Section 8.8 (p.505)![]()
1. Let Y = 1/X, then Y has an F distribution with 8 and 3 degrees
of freedom. We have Pr (X > c) = Pr (Y < 1/c) = 0.975 Þ 1/c = 14.54
Þ c =
0.069.
2. Let Y has a t distribution with 8 degrees of freedom, the Y
= X2 has a F distribution with 1 and 8 degrees of freedom. We have
Pr (X > c) = Pr (Y >
) + Pr(Y <
) = 2 Pr (Y >
) = 0.3. Þ
=1.108 Þ c = 1.228
6. (1) MLE of s12 =
= SX2/16 = 7.625. Similarly, MLE of s22 = SY2/10 = 3.96.
(2)
Reject H0 if V ³ 3.01 (F with 15 and 9 df, a=0.05). Here data gives V =
= 1.848, we do not reject H0
7. The random variable
has an F distribution
with 15 and 9 df. Under the null hypothesis, if s12 = 3s22 we have
has an F distribution. And we reject H0 if V ³ c.
9. Let V be as defined as in Exercise 8. When H0 is
true (s12 = rs22), V/r will have an F distribution with 15 and 9
df. And we reject H0 if V/r < c1 or V/r > c2
where c1 and c2 are determined as in Exercise 8.