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Suppose you conduct 10 hypothesis tests, each at the α=0.05 significance level. What is the probability of committing a Type I error and incorrectly rejecting a true H0 with at least one of the 10 tests?a.0.6b.0.40c.0.95d.0.05

Question

Suppose you conduct 10 hypothesis tests, each at the α=0.05 significance level. What is the probability of committing a Type I error and incorrectly rejecting a true H0 with at least one of the 10 tests?a.0.6b.0.40c.0.95d.0.05

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Solution

Para resolver esta pregunta, sigamos los siguientes pasos:

  1. Entender el error Tipo I: Un error Tipo I ocurre cuando rechazamos una hipótesis nula verdadera. La probabilidad de cometer un error Tipo I en un solo test es igual al nivel de significancia, α, que en este caso es 0.05.

  2. Calcular la probabilidad de no cometer un error Tipo I en un solo test: La probabilidad de no cometer un error Tipo I en un solo test es 1 - α. Por lo tanto, es 1 - 0.05 = 0.95.

  3. Calcular la probabilidad de no cometer un error Tipo I en ninguno de los 10 tests: Si los tests son independientes, la probabilidad de no cometer un error Tipo I en ninguno de los 10 tests es 0.95^10.

  4. Calcular la probabilidad de cometer al menos un error Tipo I en los 10 tests: La probabilidad de cometer al menos un error Tipo I en los 10 tests es 1 menos la probabilidad de no cometer ningún error Tipo I en los 10 tests. Es decir, 1 - 0.95^10.

  5. Realizar el cálculo:

    • 0.95^10 ≈ 0.5987
    • 1 - 0.5987 ≈ 0.4013

Por lo tanto, la probabilidad de cometer un error Tipo I y rechazar incorrectamente una hipótesis nula verdadera en al menos uno de los 10 tests es aproximadamente 0.40.

La respuesta correcta es: b. 0.40

This problem has been solved

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