Let X1,...,Xn be a sample from N(, 2). Denote the power of the one-sided t-test of H
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Let X1,...,Xn be a sample from N(ξ, σ2). Denote the power of the one-sided t-test of H : ξ ≤ 0 against the alternative ξ/σ by β(ξ/σ), and by
β∗(ξ/σ) the power of the test appropriate when σ is known. Determine β(ξ/σ)
for n = 5, 10, 15, α = .05, ξ/σ = .07, 0.8, 0.9, 1.0, 1.1, 1.2, and in each case compare it with β∗(ξ/σ). Do the same for the two-sided case.
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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