F test for variance ($H_0 : σ_1^2 ≤ σ_2^2$)












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$begingroup$


Consider two different normal distributions for which both the means $µ_1$
and $µ_2$ and the variances $σ_1^2$ and $σ_2^2$ are unknown, and suppose that it is
desired to test the following hypotheses:



$H_0 : σ_1^2 ≤ σ_2^2$



$H_1 : σ_1^2 ≥ σ_2^2$



Where $S_1^2=8.13$ and $S_2^2=4.4$
Sample size $n_1=16$ and $n_2=10$



(a) Test the hypotheses at the level of significance 0.05.



(b) Find the power function of the test when $σ_1^2=2σ_2^2$



I know how I can solve these kind of problem when $H_0$ is simple.
However, under $H_0 : σ_1^2 ≤ σ_2^2$, with inequality, I don't know what should be done here.










share|cite|improve this question









$endgroup$

















    0












    $begingroup$


    Consider two different normal distributions for which both the means $µ_1$
    and $µ_2$ and the variances $σ_1^2$ and $σ_2^2$ are unknown, and suppose that it is
    desired to test the following hypotheses:



    $H_0 : σ_1^2 ≤ σ_2^2$



    $H_1 : σ_1^2 ≥ σ_2^2$



    Where $S_1^2=8.13$ and $S_2^2=4.4$
    Sample size $n_1=16$ and $n_2=10$



    (a) Test the hypotheses at the level of significance 0.05.



    (b) Find the power function of the test when $σ_1^2=2σ_2^2$



    I know how I can solve these kind of problem when $H_0$ is simple.
    However, under $H_0 : σ_1^2 ≤ σ_2^2$, with inequality, I don't know what should be done here.










    share|cite|improve this question









    $endgroup$















      0












      0








      0





      $begingroup$


      Consider two different normal distributions for which both the means $µ_1$
      and $µ_2$ and the variances $σ_1^2$ and $σ_2^2$ are unknown, and suppose that it is
      desired to test the following hypotheses:



      $H_0 : σ_1^2 ≤ σ_2^2$



      $H_1 : σ_1^2 ≥ σ_2^2$



      Where $S_1^2=8.13$ and $S_2^2=4.4$
      Sample size $n_1=16$ and $n_2=10$



      (a) Test the hypotheses at the level of significance 0.05.



      (b) Find the power function of the test when $σ_1^2=2σ_2^2$



      I know how I can solve these kind of problem when $H_0$ is simple.
      However, under $H_0 : σ_1^2 ≤ σ_2^2$, with inequality, I don't know what should be done here.










      share|cite|improve this question









      $endgroup$




      Consider two different normal distributions for which both the means $µ_1$
      and $µ_2$ and the variances $σ_1^2$ and $σ_2^2$ are unknown, and suppose that it is
      desired to test the following hypotheses:



      $H_0 : σ_1^2 ≤ σ_2^2$



      $H_1 : σ_1^2 ≥ σ_2^2$



      Where $S_1^2=8.13$ and $S_2^2=4.4$
      Sample size $n_1=16$ and $n_2=10$



      (a) Test the hypotheses at the level of significance 0.05.



      (b) Find the power function of the test when $σ_1^2=2σ_2^2$



      I know how I can solve these kind of problem when $H_0$ is simple.
      However, under $H_0 : σ_1^2 ≤ σ_2^2$, with inequality, I don't know what should be done here.







      hypothesis-testing






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Dec 4 '18 at 17:04









      NewtNewt

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