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Q21Section A (Section A)21 of 60

Power of a test for a difference of normal means

Let X1,X2,X3,X4X_1,X_2,X_3,X_4 be a random sample from N(θ1,σ2)N(\theta_1,\sigma^2) distribution and Y1,Y2,Y3,Y4Y_1,Y_2,Y_3,Y_4 be a random sample from N(θ2,σ2)N(\theta_2,\sigma^2) distribution, where θ1,θ2∈(−∞,∞)\theta_1,\theta_2\in(-\infty,\infty) and σ>0\sigma>0. Further suppose that the two random samples are independent. For testing the null hypothesis H0:θ1=θ2H_0:\theta_1=\theta_2 against the alternative hypothesis H1:θ1>θ2H_1:\theta_1>\theta_2, suppose that a test ψ\psi rejects H0H_0 if and only if ∑i=14Xi>∑j=14Yj\sum_{i=1}^4X_i>\sum_{j=1}^4Y_j. The power of the test ψ\psi at θ1=1+2\theta_1=1+\sqrt2, θ2=1\theta_2=1 and σ2=4\sigma^2=4 is

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