Question
Recall the example from Section 18.3, where we investigated whether the software data are exponential by means of the Kolmogorov-Smirnov distance between the empirical distribution
Recall the example from Section 18.3, where we investigated whether the
software data are exponential by means of the Kolmogorov-Smirnov distance
between the empirical distribution function Fn of the data and the estimated
exponential distribution function:
Tks = sup a?R
|Fn(a) ? (1 ? e??a? )|.
For the data we found tks = 0.176. By means of a new parametric bootstrap
we simulated 100 000 realizations of Tks and found that all of them are smaller
than 0.176. What can you say about the p-value corresponding to 0.176?
25.10 Consider the coal data from Table 23.1, where 23 gross calorific value
measurements are listed for Osterfeld coal coded 262DE27. We modeled this
dataset as a realization of a random sample from a normal distribution with
expectation unknown and standard deviation 0.1 MJ/kg. We are planning
to buy a shipment if the gross calorific value exceeds 23.75 MJ/kg. In order
to decide whether this is sensible, we test the null hypothesis H0 : = 23.75
with test statistic Xn.
a. What would you choose as the alternative hypothesis?
b. For the dataset xn is 23.788. Compute the corresponding p-value, using
that Xn has an N(23.75,(0.1)2/23) distribution under the null hypothesis.
Give an example of two discrete random variables X and Y on the same sample space
such that X and Y have the same distribution, with support {1, 2,..., 10}, but the
event X = Y never occurs. If X and Y are independent, is it still possible to construct
such an example?
40. Suppose X and Y are discrete r.v.s such that P(X = Y ) = 1. This means that X and
Y always take on the same value.
(a) Do X and Y have the same PMF?
(b) Is it possible for X and Y to be independent?
41. If X, Y, Z are r.v.s such that X and Y are independent and Y and Z are independent,
does it follow that X and Z are independent
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