NO.PZ2020010304000053
问题如下:
A data management group wants to test the null hypothesis that observed data is N(0,1) distributed by evaluating the mean of a set of random draws. However, the actual underlying data is distributed as N(1, 2.25).
a. If the sample size is 10, what is the probability of a Type II error and the power of the test? Assume a 90% confidence level on a two-sided test.
b. How many samples would need to be taken to reduce the probability of a Type II error to less than 1%?
解释:
a. When the null hypothesis is false, the probability of a Type II error is equal to the probability that the hypothesis fails to be rejected.
Now, if there are 10 samples taken from an N(0,1) then the standard deviation is reduced
Therefore, the cut-off points are
In actuality, the true distribution is N(1,2.25), so the . For a sample size of 10, the expected sample standard deviation is
Calculating the equivalent distance of in this distribution compared to a standard N(0,1) yields
left = (-0.522-1)/0.474=-3.21
and right =(+0.522 - 1)/ 0.474 = -1.00
The probability of being on the left-hand side is practically zero. For the right, Pr(> right) = 1 - Φ(-1.00) = 1 - 15.9% = 84.1%.
So total probability of a Type II error is 1 – the probability of being in the two tails is
Pr(Non - Rejection|Ho is false) = 1 - [Pr(< left) + Pr(> right)] ≈ 1 - 84.1% = 15.9%
Therefore, the power of the test is 84.1%.
b. The requirement is to have 1 - [Pr(< left) + Pr(> right)] = 1%
Clearly, as n increases from 10, the probability of being in the left-hand tail will only decrease from already being close to zero.
Therefore, the requirement becomes 1 - Pr(> right) = 0.01
This occurs at a Z-score of (using the Excel function NORMSINV) -2.32.
Accordingly, the following equations need to be solved
and
Plugging in K yields:
And because partial observations are not allowed, n = 27.
老师好,请问答案中用总体标准差除以根号n算出的所谓expected sample standard deviation是我们讲的那个标准误的意思吗?看起来是用了标准误的公式,但使用的概念又好像对应不上。