作者umvue (前不见古人)
看板Statistics
标题Re: [问题] 假设检定
时间Sat Jan 7 16:45:43 2006
※ 引述《tyrone208 (等待)》之铭言：
: A random sample of size n=8 is draw from the uniform pdf,f(y;θ)= 1/θ,
: 0<y<θ for the propose of testing
: Ho:θ=2
: H1:θ<2
: at α=0.1 level of significance.Suppose the decision rule is to be based
: on Y8', the largest order statistic,that is Y8'= max(Y1,Y2,...Y8).What
: would be the probability of committing a Type Π error when θ=1.7 ?
Sol:
1 find the pdf of Y8 (it is 8 y^7/theta^8, for y between 0 and theta)
2 find the constant c s.t. P(Y8 < c | theta=2) = 0.1 (c: critical
value for this 0.1 level test)
3 Prob. of Type-II error at theta=1.7
= P( not reject Ho | theta =1.7)
= P( Y8 >= c | theta=1.7) (c is what you got in step 2)
= what you want!
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