Suppose under the null hypothesis, the density of a test statistic T is fH_0(t)=2t I(t in [0,1]), and under the alternate, the test statistic T is fH_a(t)=2(1−t) I(t in [0,1]). Suppose H_0 is true (so T has density fH_0(t).) What is the probability that f_H_0(T)/f_H_a(T)<=0.5?

kemecryncqe9

kemecryncqe9

Answered question

2022-11-07

Suppose under the null hypothesis, the density of a test statistic T is f H 0 ( t ) = 2 t   I ( t [ 0 , 1 ] ), and under the alternate, the test statistic T is f H a ( t ) = 2 ( 1 t )   I ( t [ 0 , 1 ] ).
Suppose H 0 is true (so T has density f H 0 ( t ).) What is the probability that f H 0 ( T ) / f H a ( T ) 0.5?

Answer & Explanation

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x0xkatiex0xz6u

Beginner2022-11-08Added 11 answers

By definition
f H 0 ( T ) f H a ( T ) 0.5 2 T 2 ( 1 T ) 0.5 2 T 1 T T 1 / 3
Now, under the null hypothesis, the probability that T 1 / 3 is given by
P ( T 1 / 3 H 0 ) = 0 1 / 3 f H 0 ( t )   d t = 0 1 / 3 2 t   d t

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