Question

In: Statistics and Probability

3. Let X1...Xn be N(μX,σ) and Y1...Yn be iid N(μy,σ) with the two samples X1...Xn, and...

3. Let X1...Xn be N(μX,σ) and Y1...Yn be iid N(μy,σ) with the two samples X1...Xn, and Y1...Xn independent of each other. Assume that the common population SD σ is known but the two means are not. Consider testing the hypothesis null: μx = μy vs alternative: μx ≠ μy.

d. Assume σ=1 and n=20. How large must δ be for the size 0.01 test to have power at least 0.99?

e. Assume σ=1and δ=0.2. How large must n be for the size 0.01 test to have power at least 0.99?


Solutions

Expert Solution

Minitab output:

1-Sample Z Test

Testing mean = null (versus not = null)
Calculating power for mean = null + difference
Alpha = 0.01 Assumed standard deviation = 1.4142


Sample
Size Power Difference
20 0.99 1.55019

(e)

Minitab output:

Power and Sample Size

1-Sample Z Test

Testing mean = null (versus not = null)
Calculating power for mean = null + difference
Alpha = 0.01 Assumed standard deviation = 1.4142


Sample Target
Difference Size Power Actual Power
0.2 1202 0.99 0.990025


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