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Math 6010 • Linear Models

Fall 2018 • Question 5

Let \(X\) be discrete taking values in \(\{0,1\}\) and have the pdf \(f(x;\theta )=\theta ^x(1-\theta )^{1-x}\) for \(x\in \{0,1\}\). We test the simple hypothesis \(H_0:\theta =1/4\) agains the alternative composite hypothesis \(H_A:\theta <1/4\) by taking a random sample of size 10 and rejecting \(H_0\) if and only if the observed values \(x_1,\ldots ,x_{10}\) satisfy \[ \sum _{i=1}^{10}x_i\leq 1. \] Find the power function \(K(\theta )\) of this test for \(0\leq \theta \leq 1/4\).

Raw LaTeX

Let \(X\) be discrete taking values in \(\{0,1\}\) and have the pdf
\(f(x;\theta)=\theta^x(1-\theta)^{1-x}\) for \(x\in\{0,1\}\). We test the simple
hypothesis \(H_0:\theta=1/4\) agains the alternative composite hypothesis
\(H_A:\theta<1/4\) by taking a random sample of size 10 and rejecting \(H_0\) if and
only if the observed values \(x_1,\ldots,x_{10}\) satisfy
\[
  \sum_{i=1}^{10}x_i\leq 1.
\]
Find the power function \(K(\theta)\) of this test for \(0\leq\theta\leq 1/4\).