Hi

Any Body pass me the formula for Type II error in testing of Hypothesis

REgards

Statsvenu

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- Jul 8th 2010, 06:50 AMstatsvenutype II error calculation
Hi

Any Body pass me the formula for Type II error in testing of Hypothesis

REgards

Statsvenu - Jul 8th 2010, 02:45 PMDanneedshelp
A type II error occurs when one fails to reject the null hypothesis when the alternative is indeed true. The probability of a type II error is denoted by $\displaystyle \beta$. Conisder the following test:

$\displaystyle H_{0}:\theta=\theta_{0}$ vs. $\displaystyle H_{a}:\theta=\theta_{a}$

Then, by the definition above, the probability of a type II error, $\displaystyle \beta$ is

$\displaystyle \beta=P(\theta$ is not in the rejection region when $\displaystyle \theta=\theta_{a})$.

Notice, this is a simple hypothesis test. We can only compute a type II probability for specific values of $\displaystyle \theta_{a}$.