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This tag is for questions on hypothesis testing in statistics, including questions about constructing or setting up a test, selecting an appropriate test for a particular application, and computing test statistics.

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Neyman Pearson Lemma Question

You reject $H_0$ iff $$ \left( \frac 1 {\theta_1} - \frac 1 {\theta_0} \right) \sum_i x_i \le \text{something}. $$ Multiplying both sides by the reciprocal of $\displaystyle\left( \frac 1 {\theta_1} - …
Michael Hardy's user avatar
1 vote
Accepted

Find the form of the most powerful critical region of size $\alpha$.

My first thought was that where you wrote $\displaystyle\prod_{x=1}^n \theta_0(1-\theta_0)^{x-1}$ and $\displaystyle \sum_{x=1}^n x,$ you need $\displaystyle \prod_{i=1}^n \theta_0(1-\theta_0)^{x_i-1} …
Michael Hardy's user avatar
2 votes
Accepted

What is the significance of the measures of variation in hypothesis testing?

I shall assume you intended no pun and I won't even mention it. If the observed mean is far from the hypothetical mean by comparison to what you would expect given its normal range of variation, then …
Michael Hardy's user avatar
1 vote
Accepted

P-values : Hypothesis test

If "mean" is taken to be the mean of $15$ differences between the $15$ measured cut-on voltages and the hypothetical average of $0.6$, then my software agrees with the output in the posted question ab …
Michael Hardy's user avatar
0 votes
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prove that test statistic follows normal distribution

The central limit theorem does not bear upon this, because the random variables you're starting with are already normally distributed. A linear combination of independent normally distributed random v …
Michael Hardy's user avatar
1 vote
Accepted

Hypothesis testing

You have the right p-value, but you did not understand the software. The p-value that you say you got from R is for a two-sided alternative hypothesis that says $\mu\ne42$ instead of $\mu<42$. Your …
Michael Hardy's user avatar
1 vote

what should the null hypothesis be

As stated, the problem doesn't make a lot of sense as a hypothesis test. That this group of 50 scored higher than average is an empirical observation, so there's no occasion for statistical inference …
Michael Hardy's user avatar
1 vote

The difference between a Z-Score and a Z-statistic? Why do we divide by $\sqrt{n}$ for the l...

A z-score is what you get when you subtract its expected value from a random variable and then divide by its standard deviation. Thus if $\operatorname E(X) = \mu$ and $\operatorname{s.d.}(X) = \sigma …
Michael Hardy's user avatar
0 votes

Neyman–Pearson Lemma

Randomization in this context never gets you a better test than what you would have without randomization. With discrete distributions, the distribution of the p-value, assuming the null hypothesis is …
Michael Hardy's user avatar
0 votes

$\chi^2$ distribution: hypothesis testing

The sum of independent chi-square random variables is itself a chi-square random variable. So $$ X_1 + \cdots + X_{10} \sim \chi^2_{10k}\,. \tag 1 $$ Since this has expected value $10k$, the sample me …
Michael Hardy's user avatar
1 vote

chi-square distribution and p-value

The only mistake I find in your posting is your assertion that $63.691<62.5.$ Since the value of the test statistic is less than the critical value, the null hypothesis is not rejected. Likewise, si …
Michael Hardy's user avatar
1 vote

Simple exercise on t-Student test

The smallness of the sample is precisely the reason why it's important to use the t-distribution rather than the normal distribution, in this case with $3$ degrees of freedom. $\require{cancel}$ \beg …
Michael Hardy's user avatar
1 vote

Hypothesis Testing a normally distributed random variable

You have $Y\sim N(\mu,\sigma^2)$ and the null and alternative hypotheses say $(\mu,\sigma) = (\mu_i,\sigma_i^2)$ for $i=1,2$ respectively. Let $y$ be the observed value of $Y.$ The likelihood functio …
Michael Hardy's user avatar
2 votes
Accepted

Determine the optimal critical region for a Poisson distribution

You have made use of an unstated assumption that $\lambda_0>\lambda_1.$ You concluded that the rejection criterion is that $\sum_{i=1}^n X_i < c$ where $c$ is the critical value. If the level of the …
Michael Hardy's user avatar
0 votes

Approximation of region of rejection

If the null hypothesis is true, then $X_1,\ldots,X_n\sim\mathrm{i.i.d.}\operatorname{Uniform}(0,1),$ so $$ \text{for } y\ge0, \quad\Pr(-2\log X_1 \ge y) = \Pr(X_1\le e^{-y/2}) = e^{-y/2}. $$ Therefore …
Michael Hardy's user avatar

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