In: Statistics and Probability
Suppose we take a random sample X1,…,X6 from a normal population with a known variance σ21=4 and unknown mean μ1. We also collect an independent random sample Y1,…,Y5 from another normal population with a known variance σ22=1 and unknown mean μ2.
We use these samples to test the hypotheses
H0:μ1=μ2 vs. H1:μ1>μ2
with a critical region of the form {X¯−Y¯>k} for some constant k. Here Y¯ denotes the average of Yis just like X¯ denotes the average of Xis.
(1) - Determine k so that the type I error probability α of the test is equal to 0.0495.
(2) - For the value of k found in part (1), what is your conclusion in this test if you see the following data: from the first population we observe
2.19,−2.45,3.30,3.21,2.74,0.50
and from the second population we observe
0.57,1.14,2.91,1.19,0.58