Segment 12. P-Value Tests

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Problems

To Calculate

1. What is the critical region for a 5% two-sided test if, under the null hypothesis, the test statistic is distributed as $\displaystyle \text{Student}(0,\sigma,4)$ ? That is, what values of the test statistic disprove the null hypothesis with p < 0.05? (OK to use Python, MATLAB, or Mathematica.)

2. For an exponentially distributed test statistic with mean $\displaystyle \mu$ (under the null hypothesis), when is the the null hypothesis disproved with p < 0.01 for a one-sided test? for a two-sided test?