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The heat evolved in calories per gram of a cement mixture is approximately normally distributed. The mean is thought to be 100, and the standard deviation is 2. You wish to test H0_0: μ = 100 versus H1_1: μ ≠ 100 with a sample of n = 9 specimens.
a. If the acceptance region is defined as 98.5 ≤ x\overline{x} ≤ 101.5, find the type I error probability α.
b. Find β for the case in which the true mean heat evolved is 103.
c. Find β for the case where the true mean heat evolved is 105. This value of β is smaller than the one found in part (b). Why?

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The probability of making a type I error\textbf{type I error} is

α=P(type I error)=P( reject H0 when H0 is true).\begin{align} \alpha=P(\text{type I error})=P(\text{ reject $H_0$ when $H_0$ is true}). \end{align}

Sometimes the type I error probability is called the significance level, the α\alpha-error, or the size of the test.

The mean is thought to be μ=100\mu=100, and the standard deviation is σ=2\sigma=2. You wish to test H0:μ=100H_0:\mu = 100 versus H1:μ100H_1:\mu\ne 100 with a sample of n=9n = 9 specimens.

a)

The acceptance region is defined as

98.5xˉ101.5,98.5\leq\bar{x}\leq 101.5,

than Equation (1), the type I error probability is

α=P(98.5>xˉwhenμ=100)+P(xˉ>101.5whenμ=100)=P(98.51002/9>xˉμσ/nwhenμ=100)+(xˉμσ/n>101.51002/9)=()P(z>2.25)+P(z<2.25)=1P(z2.25)+1P(z2.25).\begin{align*} \alpha&=P(98.5>\bar{x}\, \text{when}\, \mu=100)+ P( \bar{x}> 101.5\, \text{when}\, \mu=100)\\ &=P\left(\frac{98.5-100}{2/\sqrt{9}}>\frac{\bar{x}-\mu}{\sigma/\sqrt{n}}\, \text{when}\, \mu=100\right)+\left(\frac{\bar{x}-\mu}{\sigma/\sqrt{n}}>\frac{101.5-100}{2/\sqrt{9}}\right)\\ &\overset{(\ast)}{=}P(z> 2.25)+P(z<-2.25)\\ &=1-P(z\leq2.25)+1-P(z\geq-2.25). \end{align*}

()(\ast): The distribution of random variable

z=xˉμσ/nz=\frac{\bar{x}-\mu}{\sigma/\sqrt{n}}

is approximately normal with mean μ\mu and standard deviation σn.\frac{\sigma}{\sqrt{n}}.

Therefore, from Appendix Table III, the type I error probability is

α=()22P(z2.25)=0.024448.\begin{align*} \alpha\overset{(\ast\ast)}{=}2-2P(z\leq 2.25)=\boxed{0.024448.} \end{align*}

()(\ast\ast): Based on the symmetry of the normal distribution

P(z2.25)=P(z2.25).P(z\leq 2.25)=P(z\geq -2.25).

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