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State statistical services Statistical Inference II: Testing of Hypotheses & Sequential Analysis: practice questions

State statistical services: Statistical Officer / Assistant Statistical Officer (State PSCs and selection boards) · India · State Public Service Commissions and Subordinate Service Selection Boards

Original practice questions written to the published syllabus · not past papers
10worked here, free
46written to this exam in this subject
10syllabus units

What this subject covers

The logic and optimality of tests: errors and power, the Neyman-Pearson lemma, uniformly most powerful and unbiased tests, likelihood-ratio tests and their large-sample forms, and Wald's sequential probability ratio test.

In the exams: AICE-JRF Ag Stat Units 1-2 incl. SPRT (heavy); GATE ST 'Testing of Hypotheses' (heavy); IIT JAM MS (heavy); UPSC ISS Statistics I-II (heavy)

What State statistical services asks from it

ICAR AIEEA-PG Group 07, CUET-PG Statistics, SSC JSO and state statistical services

Two types of error, level of significance, and the z, t, chi-square and F tests applied to agricultural data.

Where the 46 questions fall

How our questions for State statistical services spread across the units of Statistical Inference II: Testing of Hypotheses & Sequential Analysis. Difficulty: 22 easy, 18 medium, 6 hard.

Tests based on Z, t, chi-square and F distributions12
Power and sample-size calculation for common tests8
Hypotheses, the two types of error, size and power7
Likelihood ratio tests and Wilks' theorem4
Neyman-Pearson lemma and most powerful tests3
Monotone likelihood ratio and uniformly most powerful tests3
Multiple testing: family-wise error rate and false discovery rate3
Unbiased tests and UMPU tests for exponential families2
Wald and score (Rao) tests2
Relation between tests and confidence intervals2

10 practice questions, worked

Choose an answer, then open the working. Each explanation says why the right answer is right and why the others are not.

1 · Hypotheses, the two types of error, size and power · easy

What is the power of a test at a particular alternative θ₁?

  1. The probability of accepting H₀ when θ₁ is the true value
  2. The probability of rejecting H₀ when θ₁ is the true value
  3. The probability that H₁ is true given the observed data
  4. The probability of rejecting H₀ when H₀ is in fact true
Answer and working

B. The probability of rejecting H₀ when θ₁ is the true value

Power = 1 − β(θ₁) = P_θ₁(reject H₀). Accepting H₀ under θ₁ is the Type II error probability β; rejecting a true H₀ has probability α. The posterior probability of H₁ is a Bayesian quantity, not power.

Further reading: Lehmann and Romano, Testing Statistical Hypotheses; Casella and Berger, Statistical Inference; Rohatgi and Saleh, An Introduction to Probability and Statistics

2 · Hypotheses, the two types of error, size and power · easy

Plot yields are N(μ, 16). From 16 plots, H₀: μ = 50 is rejected when x̄ > 51. What is the size of the test?

  1. 0.0500
  2. 0.1587
  3. 0.3173
  4. 0.4013
Answer and working

B. 0.1587

Under H₀, X̄ ~ N(50, 1), so α = P(X̄ > 51) = P(Z > 1) = 0.1587. Using σ = 4 instead of SE = 1 gives z = 0.25; doubling gives a two-sided figure that does not apply to this one-sided rule.

Further reading: Lehmann and Romano, Testing Statistical Hypotheses; Casella and Berger, Statistical Inference; Rohatgi and Saleh, An Introduction to Probability and Statistics

3 · Neyman-Pearson lemma and most powerful tests · medium

X₁, ..., Xₙ are iid N(μ, σ²) with μ known. For H₀: σ² = σ₀² against H₁: σ² = σ₁² with σ₁² > σ₀², the most powerful test rejects when:

  1. Σ(Xᵢ − μ)² is large
  2. X̄ is large
  3. |X̄ − μ| is large
  4. Σ(Xᵢ − μ)² is small
Answer and working

A. Σ(Xᵢ − μ)² is large

log Λ = −(n/2)log(σ₁²/σ₀²) + (1/2)(1/σ₀² − 1/σ₁²)Σ(Xᵢ − μ)², increasing in Σ(Xᵢ − μ)² when σ₁² > σ₀². The test uses χ²ₙ critical values since μ is known.

Further reading: Lehmann and Romano, Testing Statistical Hypotheses; Casella and Berger, Statistical Inference; Rohatgi and Saleh, An Introduction to Probability and Statistics

4 · Monotone likelihood ratio and uniformly most powerful tests · hard

Why is there no UMP test of a one-sided hypothesis about the location θ of a Cauchy distribution based on one observation?

  1. The Cauchy family has a parameter-dependent support (unlike the normal), which rules out all MP tests
  2. The Cauchy distribution has no mean, so no test of its location can be constructed
  3. The likelihood ratio f(x; θ₁)/f(x; θ₀) is not monotone in x, so the MP region depends on θ₁
  4. Its Fisher information is zero, so every test has power equal to its size
Answer and working

C. The likelihood ratio f(x; θ₁)/f(x; θ₀) is not monotone in x, so the MP region depends on θ₁

f(x; θ₁)/f(x; θ₀) rises and then falls back to 1 as x → ±∞, so the MP region against θ₁ is a bounded interval whose location depends on θ₁; no single region is best for all θ₁ > θ₀. Tests do exist; the support is the whole line; information is positive.

Further reading: Lehmann and Romano, Testing Statistical Hypotheses; Casella and Berger, Statistical Inference; Rohatgi and Saleh, An Introduction to Probability and Statistics

5 · Tests based on Z, t, chi-square and F distributions · medium

A 2 × 2 table of adoption (yes/no) by training (yes/no) has cells a = 30, b = 20, c = 10, d = 40. What is Pearson's χ² without continuity correction?

  1. 16.67
  2. 4.08
  3. 15.04
  4. 0.17
Answer and working

A. 16.67

χ² = n(ad − bc)²/[(a + b)(c + d)(a + c)(b + d)] = 100 × 1000²/(50 × 50 × 40 × 60) = 16.67, with 1 df. With Yates' correction it is 15.04; omitting n gives 0.17.

Further reading: Lehmann and Romano, Testing Statistical Hypotheses; Casella and Berger, Statistical Inference; Rohatgi and Saleh, An Introduction to Probability and Statistics

6 · Tests based on Z, t, chi-square and F distributions · medium

Germination is 45 of 100 seeds for treated and 30 of 100 for untreated seed. What is the pooled two-proportion z-statistic?

  1. 2.191
  2. 3.098
  3. 2.218
  4. 32.000
Answer and working

A. 2.191

Pooled p̄ = 75/200 = 0.375; SE = √(0.375 × 0.625 × (1/100 + 1/100)) = 0.0685; z = 0.15/0.0685 = 2.191. The unpooled SE gives 2.218; forgetting the two sample sizes gives 3.098.

Further reading: Lehmann and Romano, Testing Statistical Hypotheses; Casella and Berger, Statistical Inference; Rohatgi and Saleh, An Introduction to Probability and Statistics

7 · Tests based on Z, t, chi-square and F distributions · medium

In a 2 × 2 table one expected frequency is 3. What is the recommended analysis?

  1. Fisher's exact test, because the χ² approximation fails with small expected counts
  2. Pooling the table with another experiment until every cell exceeds 3
  3. The z-test for two proportions, because it never needs large expected counts in any cell
  4. Pearson's χ² without correction, because small counts make it more powerful
Answer and working

A. Fisher's exact test, because the χ² approximation fails with small expected counts

With expected counts below 5, the χ² approximation can be poor; Fisher's exact test (conditioning on the margins) is the standard alternative. Yates' correction is a cruder fix. The z-test for two proportions is equivalent to the uncorrected χ² and has the same problem.

Further reading: Lehmann and Romano, Testing Statistical Hypotheses; Casella and Berger, Statistical Inference; Rohatgi and Saleh, An Introduction to Probability and Statistics

8 · Relation between tests and confidence intervals · easy

A 95% two-sided confidence interval for a mean difference is 0.1 to 0.5 t/ha. What does the corresponding 5% two-sided test conclude?

  1. It rejects neither, because the interval does not include 0.6
  2. It rejects both a difference of 0 and a difference of 0.3
  3. It rejects a difference of 0 and does not reject a difference of 0.3
  4. It rejects a difference of 0.3 and does not reject a difference of 0
Answer and working

C. It rejects a difference of 0 and does not reject a difference of 0.3

A two-sided level-α test rejects θ₀ exactly when θ₀ lies outside the 1 − α interval: 0 is outside, 0.3 inside.

Further reading: Lehmann and Romano, Testing Statistical Hypotheses; Casella and Berger, Statistical Inference; Rohatgi and Saleh, An Introduction to Probability and Statistics

9 · Multiple testing: family-wise error rate and false discovery rate · easy

In a variety trial, eight new entries are each to be compared only with one check variety, with control of the family-wise error rate. Which procedure is designed for this?

  1. Duncan's multiple range test
  2. Scheffé's method
  3. Dunnett's test
  4. Tukey's HSD test
Answer and working

C. Dunnett's test

Dunnett's procedure handles many-to-one comparisons with a control and is more powerful there than Tukey's all-pairs method or Scheffé's all-contrasts method.

Further reading: Lehmann and Romano, Testing Statistical Hypotheses; Casella and Berger, Statistical Inference; Rohatgi and Saleh, An Introduction to Probability and Statistics

10 · Power and sample-size calculation for common tests · easy

For a one-sided z-test of H₀: μ = μ₀ at level α with known σ and n observations, what is the power at μ₀ + δ (δ > 0)?

  1. Φ(δ/σ − z_α)
  2. Φ(δ√n/σ + z_α)
  3. Φ(δ√n/σ − z_α)
  4. 1 − Φ(δ√n/σ − z_α)
Answer and working

C. Φ(δ√n/σ − z_α)

Power = P(X̄ > μ₀ + z_ασ/√n | μ₀ + δ) = P(Z > z_α − δ√n/σ) = Φ(δ√n/σ − z_α). 1 − Φ(...) is β; omitting √n ignores the sample size.

Further reading: Lehmann and Romano, Testing Statistical Hypotheses; Casella and Berger, Statistical Inference; Rohatgi and Saleh, An Introduction to Probability and Statistics

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