Suppose $X_1,X_2,…,X_n$ is a random sample from a normal population with mean $μ$ and variance 16. Let sample size=16. Find the likelihood ratio test for $H_0:μ=10 $ against the simple alternative hypothesis $H_a:μ=15$ with size=0.05 and compute power of the test.
This is what I did
The MLE of $\mu$ is, $\hat\mu=\bar x$ .
$\Lambda={sup_{\theta\in \Theta}\over sup_{\theta\in \omega}}$= $ \begin{cases} e^{-1/32[ \sum_{i=1}^{16}(X_i-\bar x)^2-\sum_{i=1}^{16}(X_i-10)^2]} & \text{if $\bar x<10$ } \\ 1, & \text{if $\bar x>10$ } \end{cases}$
Decision rule, Reject $H_0 $if $Λ>k$ where k>1 such that
$sup_ {\theta\in \omega} Pr(\Lambda>k$ when $\mu=10$)<=0.05 So I wrote R code for this:
normal<-function(nsim,mu,sigma){
Lambda<-c()
for(i in 1:nsim){
x<-rnorm(16,mu,sigma)
m<-mean(x)
y<- sum((x-m)^2)-sum((x-10)^2)
if(m<10){
lambda<-exp(-1/32*y)
}
else{
lambda<- 1
}
Lambda<-c(Lambda,lambda)
}
Lambda
}
p<-normal(10000,10,4)
quantile(p,0.95)
Then I get k=3.78297.
Is this correct?
For power I wrote the following code as
power=Pr(Reject $H_0$ when $H_0 $is false)=Pr(Λ>3.78297 when $\mu=15$).
normalPower<-function(nsim,mu,sigma,critvalue){
Lambda<-c()
for(i in 1:nsim){
x<-rnorm(16,mu,sigma)
m<-mean(x)
y<- sum((x-m)^2)-sum((x-mu)^2)
if(m<15){
lambda<-exp(-1/32*y)
}
else{
lambda<- 1
}
Lambda<-c(Lambda,lambda)
}
y<-sum((Lambda>critvalue)*1)/nsim
y
}
p1<-normalPower(10000,15,4,3.78297)
p1
The power I get is > p1
[1] 0.0471
Why do I get such low power value?Is this correct?
In the power function is my line if(m<15)correct?