Suppose that for every α∈(0,1) we have a size α test with rejection region Rα. Then, p-value = inf { α : T ( X n ) ∈ R α }That is, the p-value is the smallest level at which we can reject H 0 .what is this exponent n. What does X n mean?

Question

Suppose that for every α∈(0,1) we have a size α test with rejection region Rα. Then,  p-value  =  inf  {  α  :  T  (      X    n    )  ∈      R      α    }That is, the p-value is the smallest level at which we can reject       H    0  .what is this exponent   n. What does       X    n   mean?

mar1nerne · Accepted Answer

This is an unfortunate use of poorly-chosen notation. Presumably,       X    n   is intended to indicate a sample of size   n; i.e.,       X    n    =  (      X    1    ,      X    2    ,  …  ,      X    n    ), from which a test statistic defined by some function  of the sample is calculated. This notation is probably inherited from expressions like         R    n  . But for obvious reasons, one should probably avoid writing things this way.

Suppose that for every α∈(0,1) we have a size α test with rejection region Rα. Then, <mtext>p-va

Answered question

Answer & Explanation

New Questions in College Statistics