Prbability and Statistics - Degroot Solutions

INSTRUCTORS SOLUTIONS
MANUAL
INSTRUCTORS SOLUTIONS
MANUAL
to accompany
PROBABILITY AND STATISTICS

THIRD EDITION
Morris H. DeGroot
Mark J. Schervish
Carnegie Mellon University
To the memory of Morrie DeGroot
MJS
Reproduced by Addison-Wesley from files supplied by the author.

Copyright 2002 Pearson Education, Inc.
All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in
any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written
permission of the publisher. Printed in the United States of America.
ISBN
0-201-87999-9
1 2 3 4 5 6 7 8 9 10 VG 05 04 03 02

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# C# (## * ( 6 7 0

0.6
0.4
0.0
0.2
Sample d.f.
0.8
1.0

10
15
20
25
Absolute
difference between group means
300
0
100
200
Count
400
500
,+ < ( " 8 8

67

-3
-2
-1
Log-ratio of precisions
,+
< ;+ +6A A 7
6#7

@ A . 6( 7! * . "-" 0 6
7 " ( "#
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7
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+ (" "" "
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$/ $ 6$$7 ( " ( 1 ' 3
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+ (+ H $/
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6 7 &26 7
A
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2 6 7 A
6 7
6 7
6 7
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@ 6 7 A 6 7 " + (" ! " 2 6 7 A 6 7 6 7

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"# * (" ' (
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(" "# * (" 2 6 7 ;! 9 (" 6 7
6 72 6 7 A 6 7 ' ( + "# ! "
+ * 9 + 6* #( "
* " " ((+ ( "

&## (+ + 7 * 6 7 9 "# 6 7
@ 460 7 " ( (" "# " 260 0 7 " "
(" ( / + / A 0 ! * " # (( /
"# ! 6/ / 7 9 ( (" 460 7260 0 7
/ " "#! 6/ / 7 9 ( (" 460 7260 0 7 ;!
6/ / 7 "# 6/ / 7 * / "# (
( * * / "# > * #
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/ / "#! " ( / "#
4 (" ( "#! * + (" (

/ 460 7260 0 70 %&& 460 7260 0 7! * 460 7 # "-
"# ; / "#! " " (
(
56 7 A 9
"

56' 7 A 9
D

6' ' 7

6' ' 7 ! 56' 7 9

A 56 7
( + #
! " !
( (3
(
- A ? A 8 A
" < A
" "#" ( 8 + "#
*
" 6 A 7 " A + + "# *
( " D 68
7 ' ( ! ' " - $/ *
*+ + 8< ! ! ! ! "

+ *
0/! # * "" #3 * " 6 A87 *

*
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" * " * ( ( *+<
A

A

A
! A
! A ! A
! A
! A
! A
"
A

0.6
0.4
0.0
0.2
Sample d.f.
0.8
1.0

20
40
60
80
100
120
Absolute beta-1
Count
500
1000
1500
2000
,+ < ( " < 67
4000
4500
5000
1986 means
,+ < ;+ < D

< D
< 6#7
67 + < ,+
6#7 + < D
< D
< ,+
@ A 6

7 ( (+ ("!
* / + ( 6#7 " "" ("3"
#
* + "
*

D 6 7
A
> ( " 0 "( '
( ! ' + *+ E
F! E F! " E F
+ *" (
+ " ( 6#7 ,+ +
(" ( 6#7 # (" 0 ( 3
( "(" " # 6 "#" ( 6#77 ""
"(" " #

A # A +( ( +
! ! "

1000
0
500
Count
1500

3000
4000
5000
6000
1986 predictions
,+ < ;+ ("" 6#7
!
! " ' ( C ! '
+ *+ ( < 6
!
! 7! 6
!
! 7!
" 6
!
!
7 6 * #/ #/ (+7
67 ( * " ! * " ( * + $" * *
+ A A $"
A ) "("! ' ) "("
++ A ) ' $"
! E' 6< D < 7FA "" "#
+ A ! " "(" A .! A 9 H "# * "+
" !
E' 6< D < 7FA
A 9
" "# * "+ " ! * $"

6#7 ( ("
M
*
+
(6M
7 !
A M (6MA
7

* / "

*
!
A (6E < <

F A
7
(" * (" 0 6 7

67 .
M! * M (* 6
D 7
, (* M

D A ! "
! (" + "# *

( 6
D7
" 6 D A 7
. A ! * A (* 6D 7

, (* AEM D6 < < 7 F
! * 6" 7 ("
+ "# * ( 6 D 7
" EM D 6 < < 7 F
.
< ! * , (*

A 6 < 7
A6< E < F7
A
A <
D &

A

* & " "(" < 6? " (+ 07
(" "# " (+ 0
< (" " <
' ( C ' + ( 6< < M7
6

7! 6
7! " 6
7
' (( * " ( + +" ( < 3
" ( "" " * 6

7! 6
7! " 6

7
8 ! ? ! - ! " < " ' )! )
@ (( ( ((

' A " ( C ' "# * 8 " (
A
67 " "# 8 + "# * 0

8 D '

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0

A
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6#7
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'
D
"

< D ? 68 8 7 D ' 6 87

67 & + ( ' !

(
E 8F

6' A 7 A
A

A ( E 8F D (
6"7 &## (+! * " + # /* , (!
* " " + " * "# * (## G

" ( " * 03C" # & + ' )! * "
8 " A ( + # "#
* /* ( > *" + + " # *
"# ( 67H67 . #3 " + ! (
# + ( ( +
67 ( ' ( (## ' A ' A
"# * /* " ! (
' ( (## "# * /* "

, ! ' - $/ , ! ' #
' 2 " (## "# * /*
" 0 + ' A "
(## " #*<
B
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A

4 C " # ( ( "# 8
67 ( (" / " 0

9
8
A

E 8F D ! ( C
E8 8F A ( A<

* ! A 6 7 . A / / (" + "#
* ( - D

" E
6 87 D ! D < F
. 8! 6# (+
A (
07 / / (" "# * 6

A D 8 C 76
A D C 7 "
6
A D C 7
6#7 "
A ! A
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( , ! ' #" ( (
# ! ' " 8 "
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! ' + E

F! E
F! " E

F
' ( 67! ( "(" " #

67 " "# 68 8 7C + C "" ! "("
C .! "#
C H "# *
"+ " ' *
68 8 76 7 " "# *
"+ "
6#7 + ( "# A * ((

" + ( "# 8 !
# (( " > " A - / "+ "
! " * " A < ? " /
67 ( (" / " 0
A

C ( A 8
E 8F D ! D < 9 C E8 8 F D C
. A
. 8!

* ( C # C . C ! / / (" + "#
* ( D
" D 68 8 7

6"7 ! ' + "=
" # + 8 " +
"
E
F! E
F! " E
F
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< A
67 ' " +
6#7 + ("" ,+ * "= #*
+ " ,+ ,! "# +3 "
+ + + "! "# ("
+ 64 "= C #* * -+7
67 " (""
! ("

( ! #
] +
67 , " # ! * # & (## &
+ @ (6&@7 / " (

E (6&@7F ( @
6 7
15000
5000
10000
Count
20000
25000
30000

-4
-2
Predicted Log(Arsenic) Values (micrograms per liter)
,+ < ;+ @+3 (" 6#7
> #" ( " "#
+ @ " + & ("
@ (6@ 7
26 @7 A
6 7
(6@&7 &
' * ( " (" 6 7 + @ 0 6 7! * +
@
( @

@ " & A
D
D . @! / / ("

+ "# * (
D D - "
. ! /

/ (" 0 6 7 ! &## (+ */ * / + @!
+ " " #
* (" 6 7 # " + 0
+6 E (6&@7F7
67 A

! * @ + "# " # (

6#7 , " # ! * # & (## &
+ @ (6&@7 / " (
( @
& D

6 7
> " #" ( " "#
+ @ " + & ("
6 7
26 @7 A @ (6@E &F7 &
' * ( " (" 6 7 + @ 0 6 7! * +

( @

@ " & A
D
D . @! / / ("

+ "# * (
D D - "
. ! /
/ (" 0 6 7 ! &## (+ */ * / +
D
@! $@!
" # * (" 6 7

& D

# " + 0
+6 7
67 A &
@
! * @ + "# " # (

' ( ! &## (+ "" # ( "#
@ # " 4 6 7 (" +

"# * (
D - " & D
! * ( "# @
67 9 (" 6 / 7 # " 9 (" 6 ' 7 "
46 7 A 6 D 7 9 (" 6 ' 7 6 7 A ?8 (6 ? 87
4 6 0 7 A 6 0 7! * 8# 0 ! 9 ("
6 / 7
26 0 7 A 6 0 7 A ?8 (6 E? 8F 087 0 ! 0
+ (" / + !
?8
E (60 E? 8F7F (6087
?8
0 " (" + / A 0
?8
26 0 7
A
(6 E? 8F7 0
6 7
2 60 7
(60 E? 8F7
" " + / A 0 + ! *
2 60 7 A
6#7 / " (

? 8
(
6? 87

8

!

E ( 6E? 8F0 7F
6 7
> #" ( 6 ' 7 A D

( * #
D ' A / ! * 9 ( " (" +
( " / 6 7 $(+ (" (") A D
6 7 +
&
? 8 ( '?

8
D

(
60 7)
6 7
* 0 A D
. ?! 6 7 / / ("

+ "# * (
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Prbability and Statistics - Degroot Solutions

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Prbability and Statistics - Degroot Solutions

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INSTRUCTORS SOLUTIONS

PROBABILITY AND STATISTICS

To the memory of Morrie DeGroot

Reproduced by Addison-Wesley from files supplied by the author.

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