Binomial Rejection Region Announcing the arrival of Valued Associate #679: Cesar Manara ...

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Binomial Rejection Region



Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)GLR test of hypothesis for exponential distributionsNeyman Pearson Lemma QuestionLikelihood ratio test for a normal distribution with unknown meanObtaining a level-$alpha$ likelihood ratio test for $H_0: theta = theta_0$ vs. $H_1: theta neq theta_0$ for $f_theta (x) = theta x^{theta-1}$Likelihood Ratio Test: Uniform Distribution, Change of Inequality in Alternative HypothesisIf $X_i sim text{EXP}(lambda)$ and $Y_j sim text{EXP}(mu)$, find an equal-tail confidence interval for $tau = lambda/mu$Applying Karlin-RubinGeneralized Likelihood Ratio Tests and Composite HypothesesSimplifying Likelihood RatioBernoulli trials hypothesis test












1












$begingroup$


When $X_1,ldots,X_n sim N(theta, 1)$ with $H_0:theta = theta_0$ versus $H_0:theta neq theta_0$, the the likelihood ratio test is given by



begin{align}
lambda({x}) &= frac{(2pi)^{-n/2}expleft{ frac{-sum_i^n(x_i - theta_0)^2}{2} right}}{(2pi)^{-n/2}expleft{ frac{-sum_i^n(x_i - bar{x})^2}{2} right}}
\&= expleft{frac{-n(bar{x} -theta_0)^2}{2}right}
end{align}



It follows that the rejection region ${xhspace{0.1cm}:lambda(x)hspace{0.1cm}leq c}$ is



begin{align}
left{xhspace{0.1cm}: |bar x - theta_0|geq sqrt{frac{-2log c}{n}}right}tag{1}
end{align}





However, when we have a single trial $X$ with $Xsim text{Binomial}(n, p)$ and with $H_0:p = 0.5$ versus $H_0:p neq 0.5$, I'm having trouble deriving the a similar result as in $(1)$. So to begin,



begin{align}
lambda({x}) &= frac{{n choose x}0.5^n}{{n choose x}hat{p}^x(1-hat{p})^{n-x}} \&= frac{0.5^n}{(frac{x}{n})^x(1-frac{x}{n})^{n-x}} hspace{2cm} text{ since $hat{p} = frac{x}{n}$} hspace{1cm}text{(MLE for $p$)}
end{align}



Now, we reject whenever $lambda(x) < c$ where $c$ is some constant.



begin{align}
frac{0.5^n}{left(frac{x}{n}right)^xleft(1-frac{x}{n}right)^{n-x}} < c
end{align}



However, this is where I get stuck. I'm not sure how to proceed from here? I want to end up with something similar to $(1)$ telling me when to reject $H_0$.










share|cite|improve this question









$endgroup$












  • $begingroup$
    What's this about deleting your post and reposting it?
    $endgroup$
    – StubbornAtom
    Mar 24 at 20:43










  • $begingroup$
    I felt like it wasn't getting too much exposure, that's all. If it's outside the guidelines I can take this down and revert back to the old one?
    $endgroup$
    – Enroy
    Mar 24 at 20:57










  • $begingroup$
    Your last inequality says you need to reject when $hat p = x/n$ is far from $1/2.$ How far from $1/2$ depends on the significance level.
    $endgroup$
    – BruceET
    Mar 26 at 6:27
















1












$begingroup$


When $X_1,ldots,X_n sim N(theta, 1)$ with $H_0:theta = theta_0$ versus $H_0:theta neq theta_0$, the the likelihood ratio test is given by



begin{align}
lambda({x}) &= frac{(2pi)^{-n/2}expleft{ frac{-sum_i^n(x_i - theta_0)^2}{2} right}}{(2pi)^{-n/2}expleft{ frac{-sum_i^n(x_i - bar{x})^2}{2} right}}
\&= expleft{frac{-n(bar{x} -theta_0)^2}{2}right}
end{align}



It follows that the rejection region ${xhspace{0.1cm}:lambda(x)hspace{0.1cm}leq c}$ is



begin{align}
left{xhspace{0.1cm}: |bar x - theta_0|geq sqrt{frac{-2log c}{n}}right}tag{1}
end{align}





However, when we have a single trial $X$ with $Xsim text{Binomial}(n, p)$ and with $H_0:p = 0.5$ versus $H_0:p neq 0.5$, I'm having trouble deriving the a similar result as in $(1)$. So to begin,



begin{align}
lambda({x}) &= frac{{n choose x}0.5^n}{{n choose x}hat{p}^x(1-hat{p})^{n-x}} \&= frac{0.5^n}{(frac{x}{n})^x(1-frac{x}{n})^{n-x}} hspace{2cm} text{ since $hat{p} = frac{x}{n}$} hspace{1cm}text{(MLE for $p$)}
end{align}



Now, we reject whenever $lambda(x) < c$ where $c$ is some constant.



begin{align}
frac{0.5^n}{left(frac{x}{n}right)^xleft(1-frac{x}{n}right)^{n-x}} < c
end{align}



However, this is where I get stuck. I'm not sure how to proceed from here? I want to end up with something similar to $(1)$ telling me when to reject $H_0$.










share|cite|improve this question









$endgroup$












  • $begingroup$
    What's this about deleting your post and reposting it?
    $endgroup$
    – StubbornAtom
    Mar 24 at 20:43










  • $begingroup$
    I felt like it wasn't getting too much exposure, that's all. If it's outside the guidelines I can take this down and revert back to the old one?
    $endgroup$
    – Enroy
    Mar 24 at 20:57










  • $begingroup$
    Your last inequality says you need to reject when $hat p = x/n$ is far from $1/2.$ How far from $1/2$ depends on the significance level.
    $endgroup$
    – BruceET
    Mar 26 at 6:27














1












1








1





$begingroup$


When $X_1,ldots,X_n sim N(theta, 1)$ with $H_0:theta = theta_0$ versus $H_0:theta neq theta_0$, the the likelihood ratio test is given by



begin{align}
lambda({x}) &= frac{(2pi)^{-n/2}expleft{ frac{-sum_i^n(x_i - theta_0)^2}{2} right}}{(2pi)^{-n/2}expleft{ frac{-sum_i^n(x_i - bar{x})^2}{2} right}}
\&= expleft{frac{-n(bar{x} -theta_0)^2}{2}right}
end{align}



It follows that the rejection region ${xhspace{0.1cm}:lambda(x)hspace{0.1cm}leq c}$ is



begin{align}
left{xhspace{0.1cm}: |bar x - theta_0|geq sqrt{frac{-2log c}{n}}right}tag{1}
end{align}





However, when we have a single trial $X$ with $Xsim text{Binomial}(n, p)$ and with $H_0:p = 0.5$ versus $H_0:p neq 0.5$, I'm having trouble deriving the a similar result as in $(1)$. So to begin,



begin{align}
lambda({x}) &= frac{{n choose x}0.5^n}{{n choose x}hat{p}^x(1-hat{p})^{n-x}} \&= frac{0.5^n}{(frac{x}{n})^x(1-frac{x}{n})^{n-x}} hspace{2cm} text{ since $hat{p} = frac{x}{n}$} hspace{1cm}text{(MLE for $p$)}
end{align}



Now, we reject whenever $lambda(x) < c$ where $c$ is some constant.



begin{align}
frac{0.5^n}{left(frac{x}{n}right)^xleft(1-frac{x}{n}right)^{n-x}} < c
end{align}



However, this is where I get stuck. I'm not sure how to proceed from here? I want to end up with something similar to $(1)$ telling me when to reject $H_0$.










share|cite|improve this question









$endgroup$




When $X_1,ldots,X_n sim N(theta, 1)$ with $H_0:theta = theta_0$ versus $H_0:theta neq theta_0$, the the likelihood ratio test is given by



begin{align}
lambda({x}) &= frac{(2pi)^{-n/2}expleft{ frac{-sum_i^n(x_i - theta_0)^2}{2} right}}{(2pi)^{-n/2}expleft{ frac{-sum_i^n(x_i - bar{x})^2}{2} right}}
\&= expleft{frac{-n(bar{x} -theta_0)^2}{2}right}
end{align}



It follows that the rejection region ${xhspace{0.1cm}:lambda(x)hspace{0.1cm}leq c}$ is



begin{align}
left{xhspace{0.1cm}: |bar x - theta_0|geq sqrt{frac{-2log c}{n}}right}tag{1}
end{align}





However, when we have a single trial $X$ with $Xsim text{Binomial}(n, p)$ and with $H_0:p = 0.5$ versus $H_0:p neq 0.5$, I'm having trouble deriving the a similar result as in $(1)$. So to begin,



begin{align}
lambda({x}) &= frac{{n choose x}0.5^n}{{n choose x}hat{p}^x(1-hat{p})^{n-x}} \&= frac{0.5^n}{(frac{x}{n})^x(1-frac{x}{n})^{n-x}} hspace{2cm} text{ since $hat{p} = frac{x}{n}$} hspace{1cm}text{(MLE for $p$)}
end{align}



Now, we reject whenever $lambda(x) < c$ where $c$ is some constant.



begin{align}
frac{0.5^n}{left(frac{x}{n}right)^xleft(1-frac{x}{n}right)^{n-x}} < c
end{align}



However, this is where I get stuck. I'm not sure how to proceed from here? I want to end up with something similar to $(1)$ telling me when to reject $H_0$.







statistics statistical-inference hypothesis-testing






share|cite|improve this question













share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










asked Mar 24 at 20:31









EnroyEnroy

546




546












  • $begingroup$
    What's this about deleting your post and reposting it?
    $endgroup$
    – StubbornAtom
    Mar 24 at 20:43










  • $begingroup$
    I felt like it wasn't getting too much exposure, that's all. If it's outside the guidelines I can take this down and revert back to the old one?
    $endgroup$
    – Enroy
    Mar 24 at 20:57










  • $begingroup$
    Your last inequality says you need to reject when $hat p = x/n$ is far from $1/2.$ How far from $1/2$ depends on the significance level.
    $endgroup$
    – BruceET
    Mar 26 at 6:27


















  • $begingroup$
    What's this about deleting your post and reposting it?
    $endgroup$
    – StubbornAtom
    Mar 24 at 20:43










  • $begingroup$
    I felt like it wasn't getting too much exposure, that's all. If it's outside the guidelines I can take this down and revert back to the old one?
    $endgroup$
    – Enroy
    Mar 24 at 20:57










  • $begingroup$
    Your last inequality says you need to reject when $hat p = x/n$ is far from $1/2.$ How far from $1/2$ depends on the significance level.
    $endgroup$
    – BruceET
    Mar 26 at 6:27
















$begingroup$
What's this about deleting your post and reposting it?
$endgroup$
– StubbornAtom
Mar 24 at 20:43




$begingroup$
What's this about deleting your post and reposting it?
$endgroup$
– StubbornAtom
Mar 24 at 20:43












$begingroup$
I felt like it wasn't getting too much exposure, that's all. If it's outside the guidelines I can take this down and revert back to the old one?
$endgroup$
– Enroy
Mar 24 at 20:57




$begingroup$
I felt like it wasn't getting too much exposure, that's all. If it's outside the guidelines I can take this down and revert back to the old one?
$endgroup$
– Enroy
Mar 24 at 20:57












$begingroup$
Your last inequality says you need to reject when $hat p = x/n$ is far from $1/2.$ How far from $1/2$ depends on the significance level.
$endgroup$
– BruceET
Mar 26 at 6:27




$begingroup$
Your last inequality says you need to reject when $hat p = x/n$ is far from $1/2.$ How far from $1/2$ depends on the significance level.
$endgroup$
– BruceET
Mar 26 at 6:27










1 Answer
1






active

oldest

votes


















0












$begingroup$

Suppose you have $n = 10$ trials with $x$ successes and you want
to test $H_0: p = 1/2$ vs $H_a: p ne 1/2$ at (somewhere near) the 5% level.
I say 'somewhere near' because the binomial distribution is discrete, so
it is not possible in general to achieve an exact significance level.



Under $H_0,$ (that, is assuming the null hypothesis to be true) the number of successes $X sim mathsf{Binom}(n=10,, p = 1/2).$



In your last inequality the fraction on the left-hand side is smallest when $hat p = X/n$ is far from $1/2.$ So you need to reject when the number of successes $X$ is far from $n/2.$



n = 10; x = 1:(n-1)
p = x/n; frac=.5^n/(p^x*(1-p)^(n-x))
plot(x, frac, pch=19)


enter image description here



Accordingly, we might reject for $X = 0,1,9,10,$ the four values most removed from $10/2 = 5.$ A calculation using the binomial PDF gives $P(X le 2) = P(X ge 9) = 0.0214.$ So that rejection rule leads to a test at about the 2% level.



If we try to reject for $X = 0,1,2,8,9,10,$ then the significance level escalates to $0.109,$ so you would be testing at about the 11% level. If you want to keep the significance level below 5%, then you'll have to use
the rule to reject for $X = 0,1,9,10.$



Here is a graph of the relevant binomial PDF:



enter image description here



Computations using R statistical software:



rej = c(0,1,9,10);  sum(dbinom(rej, 10, .5))
[1] 0.02148438
rej = c(0,1,2,8,9,10); sum(dbinom(rej, 10, .5))
[1] 0.109375


Note: For larger values of $n,$ one might approximate binomial probabilities using a normal distribution, but $n = 10$ is a bit too small for completely satisfactory normal approximations.






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    0












    $begingroup$

    Suppose you have $n = 10$ trials with $x$ successes and you want
    to test $H_0: p = 1/2$ vs $H_a: p ne 1/2$ at (somewhere near) the 5% level.
    I say 'somewhere near' because the binomial distribution is discrete, so
    it is not possible in general to achieve an exact significance level.



    Under $H_0,$ (that, is assuming the null hypothesis to be true) the number of successes $X sim mathsf{Binom}(n=10,, p = 1/2).$



    In your last inequality the fraction on the left-hand side is smallest when $hat p = X/n$ is far from $1/2.$ So you need to reject when the number of successes $X$ is far from $n/2.$



    n = 10; x = 1:(n-1)
    p = x/n; frac=.5^n/(p^x*(1-p)^(n-x))
    plot(x, frac, pch=19)


    enter image description here



    Accordingly, we might reject for $X = 0,1,9,10,$ the four values most removed from $10/2 = 5.$ A calculation using the binomial PDF gives $P(X le 2) = P(X ge 9) = 0.0214.$ So that rejection rule leads to a test at about the 2% level.



    If we try to reject for $X = 0,1,2,8,9,10,$ then the significance level escalates to $0.109,$ so you would be testing at about the 11% level. If you want to keep the significance level below 5%, then you'll have to use
    the rule to reject for $X = 0,1,9,10.$



    Here is a graph of the relevant binomial PDF:



    enter image description here



    Computations using R statistical software:



    rej = c(0,1,9,10);  sum(dbinom(rej, 10, .5))
    [1] 0.02148438
    rej = c(0,1,2,8,9,10); sum(dbinom(rej, 10, .5))
    [1] 0.109375


    Note: For larger values of $n,$ one might approximate binomial probabilities using a normal distribution, but $n = 10$ is a bit too small for completely satisfactory normal approximations.






    share|cite|improve this answer











    $endgroup$


















      0












      $begingroup$

      Suppose you have $n = 10$ trials with $x$ successes and you want
      to test $H_0: p = 1/2$ vs $H_a: p ne 1/2$ at (somewhere near) the 5% level.
      I say 'somewhere near' because the binomial distribution is discrete, so
      it is not possible in general to achieve an exact significance level.



      Under $H_0,$ (that, is assuming the null hypothesis to be true) the number of successes $X sim mathsf{Binom}(n=10,, p = 1/2).$



      In your last inequality the fraction on the left-hand side is smallest when $hat p = X/n$ is far from $1/2.$ So you need to reject when the number of successes $X$ is far from $n/2.$



      n = 10; x = 1:(n-1)
      p = x/n; frac=.5^n/(p^x*(1-p)^(n-x))
      plot(x, frac, pch=19)


      enter image description here



      Accordingly, we might reject for $X = 0,1,9,10,$ the four values most removed from $10/2 = 5.$ A calculation using the binomial PDF gives $P(X le 2) = P(X ge 9) = 0.0214.$ So that rejection rule leads to a test at about the 2% level.



      If we try to reject for $X = 0,1,2,8,9,10,$ then the significance level escalates to $0.109,$ so you would be testing at about the 11% level. If you want to keep the significance level below 5%, then you'll have to use
      the rule to reject for $X = 0,1,9,10.$



      Here is a graph of the relevant binomial PDF:



      enter image description here



      Computations using R statistical software:



      rej = c(0,1,9,10);  sum(dbinom(rej, 10, .5))
      [1] 0.02148438
      rej = c(0,1,2,8,9,10); sum(dbinom(rej, 10, .5))
      [1] 0.109375


      Note: For larger values of $n,$ one might approximate binomial probabilities using a normal distribution, but $n = 10$ is a bit too small for completely satisfactory normal approximations.






      share|cite|improve this answer











      $endgroup$
















        0












        0








        0





        $begingroup$

        Suppose you have $n = 10$ trials with $x$ successes and you want
        to test $H_0: p = 1/2$ vs $H_a: p ne 1/2$ at (somewhere near) the 5% level.
        I say 'somewhere near' because the binomial distribution is discrete, so
        it is not possible in general to achieve an exact significance level.



        Under $H_0,$ (that, is assuming the null hypothesis to be true) the number of successes $X sim mathsf{Binom}(n=10,, p = 1/2).$



        In your last inequality the fraction on the left-hand side is smallest when $hat p = X/n$ is far from $1/2.$ So you need to reject when the number of successes $X$ is far from $n/2.$



        n = 10; x = 1:(n-1)
        p = x/n; frac=.5^n/(p^x*(1-p)^(n-x))
        plot(x, frac, pch=19)


        enter image description here



        Accordingly, we might reject for $X = 0,1,9,10,$ the four values most removed from $10/2 = 5.$ A calculation using the binomial PDF gives $P(X le 2) = P(X ge 9) = 0.0214.$ So that rejection rule leads to a test at about the 2% level.



        If we try to reject for $X = 0,1,2,8,9,10,$ then the significance level escalates to $0.109,$ so you would be testing at about the 11% level. If you want to keep the significance level below 5%, then you'll have to use
        the rule to reject for $X = 0,1,9,10.$



        Here is a graph of the relevant binomial PDF:



        enter image description here



        Computations using R statistical software:



        rej = c(0,1,9,10);  sum(dbinom(rej, 10, .5))
        [1] 0.02148438
        rej = c(0,1,2,8,9,10); sum(dbinom(rej, 10, .5))
        [1] 0.109375


        Note: For larger values of $n,$ one might approximate binomial probabilities using a normal distribution, but $n = 10$ is a bit too small for completely satisfactory normal approximations.






        share|cite|improve this answer











        $endgroup$



        Suppose you have $n = 10$ trials with $x$ successes and you want
        to test $H_0: p = 1/2$ vs $H_a: p ne 1/2$ at (somewhere near) the 5% level.
        I say 'somewhere near' because the binomial distribution is discrete, so
        it is not possible in general to achieve an exact significance level.



        Under $H_0,$ (that, is assuming the null hypothesis to be true) the number of successes $X sim mathsf{Binom}(n=10,, p = 1/2).$



        In your last inequality the fraction on the left-hand side is smallest when $hat p = X/n$ is far from $1/2.$ So you need to reject when the number of successes $X$ is far from $n/2.$



        n = 10; x = 1:(n-1)
        p = x/n; frac=.5^n/(p^x*(1-p)^(n-x))
        plot(x, frac, pch=19)


        enter image description here



        Accordingly, we might reject for $X = 0,1,9,10,$ the four values most removed from $10/2 = 5.$ A calculation using the binomial PDF gives $P(X le 2) = P(X ge 9) = 0.0214.$ So that rejection rule leads to a test at about the 2% level.



        If we try to reject for $X = 0,1,2,8,9,10,$ then the significance level escalates to $0.109,$ so you would be testing at about the 11% level. If you want to keep the significance level below 5%, then you'll have to use
        the rule to reject for $X = 0,1,9,10.$



        Here is a graph of the relevant binomial PDF:



        enter image description here



        Computations using R statistical software:



        rej = c(0,1,9,10);  sum(dbinom(rej, 10, .5))
        [1] 0.02148438
        rej = c(0,1,2,8,9,10); sum(dbinom(rej, 10, .5))
        [1] 0.109375


        Note: For larger values of $n,$ one might approximate binomial probabilities using a normal distribution, but $n = 10$ is a bit too small for completely satisfactory normal approximations.







        share|cite|improve this answer














        share|cite|improve this answer



        share|cite|improve this answer








        edited Mar 26 at 8:31

























        answered Mar 26 at 7:13









        BruceETBruceET

        36.5k71540




        36.5k71540






























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