AMS312m_2010 - AMS312.01 Midterm Exam Spring 2010...

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Unformatted text preview: AMS312.01 Midterm Exam Spring 2010 ♠♣♥♦ Name: ______________________________________ ID: ___________________________ Signature: ______________________ Instruction: This is a close book exam. Anyone who cheats in the exam shall receive a grade of F. Please provide complete solutions for full credit. The exam goes from 12:50-2:10pm. Good luck! 1. Let X 1 , X 2 , …, X n be a random sample from a normal population N(μ, σ 2 ). Furthermore, the population variance σ 2 is known. For a 1-sided test of H : μ = μ versus Ha: μ < μ , at the significance level α, (a). Derive the one-sample Z-test using the pivotal quantity method. (* Please include the derivation of the pivotal quantity, the proof of its distribution, and the derivation of the rejection region for full credit.) (b). For a given specific alternative hypothesis, Ha: μ = μ a (< μ ) , please derive the formula for the power of the test at the significance level α. (* Please include the derivation of the distribution of the test statistic Z 0 under the alternative hypothesis Ha: μ = μ a for full credit.) Solution (Lectures 11 & 12). (a) First we derive the pivotal quantity for the inference on μ based on a random sample from a normal population N(μ, σ 2 ). 1. Point Estimator for μ : 2 ~ ( , ) X N n σ μ X is NOT a pivotal quantity since its distribution is not entirely known. 2. Let X Z n μ σ- = , we can show that ~ (0,1) Z N using the moment generating function method: ( 29 1 1 2 2 2 exp( ) exp( ) exp( )exp( ) exp( )exp( ) exp(...
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This note was uploaded on 11/14/2010 for the course AMS 312 taught by Professor Zhu,w during the Spring '08 term at SUNY Stony Brook.

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AMS312m_2010 - AMS312.01 Midterm Exam Spring 2010...

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