Institute of Technology of Cambodia Statistics

I3–TD4
(Hypotheses Testing)

1. Let X1 , X2 , ..., X20 be a random sample from a distribution with probability mass
function (
px (1 − p)1−x , if x = 0, 1
f (x; p) =
0 otherwise,
1
where 0 < p ≤ 2
is a parameter. The hypothesis Ho : p = 21 to be tested against
20
X
1
Ha : p < 2 . If Ho is rejected when Xi ≤ 6, then what is the probability of type I
1=1
error?

2. Let p represent the proportion of defectives in a manufacturing process. To test Ho :

p ≤ 41 versus Ha : p > 14 , a random sample of size 5 is taken from the process. If
the number of defectives is 4 or more, the null hypothesis is rejected. What is the
probability of rejecting Ho if p = 51 ?

3. A random sample of size 4 is taken from a normal distribution with unknown mean µ
and variance σ 2 > 0. To test Ho : µ = 0 against Ha : µ < 0 the following test is used:
“Reject Ho if and only if X1 + X2 + X3 + X4 < −20.” Find the value of σ so that the
significance level of this test will be closed to 0.14.

4. Let X1 , X2 , ..., X25 be a random sample of size 25 drawn from a normal distribution
with unknown mean µ and variance σ 2 = 100. It is desired to test the null hypothesis
Ho : µ = 4 against the alternative Ha : µ = 6. What is the power at µ = 6 of the test
25
X
with rejection rule: reject µ = 4 if Xi ≥ 125 ?
i=1

5. A urn contains 7 balls, θ of which are red. A reandom sample of size 2 is drawn without
replacement to test Ho : θ ≤ 1 against Ha : θ > 1. If the null hypothesis is rejected if
one or more red balls are drawn, find the power of the test when θ = 2.

6. Let X1 , X2 , · · · , Xn be a random sample from N (0, σ 2 ).

Pn 2
(a) Show that C = {(x1 , x2 , · · · , xn ) : i=1 xi ≥ c} is a best rejection region for
2 2
testing H0 : σ = 4 against Ha : σ = 16.
(b) If n = 15, find the value of c so that α = 0.05. [Hint: Recall that ni=1 Xi2 /σ 2 is
P
χ2 (n).]
(c) If n = P
15 and c is the value found in part (b), find the approximate value of
β = P ( ni=1 Xi2 < c|σ 2 = 16).

7. Let X have a Pareto distribution with parameter θ > 0; that is, the pdf of X is
(
1 − θ1 −1
x x > 1,
f (x; θ) = θ
0 otherwise.

Let X1 , X2 , . . . , Xn be a random sample from this distribution.

Mr. PHOK Ponna 1/6 2022–2023

Institute of Technology of Cambodia Statistics

(a) Let Yn = 2θ ni=1 ln Xi . Show that Yn has chi-squared distribution with degree of
P
freedom 2n (that is, Yn ∼ χ2 (2n)).
(Recall that if V ∼ χ2 (ν), then the moment generating function (mgf) of V is
GV (t) = (1 − 2t)−ν/2 , t < 21 ).
(b) Using Neyman-Pearson lemma, show that the best critical region for testing H0 :
θ = θ0 against Ha : θ = θa , θa > θ0 > 0, at level of test α, is
( n
)
X
C = (x1 , . . . , xn ) : ln xi ≥ c ,
i=1

where c satisfies P (Yn ≥ 2c/θ0 ) = α.

(c) Is the above critical region RR is uniformly most powerful for testing H0 : θ = θ0
against Ha : θ > θ0 at level of test α? Justify your answer.
(d) If n = 12, α = 0.10, H0 : θ = 3 and Ha : θ = 5. Determine the critical region C.

8. The melting point of each of 16 samples of a certain brand of hydrogenated vegetable

oil was determined, resulting in x̄ = 94.32. Assume that the distribution of the melting
point is normal with σ = 1.20.

(a) Test H0 : µ = 95 versus Ha : µ ̸= 95 using a two-tailed level 0.01 test.

(b) If a level 0.01 test is used, what is β(94), the probability of a type II error when
µ = 94?
(c) What value of n is necessary to ensure that β(94) = 0.1 when σ = .01?

9. The desired percentage of SiO2 in a certain type of aluminous cement is 5.5. To

test whether the true average percentage is 5.5 for a particular production facility, 16
independently obtained samples are analyzed. Suppose that the percentage of SiO2 in
a sample is normally distributed with σ = 0.3 and that x̄ = 5.25.

(a) Does this indicate conclusively that the true average percentage differs from 5.5?
(b) If the true average percentage is µ = 5.6 and a level α = 0.01 test based on n = 16
is used, what is the probability of detecting this departure from H0 ?
(c) What value of n is required to satisfy α = 0.01 and β(5.6) = 0.01 ?

10. The article “Uncertainty Estimation in Railway Track Life- Cycle Cost” (J. of Rail
and Rapid Transit, 2009) presented the following data on time to repair (min) a rail
break in the high rail on a curved track of a certain railway line.

159 120 480 149 270 547 340 43 228 202 240 218

A normal probability plot of the data shows a reasonably linear pattern, so it is plau-
sible that the population distribution of repair time is at least approximately normal.
The sample mean and standard deviation are 249.7 and 145.1, respectively.

(a) Is there compelling evidence for concluding that true average repair time exceeds
200 min? Carry out a test of hypotheses using a significance level of 0.05.
(b) Using σ = 150, what is the type II error probability of the test used in (a) when
true average repair time is actually 300 min? That is, what is β(300)?

Mr. PHOK Ponna 2/6 2022–2023

Institute of Technology of Cambodia Statistics

11. Given the accompanying sample data on expense ratio (%) for large-cap growth mutual
funds:

0.52 1.06 1.26 2.17 1.55 0.99 1.10 1.07 1.81 2.05
0.91 0.79 1.39 0.62 1.52 1.02 1.10 1.78 1.01 1.15

A normal probability plot shows a reasonably linear pattern.

(a) Is there compelling evidence for concluding that the population mean expense
ratio exceeds 1%? Carry out a test of the relevant hypotheses using a significance
level of 0.01.
(b) Referring back to (a), describe in context type I and II errors and say which
error you might have made in reaching your conclusion. The source from which
the data was obtained reported that µ = 1.33 for the population of all 762 such
funds. So did you actually commit an error in reaching your conclusion?
(c) Supposing that σ = 0.5 , determine and interpret the power of the test in (a) for
the actual value of µ stated in(b).
12. A random sample of 50 measurements resulted in a sample mean of 62 with a sample
standard deviation 8. It is claimed that the true population mean is at least 64.
(a) Is there sufficient evidence to refute the claim at the 2% level of significance?
(b) What is the P -value?
(c) What is the smallest value of α for which the claim will be rejected?
13. A random sample of 78 observations produced the following sums:
78
X 78
X
xi = 22.8, (xi − x̄)2 = 2.05.
i=1 i=1

(a) Test the null hypothesis that µ = 0.45 against the alternative hypothesis that
µ < 0.45 using α = 0.01. Also find the p-value.
(b) Test the null hypothesis that µ = 0.45 against the alternative hypothesis that
µ ̸= 0.45 using α = 0.01. Also find the p-value.
(c) What assumptions did you make for solving (a) and (b)?
14. The number of carbohydrates found in a random sample of fast-food entrees is listed.
Is there sufficient evidence to conclude that the variance differs from 100? Use the 0.05
level of significance.

53 46 39 39 30
47 38 73 43 41

15. The manager of a large company claims that the standard deviation of the time (in
minutes) that it takes a telephone call to be transferred to the correct office in her
company is 1.2 minutes or less. A random sample of 15 calls is selected, and the calls
are timed. The standard deviation of the sample is 1.8 minutes. At α = 0.01, test the
claim that the standard deviation is less than or equal to 1.2 minutes. Use the P -value
method.

Mr. PHOK Ponna 3/6 2022–2023

Institute of Technology of Cambodia Statistics

16. A machine fills 12-ounce bottles with soda. For the machine to function properly, the
standard deviation of the sample must be less than or equal to 0.03 ounce. A random
sample of 8 bottles is selected, and the number of ounces of soda in each bottle is given.
At a α = 0.05, can we reject the claim that the machine is functioning properly? Use
the P -value method.

12.03 12.10 12.02 11.98

12.00 12.05 11.97 11.99

17. A coin is tossed 9 times and 3 heads appear. Can you conclude that the coin is not
balanced? Use α = 0.10. [Hint: Use the binomial table and find 2P (X ≤ 3) with
p = 0.5 and n = 9.]

18. In the past, 20% of all airline passengers flew first class. In a sample of 15 passengers,
5 flew first class. At α = 0.10, can you conclude that the proportions have changed?

19. A survey by Men’s Health magazine stated that 14% of men said they used exercise to
reduce stress. Use α = 0.10. A random sample of 100 men was selected, and 10 said
that they used exercise to relieve stress. Use the P -value method to test the claim.

20. A common characterization of obese individuals is that their body mass index is at least
30 [BMI=weight/(height)2 , where height is in meters and weight is in kilograms]. The
article ”The Impact of Obesity on Illness Absence and Productivity in an Industrial
Population of Petrochemical Workers” (Annals of Epidemiology, 2008: 8–14) reported
that in a sample of female workers, 262 had BMIs of less than 25, 159 had BMIs that
were at least 25 but less than 30, and 120 had BMIs exceeding 30. Is there com-
pelling evidence for concluding that more than 20% of the individuals in the sampled
population are obese?

(a) State and test appropriate hypotheses using the rejection region approach with a
significance level of 0.05.
(b) Explain in the context of this scenario what constitutes type I and II errors.
(c) What is the probability of not concluding that more than 20% of the population
is obese when the actual percentage of obese individuals is 25%?

21. A manufacturer of nickel-hydrogen batteries randomly selects 100 nickel plates for test
cells, cycles them a specified number of times, and determines that 14 of the plates
have blistered.

(a) Does this provide compelling evidence for concluding that more than 10% of all
plates blister under such circumstances? State and test the appropriate hypothe-
ses using a significance level of 0.05. In reaching your conclusion, what type of
error might you have committed?
(b) If it is really the case that 15% of all plates blister under these circumstances and
a sample size of 100 is used,how likely is it that the null hypothesis of part (a)
will not be rejected by the level 0.05 test? Answer this question for a sample size
of 200.
(c) How many plates would have to be tested to have β(0.15) = 0.10 for the test of
part (a)?

Mr. PHOK Ponna 4/6 2022–2023

Institute of Technology of Cambodia Statistics

22. Let X have a Pareto distribution with parameter θ > 0; that is, the pdf of X is
(
1 − θ1 −1
x , x > 1,
f (x; θ) = θ
0, otherwise.
Let X1 , X2 , . . . , Xn be a random sample from this distribution.
(a) Let Yn = 2θ ni=1 ln Xi . Show that Yn has chi-squared distribution with degree of
P
freedom 2n (that is, Yn ∼ χ2 (2n)).
(Recall that if V ∼ χ2 (ν), then the moment generating function (mgf) of V is
GV (t) = (1 − 2t)−ν/2 , t < 21 ).
(b) Using Neyman-Pearson lemma, show that the best critical region for testing H0 :
θ = θ0 against Ha : θ = θa , θa > θ0 > 0, at level of test α, is
( n
)
X
RR = (x1 , . . . , xn ) : ln xi ≥ c ,
i=1

where c satisfies P (Yn ≥ 2c/θ0 ) = α.

(c) Is the above critical region RR is uniformly most powerful for testing H0 : θ = θ0
against Ha : θ > θ0 at level of test α? Justify your answer.
(d) If n = 12, α = 0.10, H0 : θ = 3 and Ha : θ = 5. Determine the critical region RR.
23. Let X1 , X2 , . . . , Xn be a random sample from a population X with pdf
 √
 x
 1 −

f (x; θ) = 2θ√x e θ if x > 0


0 otherwise .

where θ > 0 is an unknown parameter.

√
(a) Let Y = X. Find the cdf of Y and then deduce the pdf of Y . Show that
Y ∼ Exp(θ).
(b) Find the MLE θ̂n for θ. Is θ̂n efficient?
2nθ̂n
(c) Let U = . Find the mgf of U and deduce that U ∼ χ2 (2n).
θ
20
X √
(d) Derive a 90% CI for θ when xi = 47.4.
i=1
(e) Find the best critical region for testing H0 : θ = 1 versus Ha : θ = θa , where
θa > 1 when α = 0.01 and n = 15.
(f) Is the test in (e) a UMP test for testing H0 : θ = 1 vs Ha : θ > 1? Justify your
answer.
24. Let X1 , X2 , . . . , Xn be a random sample from a population X with pdf

 1 x θ1 −1 if 0 ≤ x ≤ 1
f (x; θ) = θ
0 otherwise .

where θ > 0 is an unknown parameter.

Mr. PHOK Ponna 5/6 2022–2023

Institute of Technology of Cambodia Statistics

(a) Let Y = − ln X. Find the cdf of Y and then deduce the pdf of Y . Show that
Y ∼ Exp(θ).
(b) Find the MLE θ̂n for θ. Is θ̂n efficient?
2nθ̂n
(c) Let U = . Find the mgf of U and deduce that U ∼ χ2 (2n).
θ
(d) Derive a 100(1 − α)% CI for θ.
(e) Find the best critical region for testing H0 : θ = 1 versus Ha : θ = θa , where
θa > 1 when α = 0.01 and n = 15.
(f) Is the test in (e) a UMP test for testing H0 : θ = 1 vs Ha : θ > 1? Justify your
answer.

25. Suppose that X, the fraction of a container that is filled, has pdf f (x; θ) = θxθ−1 for
0 < x < 1 (where θ > 0) and zero otherwise, and let X1 , . . . , Xn be a random sample
from this distribution.

(a) Show that thePmost powerful test for H0 : θ = 1 versus Ha : θ = 2 rejects the null
hypothesis if ln(xi ) ≥ c.
(b) Is the test of (a) UMP for testing H0 : θ = 1 versus Ha : θ > 1? Explain your
reasoning.
(c) If n = 50, what is the (approximate) value of c for which the test has significance
level 0.05?

Mr. PHOK Ponna 6/6 2022–2023