In: Statistics and Probability
3. You have data for a sample of 100 exams taken by 16 year old students. You are told that the grades follow a normal distribution, with a variance of 25. You want to use this data to test the null hypothesis that μ=10, vs Ha μ>10. a- What is the power of the test if the true population mean is μ=10.5 and you want a 5% significance level? b- What is the power of the test if the true population mean is μ=11 and you want a 5% significance level? c- what would the sample size need to be to be achieve a power of 80% when testing that μ>10 and μ=10.5 and you want to have a probability of Type I error of 5%
Question 3
Here sample size = n = 100
Here hypothesis are
H0 : μ=10, vs
Ha : μ>10
Here variance = = 25
standard error = sqrt (/n) = sqrt(25/100) = 0.5
Now, significance level = 0.05
Critical value = NORMSINV(0.05) = 1.645
We would reject the null hypothesis if > 10 + 1.645 * 0.5
> 10.8224
so here as we come to know, true population mean is μ=10.5
so here as we know Power is probability of rejecting the null hypothesis when it is false; in other words, it is the probability of avoiding a type II error.
P( > 10.8224) where ~ N(10.5; 0.5)
z = (10.8224 - 10.5)/0.5 = 0.645
P( > 10.8224) = 1 - P(Z < 0.645) = 1- 0.7405 = 0.2595
(b)
True population mean is μ =11
so here as we know Power is probability of rejecting the null hypothesis when it is false; in other words, it is the probability of avoiding a type II error.
P( > 10.8224) where ~ N(11; 0.5)
z = (10.8224 - 11)/0.5 = -0.355
P( > 10.8224) = 1 - P(Z < -0.355) = 1- 0.3612= 0.6388
(c) Here let say the sample size n
standard error = sqrt(25/n) = 5/
Now, significance level = 0.05
Critical value = NORMSINV(0.05) = 1.645
We would reject the null hypothesis if > 10 + 1.645 * 5/
so here as we come to know, true population mean is μ=10.5
Now power is 80%
0.80 = P( > 10 + 1.645 * 5/) where ~ N(10.5; 0.5)
P( < 10 + 1.645 * 5/) = 1- 0.80 = 0.20
Z value = NORMSINV(0.20) = -0.8416
-0.8416 = ( 10 + 1.645 * 5/ - 10.5)/(5/)
-0.8416 * 5/ = 1.645 * 5/ - 0.5
n = 618.26 or 619