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标题: 请教一道notes上的题(level one) [打印本页]

作者: natty    时间: 2008-6-25 13:50     标题: 请教一道notes上的题(level one)

For a hypothesis test with a probability of a Type II error of 60% and a probability of Type I error of 5%,which of the following statements is most accurate?

 

A:the power of the test is 40%,and there is a 5% probability that the test statistic will exceed the critical values.

B:there is a 95% probability that the statistic will be between the critical values if this is a two-tail test.

C:the power of the test is 55%,and the confidence level is 95%

D:there is a 5% probability that the null hypothesis will be rejected when actually true ,and the probability of rejecing the null when it is false is 40%

 

请问一下A和B为什么错了,书后的答案没有看懂,谢谢了


作者: Cody2008    时间: 2008-6-25 21:56

QUOTE:
以下是引用natty在2008-6-25 13:50:00的发言:

For a hypothesis test with a probability of a Type II error of 60% and a probability of Type I error of 5%,which of the following statements is most accurate?

A:the power of the test is 40%,and there is a 5% probability that the test statistic will exceed the critical values.

B:there is a 95% probability that the statistic will be between the critical values if this is a two-tail test.

C:the power of the test is 55%,and the confidence level is 95%

D:there is a 5% probability that the null hypothesis will be rejected when actually true ,and the probability of rejecing the null when it is false is 40%

请问一下A和B为什么错了,书后的答案没有看懂,谢谢了

A. The power of the test is 40% 正确, 后半部分错误, Type I error 的定义是说rejection of the null hypothesis when it is actually true, 注意这里的precondition是说null hypothesis是true,也就是说在这个hypothesis是true的情况下, 有5%的概率test static 超过critical values。但是如果null hypothesis本身就是false的,那么 test static超过critical values就是Correct Decision,也就是Power of Test,也就是说在这种情况下, 超出critical values的概率是40%。

所以到底超过critical values的概率是多少在不知道Null hypothesis 到底是true还是false的情况下是无法知道的。

B的错误的原因同A。


作者: natty    时间: 2008-6-25 22:11

现在终于看明白了,谢谢了!




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