∙Without specifying the population distribution, we can only useasymptotic analysis to derive a general test statistic in this example – sowe hold off for now.∙Another way to generate a composite null (and alternative) isH0:2≤H1:2so the null is that either the Poisson variance holds or the variance isunderdispersed (relative to the Poisson distribution). The alternative isoverdispersion.41
Summary of Classical Hypothesis Testing1. Choose the null and alternative.2. Choose the size of the test (maximum probability of Type I error)you are willing to tolerate.3. Choose a test statistic (often based on whether its distribution can becalculated, at least under the null hypothesis).4. Choose a rejection rule based on the null and size of the test.42
has intentionally blurred sections.
Sign up to view the full version.