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Let X1,,XmX _ { 1 } , \ldots \ldots , X _ { m }

Question 44

Multiple Choice

Let X1,,XmX _ { 1 } , \ldots \ldots , X _ { m } be a random sample from a normal distribution with variance σ12, let Y1,,Yn\sigma _ { 1 } ^ { 2 } , \text { let } Y _ { 1 } , \ldots \ldots , Y _ { n } be another random sample (independent of the X2s) \left. X _ { 2 } ^ { \prime } s \right) from a normal distribution with variance σ22, and letS12 and S22\sigma _ { 2 } ^ { 2 } , \text { and } \mathrm { let } S _ { 1 } ^ { 2 } \text { and } S _ { 2 } ^ { 2 } denote the two sample variances. Which of the following statements are not true?


A) The random variable F=(S12/σ12) /(S22/σ22) F = \left( S _ { 1 } ^ { 2 } / \sigma _ { 1 } ^ { 2 } \right) / \left( S _ { 2 } ^ { 2 } / \sigma _ { 2 } ^ { 2 } \right)
Has an F distribution with parameters v1=m1 and v2=n1v _ { 1 } = m - 1 \text { and } v _ { 2 } = n - 1
B) The random variables (m1) S12/σ12 and (n1) S22/σ22( m - 1 ) S _ { 1 } ^ { 2 } / σ _ { 1 } ^ { 2 } \text { and } ( n - 1 ) S _ { 2 } ^ { 2 } / σ _ { 2 } ^ { 2 }
Each have a t distribution with m-1 and n-1 degrees of freedom, respectively.
C) The hypothesis H0:σ12=σ22H _ { 0 } : σ _ { 1 } ^ { 2 } = \sigma _ { 2 } ^ { 2 }
Is rejected if the ratio of the sample variances differs by too much from 1.
D) In testing Ho:σ12=σ22 versus H0:σ12>σ22H _ { o } : σ _ { 1 } ^ { 2 } = \sigma _ { 2 } ^ { 2 } \text { versus } H _ {0} : σ _ { 1 } ^ { 2 } >σ _ { 2 } ^ { 2 } \text {, }
The rejection region for a level α test is fFα,m1n1\alpha \text { test is } f \geq F _ { \alpha , m - 1 n - 1 }
E) All of the above statements are true.

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