample is such that
𝑓(𝑥1 , 2) 𝑓(𝑥2 , 2) 1

𝑓(𝑥1 , 1)𝑓(𝑥2 , 1) 2
Find the significance level of the test and the power of the test when 𝐻1 is true.
Solution:
The critical region is given by

𝑓(𝑥1 , 2) 𝑓(𝑥2 , 2) 1

𝑓(𝑥1 , 1)𝑓(𝑥2 , 1) 2

1 −𝑥21 1 −𝑥22
𝑒 × 𝑒 1
2 2 ≤
1 −𝑥11 1 −𝑥12 2
𝑒 × 𝑒
1 1
𝑥1 +𝑥2
𝑒 2 ≤2
𝑥1 + 𝑥2
≤ log 2
2
𝑥1 + 𝑥2 ≤ log 4

Since (𝑋1 , 𝑋2 ) is a sample, 𝑋1 and 𝑋2 are independent,


1 −𝑥1 1 −𝑥2 1 𝑥1+𝑥2
𝑔(𝑥1 , 𝑥2 , 𝜃) = 𝑓(𝑥1 , 𝜃) × 𝑓(𝑥2 , 𝜃) = 𝑒 𝜃 × 𝑒 𝜃 = 2 𝑒 − 𝜃 , 𝑥1 , 𝑥2 > 0, 𝜃 > 0
𝜃 𝜃 𝜃
𝐾(𝜃) = 𝑃(critical region) = 𝑃(𝑥1 + 𝑥2 ≤ log 4)
log 4 log 4−𝑥1
=∫ ∫ 𝑔(𝑥1 , 𝑥2 , 𝜃) 𝑑𝑥2 𝑑𝑥1
𝑥1 =0 𝑥2 =0
log 4 log 4−𝑥1
1 −𝑥1+𝑥2
=∫ ∫ 𝑒 𝜃 𝑑𝑥2 𝑑𝑥1
𝑥1 =0 𝑥2 =0 𝜃2

1 log 4 −log 4 𝑥
− 1
=− ∫ (𝑒 𝜃 − 𝑒 𝜃 ) 𝑑𝑥1
𝜃 𝑥1=0
log 4 −log 4 log 4
=− 𝑒 𝜃 − 𝑒− 𝜃 + 1
𝜃
Significance level = 𝛼 = 𝐾(2) (since 𝐻0 : 𝜃 = 2)
= 0.1534
Power of the test when 𝐻1 is true (i.e., 𝜃 = 1) is 𝐾(1) = 0.4034
3. The life length of a tyre in miles, 𝑋 is normally distributed with mean 𝜃 and standard
deviation 5000. The past experience indicates that 𝜃 = 30,000. The manufacturer
claims that the tyres made by a new procedure have 𝜃 > 30,000 and it is very likely
that 𝜃 = 35,000. Check the claim by testing 𝐻0 : 𝜃 ≤ 30,000 against 𝐻1 : 𝜃 > 30,000.
Observe 𝑛 independent values of 𝑋, say 𝑥1 , 𝑥2 , … , 𝑥𝑛 and reject 𝐻0 if and only if 𝑋̅ >
𝑐. Determine 𝑛 and 𝑐 so that the power function 𝐾(𝜃) has values 𝐾(30,000) = 0.01
and 𝐾(35,000) = 0.98.
Solution:
𝑲(𝟑𝟎, 𝟎𝟎𝟎) = 𝟎. 𝟎𝟏 𝑲(𝟑𝟓, 𝟎𝟎𝟎) = 𝟎. 𝟗𝟖
𝑃(𝑋̅ > 𝑐|𝜃 = 30000) 𝑃(𝑋̅ > 𝑐|𝜃 = 35000)
= 0.01 = 0.98
𝑐 − 30000 𝑐 − 35000
𝑃 [𝑍 > ] = 0.01 𝑃 [𝑍 > ] = 0.98
5000/√𝑛 5000/√𝑛

𝑐 − 35000 𝑐 − 35000
𝑃 [𝑍 ≤ ] = 0.99 𝑃 [𝑍 ≤ ] = 0.02
5000 5000
√𝑛 √𝑛
𝑐 − 30000 𝑐 − 35000
= 2.33 = −2.06
5000 5000
√𝑛 √𝑛

By solving we get, 𝑐 = 32,654 𝑎𝑛𝑑 𝑛 = 19.

4. Let 𝑋 be the random variable having the pdf


1 −𝑥
𝑓(𝑥, 𝜃) = {𝜃 𝑒
𝜃 0 < 𝑥 < ∞

0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Let 𝐻0 : 𝜃 = 2, 𝐻1 : 𝜃 = 4. Use random samples (𝑋1 , 𝑋2 ) of size 2 and define critical
region to be 𝐶 = {(𝑥1 , 𝑥2 )|9.5 ≤ 𝑋1 + 𝑋2 ≤ ∞}. Find the significance level of the test.
Solution:
𝐾(𝜃) = 𝑃 ((𝑥1 , 𝑥2 ) ∈ 𝐶)= 𝑃 (9.5 ≤ 𝑋1 + 𝑋2 ≤ ∞) = (1 − 𝑃(0 ≤ 𝑋1 + 𝑋2 ≤ 9.5)
1 9.5 9.5−𝑥2 − 𝑥1 +𝑥2 9.5+𝜃 9.5

𝐾(𝜃) = 1 − ∫ ∫0 𝑒 𝜃 𝑑𝑥1 𝑑𝑥2 = 𝑒 𝜃
𝜃2 0 𝜃

𝐾(2) = 𝛼 = 0.05
1 1
5. Let 𝑋 have binomial distribution with parameter 𝑛 = 10 and 𝑝 ∈ {𝑝 ∶ 𝑝 = , }.
4 2
1 1
𝐻0 : 𝑝 = , is rejected and 𝐻1 : 𝑝 = is accepted. If the observed values of 𝑋1 is a
2 4
random sample of size 1 is less than or equal to 3, find the power function of the test.
Solution:
𝐶 = {𝑥1 | 𝑥1 ≤ 3 }
𝑃(𝑋1 = 0) = 10𝐶0 𝑝0 (1 − 𝑝)10−0
𝑃(𝑋1 = 1) = 10𝐶1 𝑝1 (1 − 𝑝)10−1 and so on
𝐾(𝜃) = 𝑃(𝐶) = 𝑃{𝑥1 | 𝑥1 ≤ 3 }
= 𝑃(𝑋1 = 0) + 𝑃(𝑋1 = 1) + 𝑃(𝑋1 = 2) + 𝑃(𝑋1 = 3)
= 10𝐶0 𝑝0 (1 − 𝑝)10−0 + 10𝐶1 𝑝1 (1 − 𝑝)10−1 + 10𝐶2 𝑝2 (1 − 𝑝)10−2
+10𝐶3 𝑝3 (1 − 𝑝)10−3

1 11
𝐾( ) = 𝛼 =
2 64

6. Let 𝑋 have a poisson distribution with mean 𝜃. Test the simple hypothesis 𝐻0 : 𝜃 = 0.5
against the composite hypothesis 𝜃 < 0.5 by using a sample (𝑋1 , 𝑋2 , … , 𝑋12 ) of size
12. Reject 𝐻0 if and only if the observed value 𝑌 = 𝑋1 + 𝑋2 + ⋯ + 𝑋12 ≤ 2. Find the
1 1 1 1 1
powers 𝐾 ( ) . 𝐾 ( ) , 𝐾 ( ) , 𝐾 ( ) and 𝐾 ( ). What is the significance level of the
2 3 4 6 12
test?
Solution:
Since 𝑋~𝑃(𝜃), 𝑌 = 𝑋1 + 𝑋2 + ⋯ + 𝑋12 ~𝑃(12𝜃)
𝑒 −12𝜃 (12𝜃)𝑦
i.e. 𝑃(𝑌 = 𝑦) = , 𝑦 = 0,1,2, …
𝑦!
2
𝑒 −12𝜃 (12𝜃)𝑦
𝐾(𝜃) = 𝑃(𝑌 ≥ 2) = ∑ = 𝑒 −12𝜃 (1 + 12𝜃 + 72𝜃 2 )
𝑦!
𝑦=0
𝜃 1 1 1 1 1
2 3 4 6 12
𝐾(𝜃) 0.0619 0.2382 0.4232 0.6765 0.9198

Significance level is
𝛼 = 𝐾(0.5)(∵ 𝐻0 : 𝜃 = 0.5) = 0.0619
1
7. Let 𝑌 have a binomial distribution with parameters 𝑛 and 𝑝. We reject 𝐻0 : 𝑝 = and
2
1
accept 𝐻1 = 𝑝 > if 𝑦 ≥ 𝑐. Find 𝑛 and 𝑐 to give a power function 𝑘(𝑝) which is such
2
1 2
that 𝑘 ( ) = 0.1 and 𝑘 ( ) = 0.95 approx.
2 3

Solution:
𝑌 ~ 𝐵(𝑛, 𝑝) ⇒ 𝜇 = 𝑛𝑝, 𝜎 2 = 𝑛𝑝𝑞
𝐾(𝑝) = 𝑃(𝑌 ≥ 𝑐)
𝑌−𝑛𝑝 𝑐−𝑛𝑝 𝑐−𝑛𝑝
= 𝑃( ≥ ) = 𝑃 (𝑧 ≥ )
√𝑛𝑝𝑞 √ 𝑛𝑝𝑞 √𝑛𝑝𝑞

1 2𝑐 − 𝑛
𝐾 ( ) = 0.1 ⟹ 𝑃(𝑧 ≥ ) = 0.1
2 √𝑛
2𝑐−𝑛
i.e., 1 − 𝑃 (𝑧 < ) = 0.1
√𝑛
2𝑐 − 𝑛
𝜙( ) = 0.9
√𝑛
2𝑐 − 𝑛
= 𝜙 −1 (0.9) = 1.28
√𝑛
2𝑐 − 𝑛 = 1.28√𝑛 − (𝑖)

2 3𝑐 − 2𝑛
𝐾 ( ) = 0.95 ⟹ 𝑃(𝑧 ≥ ) = 0.95
3 √2𝑛
3𝑐−2𝑛
i.e., 1 − 𝑃 (𝑧 < ) = 0.95
√2𝑛
3𝑐 − 2𝑛
𝜙( ) = 0.05
√2𝑛
3𝑐 − 2𝑛
= 𝜙 −1 (0.05) = −𝜙 −1 (0.95) = −1.64
√2𝑛
3𝑐 − 2𝑛 = 1.64√2𝑛 = −2.3193√𝑛 − (𝑖𝑖)

(𝑖) × 2 − (𝑖𝑖) gives 𝑐 = 4.8793√𝑛

Substituting in (𝑖), we get 𝑛 = 71.8667 ≈ 72, 𝑐 = 41.3696 ≈ 41

8. Let 𝑋~𝑈(0, 𝜃). Test 𝐻0 : 𝜃 = 1 against 𝐻1 : 𝜃 = 2 using a sample (𝑋1 , 𝑋2 ) of size 2, by


rejecting 𝐻0 if either 𝑋̅ > 0.75 or atleast one of 𝑋1 and 𝑋2 is greater than 1. Compute
𝐾(1) and 𝐾(2).
Solution:
1
Since 𝑋~𝑈(0, 𝜃), 𝑓(𝑥, 𝜃) = , 0 < 𝑥 < 𝜃
𝜃

Since (𝑋1 , 𝑋2 ) is a sample, 𝑋1 and 𝑋2 are independent,


1
𝑔(𝑥1 , 𝑥2 , 𝜃) = 𝑓(𝑥1 , 𝜃) × 𝑓(𝑥2 , 𝜃) = , 0 < 𝑥1 , 𝑥2 < 𝜃
𝜃2
𝐾(1) = 𝑃[(𝑋̅ > 0.75) ∪ (𝑋1 > 1) ∪ (𝑋2 > 1)| 𝜃 = 1]
= 𝑃[((𝑋1 + 𝑋2 ) > 1.5) ∪ (𝑋1 > 1) ∪ (𝑋2 > 1)| 𝜃 = 1]
𝑋 +𝑋
(since 𝑋̅ = 1 2 )
2

= 𝑃[(𝑋1 + 𝑋2 ) > 1.5| 𝜃 = 1]


1 1
1
=∫ ∫ 2
𝑑𝑥2 𝑑𝑥1 = 0.125
𝑥1 =0.5 𝑥2 =1.5−𝑥1 1

𝐾(2) = 𝑃[(𝑋1 + 𝑋2 ) > 1.5| 𝜃 = 2]


= 1 − 𝑃[(𝑋1 + 𝑋2 ) < 1.5| 𝜃 = 2]
1.5 1.5−𝑥1
1
=1−∫ ∫ 𝑑𝑥2 𝑑𝑥1
𝑥1 =0 𝑥2 =0 22

= 0.7188
Chi-Square Test
Now imagine that the same question is asked about a given six-sided die. Again, we can
test the hypothesis that the die is fair, by throwing it 𝑛 times and observing the
distribution of the resulting outcomes. Now, however, we have not two but six different
classes into which the outcomes are divided – namely the number of appearances of 1,
the number of appearances of 2,⋯, the number of appearances of 6. Let these numbers
be denoted by 𝑥1 , 𝑥2 , ⋯ , 𝑥6 . We also have the probabilities 𝑝1 , 𝑝2 , ⋯ , 𝑝6 for the
occurrence of the respective faces 1,2, ⋯ ,6 of the die in each throw. In the case of a fair
1
die, each of these would be 𝑝𝑖 = . Since 𝑛 is the total number of throws, we expect that
6
each observed number 𝑥𝑖 should be more or less equal to 𝑛𝑝𝑖 .
(For instance, if we throw the die 60 times, then if the die is fair, each face should
appear roughly 10 times.)
Therefore, the difference 𝑥𝑖 − 𝑛𝑝𝑖 between the observed and expected number of
appearances is a measure of how false our hypothesis is likely to be.
Therefore, we need to design a test that uses these deviations to estimate the
probability of the truth or falsehood of the hypothesis.
Firstly, observe that 𝑥6 = 𝑛 − (𝑥1 + ⋯ + 𝑥5 ), so that we only need to consider
𝑥1 , 𝑥2 , ⋯ , 𝑥5 . The sample (𝑋1 , ⋯ , 𝑋5 ) has what is known as the multinomial distribution
with parameters 𝑛, 𝑝1 , ⋯ , 𝑝5 . Then if we define
(𝑋1 −𝑛𝑝1 )2 (𝑋2 −𝑛𝑝2 )2 (𝑋3 −𝑛𝑝3 )2 (𝑋4 −𝑛𝑝4 )2 (𝑋5 −𝑛𝑝5 )2 (𝑋6 −𝑛𝑝6 )2
𝒬5 = + + + + + ,
𝑛𝑝1 𝑛𝑝2 𝑛𝑝3 𝑛𝑝4 𝑛𝑝5 𝑛𝑝6

𝒬5 ~𝜒52 approximately for large 𝑛 (i.e., in the limiting case where 𝑛 → ∞).
Now the test is as follows. Select a value 𝑐, and reject the hypothesis that the die is fair if
𝒬5 ≥ 𝑐. What should be the ideal value of 𝑐? That depends on the significance level of
the test. What we can do therefore, is to set a desired significance level 𝛼 and select 𝑐
such that 𝑃(𝒬5 ≥ 𝑐) = 𝛼. This value of 𝑐 can be obtained from the chi-square.
The chi-square test in general can therefore be described as follows. Given 𝑘 classes
𝐶1 , 𝐶2 , ⋯ 𝐶𝑘 , to test the hypothesis 𝐻0 that the probability distribution of these classes is
𝑝1 , 𝑝2 , ⋯ , 𝑝𝑘 respectively (where 𝑝1 + 𝑝2 + ⋯ + 𝑝𝑘 ), we conduct 𝑛 trials and observe
the frequencies 𝑋1 , 𝑋2 , ⋯ , 𝑋𝑛 , of the respective classes (so that 𝑋1 + 𝑋2 + ⋯ + 𝑋𝑛 =
1).
(𝑋𝑖 −𝑛𝑝𝑖 )2
Now define 𝒬𝑘−1 = ∑𝑘𝑖=1 .
𝑛𝑝𝑖
Then the chi-square test with significance level 𝛼 is to reject 𝐻0 if 𝒬𝑘−1 ≥ 𝑐, where 𝑐 is
the value such that 𝑃[𝒬𝑘−1 ≥ 𝑐] = 𝛼. Common values of 𝛼 are 0.05 and 0.01, written as
5% and 1% respectively.

Exercise
1. A six-sided die is thrown 60 times and observed frequencies of the faces 1,2, ⋯ ,6 are
13,19,11,8,5,4 respectively. Test whether the die is fair at 5% level of significance?
Solution:
Here we have number of classes 𝑘 = 6, and theoretical probabilities 𝑝1 = 𝑝2 = ⋯ =
1
𝑝6 = (since a fair die must have equally likely outcomes), so that 𝑛𝑝𝑖 = 10, 𝑖 =
6
1,2, ⋯ ,10. Then
6
(𝑥𝑖 − 𝑛𝑝𝑖 )2
𝒬5 = ∑
𝑛𝑝𝑖
𝑖=1
(13 − 10)2 (19 − 10)2 (11 − 10)2 (8 − 10)2 (5 − 10)2 (4 − 10)2
= + + + + +
10 10 10 10 10 10
= 15.6
But 𝜒52 = 11.1 at 5% level of significance. Thus, 𝒬5 > 𝜒52 , which means that we reject
the hypothesis that the die is fair.

2. The Mendelian theory of genetics of crossing two types of peas states that the
9 13 13 1
probabilities of classification of the four resulting types are , , and
16 16 16 16
respectively. If from 160 independent observations, the observed frequencies of these
classifications are 86,35,26,13 respectively, test whether the data is consistent with
the theory with 𝛼 = 0.01.
Solution:
Here 𝑘 = 4, 𝑛 = 160 and 𝑛𝑝1 = 90, 𝑛𝑝2 = 30, 𝑛𝑝3 = 30, 𝑛𝑝4 = 10.
Therefore,
3
(𝑥𝑖 − 𝑛𝑝𝑖 )2
𝒬3 = ∑
𝑛𝑝𝑖
𝑖=1
(86−90)2 (35−30)2 (26−30)2 (13−10)2
= + + +
90 30 30 10
= 2.44 < 11.345 = χ23
at 1% level of significance (since 𝛼 = 0.01).
Thus, we accept the hypothesis that the data is consistent with the theory.
3. The table below lists the observed results of 𝑛 = 120 independent throws of a die.
Face 1 2 3 4 5 6
Frequency 𝑎 20 20 20 20 40 − 𝑎

For what values of 𝑎 would the hypothesis that the die is unbiased be rejected at 0.025
level of significance in a chi-square test?
Solution:
(𝑏−20)2
Since our test (at 0.025 level of significance) is to reject this if > 12.833 (this
10
number is obtained by comparing to a 𝜒 2 (5) distribution), we solve
(𝑏 − 20)2
> 12.833
10
If (𝑏 − 20) > √128.33 + 20
Or 𝑏 < 20 − √128.33
There are two sides coming from the positive and negative square root of (𝑏 − 20)2 ;
both need to be accounted for.

4. A manufacturer of lightbulbs claims that the lightbulbs produced fall into five
categories A, B, C, D, and E by quality, from highest to lowest, and that the percentages
of lightbulbs in these five categories are 15, 25, 35, 20, and 5 respectively. A contractor
who purchases a large number of the lightbulbs tests the claim by taking a random
sample of 30 lightbulbs and observes that the numbers of lightbulbs that fall in the
categories A, B, C, D, and E are 3, 6, 9, 7, and 5 respectively. Test whether the
manufacturer is speaking the truth, using a chi-square test at
(i) 5% significance level.
(ii) 1% significance level.
Solution:
Category A B C D E
15 25 35 20 5
Expected 30 ∗ = 4.5 30 ∗ = 7.5 30 ∗ = 10.5 30 ∗ =6 30 ∗ = 1.5
100 100 100 100 100

Observed 3 6 9 7 5

9.488 @ 5% significance level


𝜒42 = {
13.277 @ 1% significance level
2.25 2.25 2.25 1 12.25
𝑄4 = + + + + = 9.347
4.5 7.5 10.5 6 1.5

We accept the null hypothesis in 1% significance level.


We accept the null hypothesis in 5% significance level.

5. A survey of 320 families with 5 children each revels the following distribution
Number of boys 5 4 3 2 1 0
Number of families 14 55 110 88 40 12
As the result consistent with the hypothesis that the male and female birth are equally
probable at 0.05 significance level.
Solution:
Let 𝐻0 : Male and female birth is equal probable
1 1
If 𝐻0 is true, then 𝑝 = 𝑎𝑛𝑑 1 − 𝑝 =
2 2

𝑋: Number of boys in the family


1
𝑛 = 5, 𝑋~𝐵 (𝑛 = 5, 𝑝= )
2
1 5 10 10
𝑃(𝑋 = 0) = , 𝑃(𝑋 = 1) = , 𝑃(𝑋 = 2) = , 𝑃(𝑋 = 3) = ,
25 25 25 25
5 1
𝑃(𝑋 = 4) = , 𝑃(𝑋 = 5) =
25 25
Out of 320 families,
1
number of families with expected value of no boy = 320 × 5= 10
2
5
number of families with expected value of one boy = 320 × = 50 and so on
25

Number of boys (Observed) 5 4 3 2 1 0


Number of families 10 50 100 100 50 10
(Expected)
Number of 14 55 110 88 40 12
families(Observed)

𝑄5 = 7.14 < 11.1 = 𝜒52 . Thus, we accept the null hypothesis.

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