题目
The weekly profit, in dollars, made by a certain firm has a normal distribution. In the past, the weekly profit had the distribution . Following a change in management, the mean weekly profit for randomly chosen weeks is $725.
(a) Stating a necessary assumption, test at the significance level whether the mean weekly profit has decreased.
The mean weekly profit for another random sample of weeks is found and a similar test is carried out at the significance level.
(b) State the probability of a Type I error.
(c) Given that the mean weekly profit is now in fact $718, find the probability of a Type II error.
题目中文翻译
某公司的每周利润以美元为单位,服从正态分布。过去,每周利润服从分布 。管理层变更后,随机选取 周,所得的平均每周利润为 美元。
(a) 写出一个必要的假设,并在 的显著性水平下检验每周平均利润是否下降。
再随机选取 周,求出样本的平均每周利润,并在 的显著性水平下进行类似的检验。
(b) 写出发生第一类错误的概率。
(c) 已知目前每周平均利润实际为 美元,求发生第二类错误的概率。
原卷通用作答要求
Answer all questions. You should use a calculator where appropriate.
You must show all necessary working clearly; no marks will be given for unsupported answers from a calculator.
Give non-exact numerical answers correct to 3 significant figures, or 1 decimal place for angles in degrees, unless a different level of accuracy is specified in the question.
请回答所有题目。适当时应使用计算器。必须清楚展示所有必要的计算过程;仅给出计算器答案而没有过程,不予评分。除非题目另有精度要求,非精确数值答案保留 3 位有效数字,以度为单位的角度保留 1 位小数。
解答
(a)
解法一
思路
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假设改变管理后标准差仍为 。备择是均值降低,使用左尾 临界值。
答题过程
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Assume that the population standard deviation of weekly profit is unchanged at dollars. Let be the population mean weekly profit after the management change. Test
Under , the mean of the independent normal observations has distribution . The test statistic is
For a lower-tailed test at the level, the critical value is . Since , reject .
There is sufficient evidence at the significance level that the population mean weekly profit has decreased.
(b)
解法一
思路
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连续正态检验可精确选择拒绝域概率,因此第一类错误概率等于显著性水平。
答题过程
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A Type I error is rejecting a true . For this continuous normal test, its probability equals the significance level:
(c)
解法一
思路
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先在原假设下找固定的临界样本均值,再在真实均值 下求未拒绝的右尾概率。
答题过程
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Let be the critical sample mean. Under ,
The rejection region is . When the true mean profit is , . A Type II error occurs when , so