Chapter 7

Testing the Homogeneity Hypothesis of a Two-Sample Model

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Problem 7.1

According to surveys of 29 families conducted in 1968 in the south-west region of England, the sample mean of the weekly rent for a furnished flat was 2,5£2,5 £, and the sample variance was 0,67£20,67 £^{2}. In Wales, the sample mean rent of 16 families was 2,06£2,06 £, and the sample variance was 0,42£20,42 £^{2}. Test whether the difference in rent between these regions is statistically significant, assuming that the samples are generated by Gaussian random variables. Take the significance level equal to 0,05.

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Problem 7.2

The level of histamine in the sputum of seven allergy-prone smokers was (in micrograms): 102,4; 100,0; 67,5; 65,9; 64,7; 39,6; 31,2, and that of ten smokers not prone to allergy: 48,1; 45,5; 41,7; 35,4; 29,1; 18,9; 58,3; 66,8; 71,3; 94,3. Is the assumption correct that the histamine level in smokers susceptible to allergy is higher than in non-allergic ones? Take the significance level equal to 0,05.

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Problem 7.3

To determine the serum iron content, Ramsay used a direct determination method. This method is very laborious, the reactions proceed slowly, and turbidity of the mixture cannot be ruled out. To overcome these difficulties, Jung and Parekh proposed an improved method based on a recently synthesized additive. The procedure for performing the analysis by the new method is clearly better than that of Ramsay's method. However, a suspicion arose that the new method has lower precision than Ramsay's procedure. To compare the precision of the new and the established methods, 20 pairs of analyses were performed, each by both methods. Hyland sera containing 105 micrograms of serum iron per 100 milliliters served as standards. The data are presented in the table.

Ramsay's method1111071009910210610910810499
J.--P. method10710810698105103110105104100
Ramsay's method101969710210711311611311098
J.--P. method9610810310411411411310810699

Can it be considered, at significance level 0,05 , that the new method has lower precision than Ramsay's method?

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Problem 7.4

The following are data of the Federal State Statistics Service on the average size of awarded pensions (rubles) by region of the Central and Siberian Federal Districts in 2008.

Central
Federal DistrictPension
amountSiberian
Federal DistrictPension
amount
Belgorod Oblast4297,3Republic of Buryatia4281,2
Bryansk Oblast4244,3Tyva Republic4426,5
Ivanovo Oblast4386,3Kemerovo Oblast4571,7
Kursk Oblast4085,4Krasnoyarsk Krai4896,0
Smolensk Oblast4321,5Omsk Oblast4339,5
Ryazan Oblast4290,5Altai Republic4278,0
Moscow Oblast4771,7
City of Moscow4809,9

Test the hypothesis that the mean values of the awarded pensions in the Central and Siberian Federal Districts are equal, assuming that the presented observations are generated by Gaussian random variables. Take the significance level to be 0,05.

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Problem 7.5

Using formula (7.14) for the ARE e(W,T)e(W, T) of the Wilcoxon test relative to Student's test, compute the values of e(W,T)e(W, T) given in Table 7.4.

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Problem 7.6

A TV repair shop has data on the failure-free (until the first repair) operating time (in weeks) of 9 TV sets of brand A and 8 TV sets of brand B. For the brand A TV sets this time was: 5;12;26;50;57;110;200;230;2705 ; 12 ; 26 ; 50 ; 57 ; 110 ; 200 ; 230 ; 270 weeks, and for the brand B TV sets: 1;25;31;42;54;70;250;2601 ; 25 ; 31 ; 42 ; 54 ; 70 ; 250 ; 260 weeks. Can the mean failure-free operating times of brand A and brand B TV sets be considered equal? Take the significance level equal to 0,05.

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Problem 7.7

The performance of a bank branch is characterized by a certain indicator XX. For a check, a group of 10 bank branches of the same type was selected at random. The indicator XX for these branches was: 258, 588, 477, 577, 619, 614, 641, 543, 517, 593. After the economic crisis, the indicator XX for 9 randomly selected branches was: 537, 398, 256, 440, 376, 524, 527, 589, 479. Based on these data, can it be considered that the economic crisis led to a decrease in the indicator XX ? Take the significance level equal to 0,05.

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Problem 7.8

To test the hypothesis H0H_{0} of the form (7.3) - (7.4) against alternatives of the form H1:θ<0,H2:θ>0,H3:θ≠0H_{1}: \theta < 0, H_{2}: \theta > 0, H_{3}: \theta \neq 0, Mann and Whitney proposed a test based on the statistic

Um,n=∑i=1m∑j=1nφ(Xi,Yj), where φ(z,v)={1, if z<v,0, if z⩾v. U_{m, n} = \sum _{i = 1}^{m} \sum _{j = 1}^{n} \varphi \left(X_{i}, Y_{j}\right), \text{ where } \varphi (z, v) = \begin{cases} 1, & \text{ if } z < v, \\ 0, & \text{ if } z \geqslant v .\end{cases}

Show that, in the absence of ties, the Mann-Whitney statistic Um,nU_{m, n} and the Wilcoxon statistic Wm,nW_{m, n} are related by Wm,n=Um,n+n(n+1)2W_{m, n} = U_{m, n}+\frac{n(n+1)}{2}.

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Problem 7.9

Two factories manufacture electric lamps of the same type. From the output of factory No. 1, 10 lamps were selected at random, and from the output of factory No. 2, 12 lamps. Tests of the burning duration (in hours) of these lamps gave the following results. For the lamps of factory No. 1: 1243, 1238, 1253, 1243, 1254, 1260, 1251, 1246, 1255, 1237. For the lamps of factory No. 2: 1244, 1255, 1258, 1266, 1249, 1257, 1260, 1247, 1256, 1271, 1252, 1259. Test the hypothesis that the mean burning durations of the electric lamps of factory No. 1 and factory No. 2 are equal. Take the significance level equal to 0,05.

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Problem 7.10

Test the hypothesis of homogeneity of the two samples from Problem 9 using the Kolmogorov-Smirnov test. Take the significance level equal to 0,05.

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