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.