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    True or False

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    Manuel Muñoz Blázquez
    The document contains a series of true/false questions about statistical tests and distributions: - The likelihood ratio test is used to obtain a test with a specified asymptotic level, while the sample mean and variance of i.i.d. random variables are not always independent. - A variable is a Student's t random variable only if the Gaussian and chi-squared components are independent, and Student's t-test can be used with small samples if the data are Gaussian. - A chi-squared test can test if samples from a finite discrete space have a uniform distribution on that space.

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    True or False

    Uploaded by

    Manuel Muñoz Blázquez
    143 views2 pages
    The document contains a series of true/false questions about statistical tests and distributions: - The likelihood ratio test is used to obtain a test with a specified asymptotic level, while the sample mean and variance of i.i.d. random variables are not always independent. - A variable is a Student's t random variable only if the Gaussian and chi-squared components are independent, and Student's t-test can be used with small samples if the data are Gaussian. - A chi-squared test can test if samples from a finite discrete space have a uniform distribution on that space.

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    © © All Rights Reserved

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    The document contains a series of true/false questions about statistical tests and distributions: - The likelihood ratio test is used to obtain a test with a specified asymptotic level, while the sample mean and variance of i.i.d. random variables are not always independent. - A variable is a Student's t random variable only if the Gaussian and chi-squared components are independent, and Student's t-test can be used with small samples if the data are Gaussian. - A chi-squared test can test if samples from a finite discrete space have a uniform distribution on that space.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    143 views2 pages

    True or False

    Uploaded by

    Manuel Muñoz Blázquez
    The document contains a series of true/false questions about statistical tests and distributions: - The likelihood ratio test is used to obtain a test with a specified asymptotic level, while the sample mean and variance of i.i.d. random variables are not always independent. - A variable is a Student's t random variable only if the Gaussian and chi-squared components are independent, and Student's t-test can be used with small samples if the data are Gaussian. - A chi-squared test can test if samples from a finite discrete space have a uniform distribution on that space.

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    © All Rights Reserved
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    Download as pdf or txt
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    Course  Midterm Exam 2  Midterm Exam 2  True or False

    True or False
    Instructions :

    Be very careful with the multiple choice questions below. Some are “choose all that apply," and many tests your knowledge of when
    particular statements apply.

    As in the rest of this exam, only your last submission will count.

    (a)
    1/1 point (graded)
    The likelihood ratio test is used to obtain a test with non-asymptotic level .

    True

    False 

    Solution:

    The likelihood ratio test relies on Wilks Theroemis and (under subject to technical conditions), and is used to obtain test with speci ed
    asymptotic levels.

    Submit You have used 1 of 3 attempts

     Answers are displayed within the problem

    (b)
    1/1 point (graded)
    The sample mean and the sample variance of i.i.d. random variables are always independent.

    True

    False 

    Solution:

    This is a consequence of Cochran's theorem when the random variables are Gaussian random variables. However Cochran's theorem
    does not hold for general i.i.d. random variables.

    Submit You have used 1 of 3 attempts

     Answers are displayed within the problem

    (c)
    1/1 point (graded)
    Let be a standard Gaussian random variable and be a random variable with degrees of freedom. (No other assumptions are
    made about and .) Then, is a Student t random variable with degrees of freedom.

    True

    False 

    Solution:

    Note that is a Student random variable with degrees of freedom only if and are independent. If and are not

    independent then does not have the distribution of a Student random variable with degrees of freedom.

    Submit You have used 1 of 3 attempts

     Answers are displayed within the problem

    (d)
    1/1 point (graded)
    Student's t test can be run even with a small sample size, as long as the data are i.i.d. Gaussian.

    True 

    False

    Solution:

    The Student's test applies for all sample sizes, because the given data is Gaussian, and the Central Limit Theorem is not needed as a
    source of normality.

    Submit You have used 1 of 3 attempts

     Answers are displayed within the problem

    (e)
    1/1 point (graded)
    If are i.i.d. random variables on a nite discrete sample space ,a -test can be run in order to test if the unknown
    distribution of is uniform on .

    Note: (added May 4) You may assume is su ciently large.

    True 

    False

    Solution:

    A test can be used to check whether a random variable has any distribution over a nite space . In particular it can be used to test
    whether the samples are uniform for . (As seen in lectures and homework, the test can also be adapted to test for continuous
    distributions or even families of distributions.)

    Submit You have used 1 of 3 attempts

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