Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Question 12: Test the following hypothesis: Ho: the output in the picture below was generated by R code runif(1, 0, 1.5) + runif(1, 0, 1.7).

image text in transcribed
Question 12: Test the following hypothesis: Ho: the output in the picture below was generated by R code runif(1, 0, 1.5) + runif(1, 0, 1.7). H,: the number was generated by runif(,,) + runif(,,) with some other parameters. The level of significance is a = 0.001. The conclusion is reject the null hypothesis - fail to reject the null hypothesis Console -/ [1] 3.182089 A hint: Let Y be the random variable that is the output of the code and let y, be a sample of size 1. Since y, has a limited precision, we can treat Y as a discrete random variable for the purpose of defining the likelihood ratio (it's easier to speak in terms of probabilities than in terms of probability densities). The denominator of the generalized likelihood ratio doesn't depend on y, as the arguments of runif(,,) + runif(,,) can be adjusted to produce any given number with the probability of 1. The numerator of the likelihood ratio is the probability of the runif(1, 0, 1.5) + runif(1, 0, 1.7) producing y1, it depends on y1. Therefore, if the probability of runif(1, 0, 1.5) + runif(1, 0, 1.7) producing a number bigger than 3.182089 is smaller than o/2 then the likelihood ratio is smaller than 2* and the null hypothesis is rejected. The resulting decision rule is the same as described on page 367 of the text, in the Decision Rules for Nonnormal Data section, but the generalized likelihood ratio approach is more general, it allows for finding a test statistic when, for example, the choice of arguments in the alternative code is restricted in some way. For the purpose of finding the probability of runif(1, 0, 1.5) + runif(1, 0, 1.7) producing a number bigger than 3.182089, it's convenient to treat Y as a continuous random variable

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Contemporary Business Mathematics With Canadian Applications

Authors: Ali R. Hassanlou, S. A. Hummelbrunner, Kelly Halliday

12th Edition

0135285011, 978-0135285015

More Books

Students also viewed these Mathematics questions

Question

1. Explain the marketing concept.

Answered: 1 week ago