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mont4e_sm_ch11_sec08

# mont4e_sm_ch11_sec08 - Section 11-8 11-64 a H 0 = 0 H1 0 =...

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11-38 Section 11-8 11-64 a) 0 : 0 = ρ H 0 : 1 ρ H α = 0.05 18 , 025 . 0 0 18 , 025 . 0 64 . 0 1 2 20 8 . 0 0 | | 101 . 2 657 . 5 t t t t > = = = Reject H 0 . P-value = (<0.0005)(2) = <0.001 b) 5 . 0 : 0 = ρ H 5 . 0 : 1 ρ H α = 0.05 2 / 0 025 . 2 / 1 0 | | 96 . 1 265 . 2 ) 17 )( 0.5) ( arctanh 0.8) ( (arctanh α z z z z > = = = Reject H 0 . P-value = (0.012)(2) = 0.024. c) ) + 0.8 nh tanh(arcta ) - 0.8 nh tanh(arcta 17 17 025 . 025 . z z ρ where z . . 025 196 = . 9177 . 0 5534 . 0 ρ . Because ρ = 0 and ρ = 0.5 are not in the interval, so reject H 0 . 11-65 a) 0 : 0 = ρ H 0 : 1 > ρ H α = 0.05 18 , 05 . 0 0 18 , 05 . 0 75 . 0 1 2 20 75 . 0 0 734 . 1 81 . 4 2 t t t t > = = = Reject H 0 . P-value < 0.0005 b) 5 . 0 : 0 = ρ H 5 . 0 : 1 > ρ H α = 0.05 α z z z z > = = = 0 05 . 2 / 1 0 65 . 1 7467 . 1 ) 17 )( 0.5) ( arctanh 0.75) ( (arctanh Reject H 0 . P-value = 0.04 c) ) 0.75 nh tanh(arcta 17 05 . 0 z ρ where 64 . 1 05 . = z 26 . 2 ρ Because ρ = 0 and ρ = 0.5 are not in the interval, reject the nul hypotheses from parts (a) and (b). 11-66 n = 25 r = 0.83 a) 0 : 0 = ρ H 0 : 1 ρ H α = 0.05

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