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In your solution include your name and the homework number. Please staple your
pages together. When solving the problems below, give detailed derivations in order to
receive credit.
H0 : µ1 = µ2 = µ3 = µ4
where Tij is the test statistic from the two-sample t-test of the hypothesis Hij :
µi = µj tested in (a). The idea is to reject H0 if T is too large. Give a simple
upper bound on the p-value of the test based on T . Does this upper bound
allow you to reject H0 at level α = 0.1? In other words, is the upper bound
smaller than 0.1?
1
(d) Perform the F -test from the one-way analysis of variance to test the hypothesis
H0 considered in (c). Do you reject H0 at significance level α = 0.1?
4. (Data analysis: One-way ANOVA) Do Problem 21, P. 508, in Rice (2007). [You do
not need to do the nonparametric part]
5. Design a simulation study to compare the performance of kernel density estimates and
the density estimate based on parametric forms, under two cases (i) the parametric
form is correct and (ii) the parametric form is not correct.