findFinding a Uniformily Most Powerful Region

**statmajor** · March 4th 2010, 06:19 PM

Let $X_1,...,X_{25}$ be from a sample of 25 from a normal distribution $N(\theta,100)$ . Find a UMP region with $\alpha = 0.1$ for testing $H_0:\theta=75 \ VS \ H_1:\theta>75$

So after performing the Likelihood ratio test, I determined the critial region to be $(\Sigma X_i => K)$ where K is some constant.

Using the CLT $\frac{\Sigma X_i - n\mu}{\sigma \sqrt{n}}$

$P(\Sigma X_i => K) =P_{H_0}( \frac{\Sigma X_i - 25(75)}{10\sqrt{75}} => \frac{K - 25(75)}{10\sqrt{75}} )=0.1$

$\frac{K - 1875}{86.6}=1.28$ solving for K = 1985.848

Have I made a mistake anywhere?

Thread: findFinding a Uniformily Most Powerful Region

LinkBack

Thread Tools

Display

Finding a Uniformily Most Powerful Region

Similar Math Help Forum Discussions

The region 0 < x < y < z < 1

centroid of region

need help to construct UMPT (uniformly most powerful test)

most powerful test using Neyman-Pearson lemma with two parameters

region

Search Tags