For a hypothesis test with a probability of a Type II error of 60% and a probability of Type I error of 5%,which of the following statements is most accurate?
A:the power of the test is 40%,and there is a 5% probability that the test statistic will exceed the critical values.
B:there is a 95% probability that the statistic will be between the critical values if this is a two-tail test.
C:the power of the test is 55%,and the confidence level is 95%
D:there is a 5% probability that the null hypothesis will be rejected when actually true ,and the probability of rejecing the null when it is false is 40%
请问一下A和B为什么错了,书后的答案没有看懂,谢谢了
For a hypothesis test with a probability of a Type II error of 60% and a probability of Type I error of 5%,which of the following statements is most accurate?
A:the power of the test is 40%,and there is a 5% probability that the test statistic will exceed the critical values.
B:there is a 95% probability that the statistic will be between the critical values if this is a two-tail test.
C:the power of the test is 55%,and the confidence level is 95%
D:there is a 5% probability that the null hypothesis will be rejected when actually true ,and the probability of rejecing the null when it is false is 40%
请问一下A和B为什么错了,书后的答案没有看懂,谢谢了
A. The power of the test is 40% 正确, 后半部分错误, Type I error 的定义是说rejection of the null hypothesis when it is actually true, 注意这里的precondition是说null hypothesis是true,也就是说在这个hypothesis是true的情况下, 有5%的概率test static 超过critical values。但是如果null hypothesis本身就是false的,那么 test static超过critical values就是Correct Decision,也就是Power of Test,也就是说在这种情况下, 超出critical values的概率是40%。
所以到底超过critical values的概率是多少在不知道Null hypothesis 到底是true还是false的情况下是无法知道的。
B的错误的原因同A。
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