For the distribution with unknown θ

We set the testing of hypothesis H0 ∶ θ = 1 vs H1 ∶ θ = 2. When the critical region X ≥ 0.4, the value of probability of type-II error is:

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  1. 0.30
  2. 0.24
  3. 0.25
  4. 0.20

Answer (Detailed Solution Below)

Option 4 : 0.20
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Detailed Solution

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The probability of type-II error is 0.20.

Key Points

  • In a hypothesis test, the probability of type-II error, also known as β
  • It is the probability of failing to reject the null hypothesis when it is false.
  • In other words, it is the probability of making a false negative.
  • The type-II error rate depends on the choice of the critical region and the value of the alternative hypothesis.

Additional Information 

  •  The distribution function has an unknown parameter, θ.
  • The hypothesis test compares two values of
  • The critical region is defined as
  • In hypothesis testing, a trade-off exists between the probabilities of type-I and type-II errors.
  • As one decreases, the other increases.
  • The critical region can be chosen to minimize the probability of type-II error for a given level of type-I error or vice versa.
  • The choice of critical region and hypothesis test should be made based on the specific problem and desired outcomes.

 

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