italian journal of pure and applied mathematics n.

282011 (161164)

161

A NOTE ON TESTING OF HYPOTHESIS

Rajesh Singh
School of Statistics, D.A.V.V. Indore (M.P.) India e-mail: rsinghstat@yahoo.co.in

Jayant Singh
Department of Statistics Rajasthan University Jaipur India e-mail: Jayantsingh47@redimail.com

Florentin Smarandache
Chair of Department of Mathematics University of New Mexico Gallup USA e-mail: fsmarandache@yahoo.com

Abstract. In this paper problem of testing of hypothesis is discussed when the samples have been drawn from normal distribution. The study of hypothesis testing is also extended to Bayes set up. AMS Subject Classication: 62F03. Keywords: hypothesis, level of signicance, Bayes rule.

Let the random variable (r.v.) X have a normal distribution N (, 2 ), where 2 is assumed to be known. The hypothesis H0 : = 0 against H1 : = 1 , 1 > 0 is to be tested. Let X1 , X2 , ..., Xn be a random sample from N (, 2 ) population. 1 i=1 Let X = Xi be the sample mean. n n By NeymanPearson lemma, the most powerful test rejects H0 at % level of signicance,

162 if

r. singh, j. singh, fl. smarandache n (X 0 ) d , where d is such that

d

1 2

Z2 e 2 dZ = .

If the sample is such that H0 is rejected, then will it imply that H1 will be accepted? In general, this will not be true for all values of 1 , but will be true for some specic value of 1 , i.e., when 1 is at a specic distance from 0 . H0 is rejected n (X 0 ) (1) if d , i.e., X 0 + d . n Similarly, the Most Powerful Test will accept H1 against H0 n (X 0 ) (2) if d , i.e., X 1 d . n Rejecting H0 will mean accepting H1 if (3) (1) =(2) i.e., X 0 + d = X 1 d n n i.e., 1 d 0 + d . n n

Similarly, accepting H1 will mean rejecting H0 if (4) (2) =(1) i.e., 0 + d 1 d . n n

From (3) and (4) we have (5) Thus, 0 + d = 1 d i.e., 1 0 = 2d n n n 1 0 d = n 2 and 1 = 0 + 2d n

From (1), Reject H0 if X > 0 + and from (2), 1 0 0 + 1 = 2 2

a note on testing of hypothesis 0 + 1 1 0 = 2 2

163

Accept H1 if X > 1

Thus, rejecting H0 will mean accepting H1 when X> From (5), this will be true only when 1 = 0 + 2d n For other values of 1 = 0 + 2d rejecting H0 will not mean accepting H1 . n Therefore, it is recommended that, instead of testing H0 : = 0 against H1 : = 1 , 1 > 0 , it is more appropriate to test H0 : = 0 against H1 : = 0 . In this situation, rejecting H0 will mean >= 0 and is not equal to some given value = 1 . But in Bayes setup, rejecting H0 means accepting H1 whatever may be H0 and H1 . In this set up, the level of signicance is not a preassigned constant, but depends on H0 , H1 , 2 and n. Consider (0, 1) loss function and equal prior probabilities 1/2 for 0 and 1 . The Bayes test rejects H0 (accept H1 ) if X > 0 + 1 2 0 + 1 2

and accepts H0 (rejects H1 ) if X < 0 + 1 2

[See Rohatagi, p.463, Example 2]. The level of signicance is given by 0 + 1 (X 0 ) n (1 0 ) n n(1 0 ) PH0 X > = PH0 > = 2 , 2 2 2 where (t) =
Z2 1 e 2 dZ. 2

Thus, the level of signicance depends on 0 , 1 , 2 and n. Acknowledgement. Authors are thankful to Prof. Jokhan Singh for suggesting this problem.

164 References

r. singh, j. singh, fl. smarandache

[1] Lehmann, E.L., Testing Statistical Hypotheses, Wiley Eastern Ltd., New Delhi, 1976. [2] Rohatagi, V.K., An introduction to probability theory and mathematical statistics, Wiley Eastern Ltd., New Delhi, 1985. Accepted: 26.04.2009