STP 598 Spring 2007 Assignment 2 by S. Lohr, Assignments of Statistics

An academic assignment for a statistics course (stp 598) given in spring 2007 by professor s. Lohr. The assignment is due on february 13, 2007, and includes exercises from jiang's book. Students are required to complete exercises 1.8 and 2.3, and for exercise 2.3, they need to study the empirical size of the test for the null hypothesis h0 : σ2 = 2, generating data with variance component between 2 and 1. Students are asked to hand in the code they use for exercise 2.3.

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Pre 2010

Uploaded on 09/02/2009

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Assignment 2 STP 598, Spring 2007, S. Lohr
Due on Tuesday, Feb 13, 2007
1. Do exercises 1.8 and 2.3 in Jiang’s book. For problem 2.3, also study the
empirical size of the test for the null hypothesis H0:σ2= 2, generating data
that has between variance component 2 and within variance component 1. Note
that in class I used σ2
αfor Jiang’s σ2, and I used σ2for Jiang’s τ2. Hand in the
code you use for exercise 2.3.
1

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Assignment 2 STP 598, Spring 2007, S. Lohr Due on Tuesday, Feb 13, 2007

  1. Do exercises 1.8 and 2.3 in Jiang’s book. For problem 2.3, also study the empirical size of the test for the null hypothesis H 0 : σ^2 = 2, generating data that has between variance component 2 and within variance component 1. Note that in class I used σ α^2 for Jiang’s σ^2 , and I used σ^2 for Jiang’s τ 2. Hand in the code you use for exercise 2.3.