Question
Download Solution PDFFor 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:
Answer (Detailed Solution Below)
Detailed Solution
Download Solution PDFThe 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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