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Probability ideas

Issued: Week 1, Friday 14 January.

Workshop: Week 2, 17–21 January.

Hand in: Friday 21 January, by 4 pm.

Solutions posted online: Friday 28 January, evening.

1.1 On the space Ω = {1, 2, 3, . . .} a probability distribution is defined by pω = 2−ω for ω = 1,

2, 3, . . . .

(a) For positive integer n denote by An the event {ω is a multiple of n}. Show that

P (An ) = 1/(2n − 1).

(b) Denote by C the event {ω is a multiple of 2 or of 3}. Find P (C).

**1.2 Show by induction that, for any events A1 , A2 , . . . , An ,
**

!

n

n

[

X

P

Ak ≤

P (Ak ).

k=1

k=1

This is called Boole’s inequality.

**1.3 In the UK National Lottery, where six numbers are chosen at random from a list of 49
**

numbers, players select six numbers themselves, hoping to match as many of the chosen

numbers as possible. Find the probabilities that for a given entry:

(a) exactly four winning numbers are selected;

(b) at least four winning numbers are selected;

(c) exactly two of the winning numbers are multiples of six.

1.4 The roulette wheel in a UK casino has 37 numbers, {0, 1, . . . , 36}, all equally likely.

Pandora makes bets on the following combinations:

(a) top half = {19, 20, 21, . . . , 36};

(b) odd = {1, 3, 5, . . . , 35};

(c) bottom row = {34, 35, 36};

(d) the foursome {14, 15, 17, 18}.

Her bet wins if the winning number falls into her selection. Let A, B, C and D indicate

that the above four respective bets are winning bets. Find the probabilities of A, B,

A ∩ B, A ∪ B, B ∩ C and A ∩ B ∩ C ∩ D.

PSEx.tex

17 i 2011

**G5098 Probability and Statistics 2010–11: Exercises 2
**

Conditional probability and independence

Issued: Week 2, Friday 21 January.

Workshop: Week 3, 24–28 January.

Hand in: Friday 28 January, by 4 pm.

Solutions posted online: Friday 4 February, evening.

2.1 Darren plays twice as many good games as bad games; he scores in 70% of his good games

and in 40% of his bad games. In what proportion of games does he score? Given that he

has scored, what is the probability that he had a good game?

2.2 An urn initially has one red ball. Persephone uses a device to select n blue balls with

probability e−λ λn /n!, for n = 0, 1, 2, . . . , and add them to the urn. She then selects one

ball at random from the urn. Show that the probability that she selects the red ball is

(1 − e−λ )/λ.

2.3 In a communications system, a string of 0s and 1s, known as ‘bits’, is transmitted by a

sender to a receiver. Noise in the system means that some bits are incorrectly received:

the probability that a 0 arrives as a 1 is 0·05 and the probability that a 1 arrives as a 0

is 0·1. All bits are sent independently and 60% of all items sent begin as 1.

(a) Find the proportion of bits accurately received.

(b) Find the probability that a 1 was sent, given that a 1 is received.

(c) Find the probability that a 0 was sent, given that a 0 is received.

(d) To improve reliability, 0 is sent as 000 and 1 is sent as 111; the signal received

is interpreted as 0 or 1, according to the majority of 0s and 1s. For example, 010 is

interpreted as 0. What proportion of signals sent are interpreted correctly?

2.4 The system in the diagram below will work if there is some path from left to right. In the

boxes, which represent components of the system, the numbers indicate the probability

that that component will fail in the next five years. Components behave independently

of each other.

0·3

0·05 A

0·05 B

input

0·3

output

0·2

0·3

What is the probability that the system fails within the next five years? Given that it

has not failed in five years, find the probability that neither of the components marked

A and B has failed.

The following facts may help. p). 31 January–4 February. Hand in: Friday 4 February. . evening. where P (X = x) = pq x for x = 0. . You expect about 60% to be functioning. four numbers are selected at random from twenty. n X 1 k = n(n + 1). . . Y = 0) = P (X = 0. using the binomial distribution. (a) Find the probabilities of winning the respective prizes.3 You buy 100 used computer monitors for a lump sum of £1. n. . (1 − x)3 3. . The rest you’ll sell at £5 each as scrap. where P (X = x) = nx px q n−x for x = 0. Hint for (c): find E(X 2 ) by calculating E X(X − 1) and adding EX to it. Y = 1) = P (X = −1. . . In parts (b) and (c). . 1.2 In a simple Lottery. the number of monitors that will be functioning. or a second prize if you match 3 (and not 4) numbers. . take 0 < p < 1 and q = 1 − p. Y = 0) = (a) Find the (marginal) distributions of X and of Y . (b) The geometric distribution Geom(p). (c) The binomial distribution Binom(n. . Y = 0) = P (X = 0. n). 2. with EX = np and var X = npq. by 4 pm. 4 . Friday 28 January. The first two are standard. Deduce the mean and standard deviation of your net profit. in terms of X. You buy one ticket. n. 6 k=1 2 ∞ X k 2 xk = k=0 x(1 + x) for |x| < 1. 3. Workshop: Week 4. Write down your net profit. Model X. but that X and Y are not independent. and that the stated means and variances are correct. Solutions posted online: Friday 11 February. (b) Deduce that E(XY ) = EX EY . . .1 In each case below show that the probabilities given are non-negative and sum to 1. . 3. 2 k=1 n X 1 k = n(n + 1)(2n + 1). 2. with EX = q/p and var X = q/p2 . 1. 3. and you’ll sell those for £40 each. (a) The discrete uniform distribution Unif(1. 1 . (b) Calculate the mean number of correct guesses that you will make.4 Suppose the random variables X and Y have the following joint distribution: P (X = 1.500. . and you win the first prize if you match all four numbers. . with EX = (n + 1)/2 and var X = (n2 − 1)/12.G5098 Probability and Statistics 2010–11: Exercises 3 Discrete random variables I Issued: Week 3. where P (X = x) = 1/n for x = 1.

(a) Exactly five exceptional loads occur over the years 2011–12. evening. p) and arises as the probability that in a sequence of Bernoulli trials there are exactly y failures before the rth success. (b) Show that if. Structural Engineering 119(1993). . 2. 4. Y is Pois(µ). so that P (X = x) = pq x for x = 0. 1. 4. (c) The second exceptional load in 2011 or after occurs in 2012. to find the probabilities of the following events. Show that its probability generating function is p/(1 − qz). .1(d). (a) Show that. p) distributions. Friday 4 February. Y has a Binom(n. R. instead. . p) distribution. Note that this is a generalisation of Exercise 4. Use a Poisson distribution. Workshop: Week 5. (b) At least two exceptional loads occur in 2013. r) distribution. 1600–1621) suggests that as exceptional structural loads occur at random over time. Hand in: Friday 11 February. X + Y does not have a binomial distribution unless r = p. (d) Just two exceptional loads occur in 2011. independently. Hence confirm that the mean and variance of X are q/p and q/p2 . given that there are five in total in 2011–12. . 4. 1. Poisson distributions are appropriate for modelling the numbers of such loads in given time intervals. by 4 pm. . with appropriate mean in relation to the time period. if X and Y are independent with Binom(m. p) and Binom(n. Ellingwood.1 The paper by Y.2 Suppose that X has the Pois(λ) distribution and that. provided that |z| < 1/q. Solutions posted online: Friday 18 February.G5098 Probability and Statistics 2010–11: Exercises 4 Discrete random variables II Issued: Week 4. and note that these results can be obtained directly from the fact that this negative binomial arises as the sum of r independent geometric random variables. Deduce the mean and variance of a NB(r. Find the conditional probability P (X = k|X + Y = n) when 0 ≤ k ≤ n and write your answer as a binomial probability. it was found that the probability generating function of a Binom(n.4 Suppose that X has the geometric distribution Geom(p). respectively. . 2. Deduce that if Y has this distribution then y+r−1 r y P (Y = y) = pq (y = 0. 4. p) distribution from its probability generating function. 7–11 February. . ‘Reliability-based service-life assessment of aging concrete structures’ (J. Use this result to show that the probability generating function of the sum of r independent Geom(p) random variables is pr /(1 − qz)r . . p) random variable is (pz + 1 − p)n . Suppose that exceptional loads on a specific building occur at the rate of two per year on average. Then it is shown in lectures that X + Y is Pois(λ + µ).3 In lectures. then X + Y has a Binom(m + n. Mori and B. y This is called the negative binomial distribution NB(r.).

A widely used model for the density of such a random variable. on a wind turbine blade at a particular wind speed in a wind tunnel. Veers. (c) Calculate P (0·2 < X < 0·6 | X > 0·4).1 Let X denote the vibratory stress. by 4 pm. (b) Calculate P (0·2 < X < 0·6 | X < 0·4). for which there are theoretical reasons. elsewhere. in thousands of pounds. 5. 5.3 Suppose that X has density f (x) = 2x for 0 < x < 1.2 A one-person business has to submit detailed accounts to the Income Tax authorities only if its annual turnover is at least £67 000 per annum. . (b) Suppose θ = 100 (a value suggested by a graph in the article). (c) For the case α = 4 find P (X ≤ 75) and P (X > 100). (a) What values of α can be permitted? Find the value of k in terms of α. ‘Blade fatigue life assessment with application to VAWTS’ (J. 14–18 February. . (a) Verify that f is a legitimate density. Solutions posted online: Friday 25 February. α λ xα−1 e−λx . Hand in: Friday 18 February. . with density ( x 2 2 e−x /(2θ ) . 2 f (x) = θ 0.G5098 Probability and Statistics 2010–11: Exercises 5 page 1 Continuous random variables I Issued: Week 5. The paper by P. is −α kx . where α and k are parameters. otherwise. f (x) = Γ(α) 0. (b) Find the distribution function of X.e. if x > 0. evening. where θ > 0. λ) distribution. continued . for x > 0. be the annual turnover of a randomly chosen such business. as a model for the distribution of X. Workshop: Week 6. i. Let X. f (x) := 0. 5. (d) Show how P (0·2 < X < 0·6) can be obtained from the answers to parts (b) and (c) using the Law of Total Probability. Solar Energy Engineering 104(1982).4 Prove that if X has the Γ(α. (a) Calculate P (0·2 < X < 0·6). otherwise. 106–111) proposes a ‘Rayleigh’ distribution. 5. if x > 67. Friday 11 February. What is the probability that X is at most 200 psi? Less than 200 psi? At least 200 psi? (c) What is the probability that X is between 100 psi and 200 psi (again assuming θ = 100)? (d) Find the distribution function of X. S. in pounds per square inch (psi).

G5098 Probability and Statistics 2010–11: Exercises 5 where α > 0 and λ > 0. page 2 . ∞ Reminder: Γ(α) = 0 xα−1 e−x dx. (b) var X = α/λR2 . then (a) EX = α/λ.

‘Simulating a harvester-forwarder softwood thinning: a software evaluation’ (Forest Products J. in grammes. 21–25 February.3 Suppose that X and Y are independent random variables. 3) distributions. Solutions posted online: Friday 4 March. (b) Show that EX = 0 and var X = 8. 2) and N(10. as suggested in D. if four trees are independently selected. (c) Suppose that the error.2 Let X have density f (x) = 1 −|x|/2 e . by 4 pm. D. (a) Sketch this density. . Hand in: Friday 25 February. D. Kellogg. respectively. AedoOrtiz. 36–41). Workshop: Week 7.4 (a) Find the moment generating function of X ∼ Unif(−1. 6. of trees of a certain type is normally distributed with mean 8·8 and standard deviation 2·8. (b) By expanding the mgf as a power series.1 The diameter in inches. M. E. 2X. 6. 47(1997). evening.G5098 Probability and Statistics 2010–11: Exercises 6 Continuous random variables II Issued: Week 6. 4 for −∞ < x < ∞. Use the Central Limit Theorem to approximate the probability that the absolute difference between the true total weight and the measured total weight is more than 50 g. (c) What is the probability that the diameter of a randomly selected tree will be between 5 and 10 in? (d) What value c is such that the interval (8·8 − c. of a balance has the above distribution and that 100 items are weighed. State the distributions of the five random variables −X. 1). 8·8 + c) includes 98% of all diameter values? (e) What is the probability. that at least one has a diameter exceeding 10 in? 6. (ii) find the third and fourth moments of X. 5X + Y . Y − X − 5 and (X + Y )/2. 6. Olsen and L. at chest height. Friday 18 February. (i) show that X has mean zero and variance 1/3. independently of each other. (a) What is the probability that the diameter of a randomly selected tree will be at least 10 in? Will exceed 10 in? (b) What is the probability that the diameter of a randomly selected tree will exceed 20 in? Comment on this calculation. with N(−2.

. and of Y . Xn ). Solutions posted online: Friday 11 March. . where E1 and E2 are the two measurement errors. the correlation between the two measured weights X1 and X2 . the variance of actual weight. 28 February–4 March. X2 = Z1 − 2Z2 + 3Z3 and X3 = Z1 − Z2 . .G5098 Probability and Statistics 2010–11: Exercises 7 Continuous random variables III Issued: Week 7. y) = c(x+2y) on the rectangle 0 < x < 3. as a function of n. given that Y = 1·25.1 Let X and Y have joint density f (x. (b) X1 and X3 . 1 < y < 2. Hand in: Friday 4 March. (a) Find how much. (b) Work your answer out for small values of n and sketch the result. Thus X1 = W + E1 and X2 = W + E2 . The seller sells to the highest bidder. (c) X2 and X3 . Are X and Y independent? Find the densities of X. Evaluate EX. that they are non-negative and integrate to 1. Let X1 = Z1 + Z2 . 7. . (b) Calculate ρ when σW = 1 kg and σE = 50 g. (a) Express ρ. Friday 25 February. Confirm that the two answers you obtain are indeed densities. . 7. by 4 pm. and σE2 . he can expect to make on the sale. Workshop: Week 8. Let W denote the actual weight and X1 and X2 the two measured weights. Evaluate c and calculate the marginal densities of X and Y . Assume that the Ei are independent of each other and of W and that var E1 = var E2 = σE2 .4 A rock specimen from a particular area is randomly selected and weighed two different times. Suppose each Xi is uniformly distributed between £100 and £200. 7. . . EY and cov(X. in terms of 2 σW . Xn be random variables denoting n independent bids for an item that is for sale. Find the covariance and correlation between (a) X1 and X2 . . that is. Find the distribution function of Y by noting that Y ≤ y if and only if Xi ≤ y for all i. Y ).3 Suppose that Z1 . 7. Z2 and Z3 are independent observations from the standard normal distribution. evening.2 Let X1 . . Hint: let Y = max(X1 . given that X = 2.

X: 4·7 6·2 6·4 6·9 7·6 7·8 8·1 8·7 9·2 10·4 Y : 2·2 4·6 5·0 6·8 9·2 9·2 10·9 13·6 15·9 22·1 (a) Verify that the correlation coefficient of the data is 0·975. ‘Effects of bike lanes on driver and bicyclist behavior’ (ASCE Transportation Eng. by 4 pm. continued . Solutions posted online: Friday 18 March. (d) What separation distance would you predict for another street that has 15·0 as its available travel space value? 8. Assoc. evening. 48(1998). J. 8. yi = 80·0. and find an estimate of the variance of the error term. 7–11 March.2 The article by B. for 10 streets with bike lanes. and record the enrichment of plumes of pollutants along flight paths above Athens. ∆CO: 50 60 95 108 135 210 214 315 720 ∆NO: 2·3 4·5 4·0 3·7 8·2 5·4 7·2 13·8 32·1 (a) Find the correlation coefficient of the data. the explanatory variable is ∆CO. Ramey. Air & Waste Mgmt. Friday 4 March. xi = 2452·18 and xi yi = 1282·74. (b) Derive the equation of the estimated regression line. C. 243–256) reports the results of a regression analysis with x the available travel space in feet (a convenient measure of roadway width. Kroll and M. (c) Plot the points and the regression line on a graph. were as follows: X: 12·8 12·9 12·9 13·6 14·5 14·6 15·1 17·5 19·5 20·8 Y : 5·5 6·2 6·3 7·0 7·8 8·3 7·1 10·0 10·8 11·0 P P P 2 P (a) Verify that xi = 154·2. and the units are parts per billion times seconds times 100. Despite how high the correlation coefficient is. R. 8. . The data. Hand in: Friday 11 March. (d) Comment on the data and the graph. and carry out any further analysis that your comments indicate would be appropriate. defined as the distance between a cyclist and the centre line) and y the separation distance between a bike and a passing car (determined by photography). . 103(1977). Workshop: Week 9. (c) Plot the points and the regression line on a graph. (b) Calculate the least-squares regression line for these data. Klemm & I.G5098 Probability and Statistics 2010–11: Exercises 8 page 1 Linear regression and least squares Issued: Week 8. ‘Urban emissions measured with aircraft’.1 The following data are from the paper by O. . J. The response variable is ∆NO.3 The following data represent the height (X) in centimetres and weight (Y ) in grammes of a type of plant. (b) Plot the points. Ziomas. A sample of ten plants was taken. the data clearly lie on a curve. 16–25.

G5098 Probability and Statistics 2010–11: Exercises 8 page 2 (c) Weight might be proportional to height3 (e. (d) Plot the residuals against the values ui .g. and the dependent variable Y is the ratio of the numbers of Type 1 to Type 2 females. area.g. The relationship is clearly non-linear. (c) Plot the residuals and say whether your transformation has made it satisfactory to fit a straight line. (d) Express the regression line as an equation giving Y in terms of X. spent in cages. (b) Transform the data appropriately and find the least-squares regression line for the transformed data. The following data were recorded: X: 17 31 45 59 73 Y : 0·2338 0·5804 1·982 3·388 13·01 (a) Plot the points.4 A genetic experiment was undertaken to study the competition between two types of female Drosophila melanogaster (fruit fly) in cages with one male genotype acting as a substrate. 8. and plot the curve on your original graph. Calculate the least-squares regression line for V := ln Y on U := ln X. (e) Express the regression line as an equation giving Y in terms of X. for hollow plants). Therefore try fitting a power relationship. in days. . volume) or height2 (e. The independent variable X is the time. and plot the curve on your original graph.

20. . 41. 6. Hayes 70.1 In the casino game roulette. 24. Coolidge 60. 10. Harrison 68. 62. 9. 12. 62. Crunchy: 62. Workshop: Week 10. Lincoln 56. 6. 10. 10. 8. Wilson 67. 45. 8. 6. 7. Polk 53. 14. 68. 7. 56. Roosevelt 60. 6. 10. 17. 17. 15. 9. 5. 6. 15. Q. 6. 47.G5098 Probability and Statistics 2010–11: Exercises 9 page 1 Descriptive statistics and Minitab Issued: Week 9. 11. 50. Hand in: Friday 18 March. Consumer Reports. . 13. 8. 75. W. 5. (a) Construct a stem-and-leaf plot of the data and describe its shape. 56. 5. the probability of winning is 18/38 and of losing is 20/38 (in American casinos—European ones are more generous!). Garfield 49. 19. 25. 50. 50. 47. 22. 5. The following data are 100 simulations of this value of Y . Adams 90. 6. 5. 9. 34. 6. 11. 5. Johnson 64. 5. 53. Adams 80. 11. 75. Taft 72. 39. reported the following scores for various brands of two types of peanut butter: Smooth: 56. evening. 5. 21. 52. 10. Pierce 64. 12. Hoover 90. (a) Construct an ordered stem-and-leaf plot. 36. 8. J.3 An article in U. 14–18 March. 11. 18. 9. 35. Kennedy 46. Cleveland 71.S. Grant 63. Truman 88. Buchanan 77. 9. 9. 42. Roosevelt 63. Madison 85. F. A. 7. 18. 11. (b) Find the five-number summary. 42. 55. 56. Jefferson 83. 30. 9. 5. Van Buren 79. Harrison 67. Johnson 66. considering shape. Nixon 81. 40. 23. Ford 93. 5. 6. B. 13. 40. Cleveland 71. 9. (c) Draw a histogram of the data. 6. 80. 7. 5. 11.2 The following are the ages at death for the 38 American presidents from Washington to Ford. 16. Friday 11 March. 5. D. 6. Also construct boxplots. Monroe 73. 8. 11. by 4 pm. 16. 5. if a player bets one unit on red. 23. and hence draw a boxplot. 21. 21. 40. 10. Solutions posted online: Friday 29 April. Use your displays to make a comparison between smooth and crunchy peanut butter. Fillmore 74. T. McKinley 58. 36. 6. (b) Find the five-number summary and draw a boxplot. 30. 7. 16. 9. . 7. 15. 34. 5. 5. Jackson 78. Arthur 56. 24. 6. 24. 8. 8. 62. 45. 15. Construct a comparative stem-and-leaf display by listing stems in the middle of your page and then displaying the smooth leaves out to the right and the crunchy leaves out to the left. L. 12. Eisenhower 78. Taylor 65. 53. 7. H. before eventually losing their money. continued . 65. J. 16. 5. 5. 5. 34. 21. Washington 67. 6. Suppose that a player begins with five units and let Y be a player’s maximum capital. spread and location of the distributions of the scores. September 1990. Harding 57. Tyler 71. 5. 44.

Show the Minitab commands that you use clearly.4 using Minitab.4 Repeat as much as you can of Exercise 8. . Use two transformations and look at the residuals in each case. Give reasons for the transformation that you eventually choose.G5098 Probability and Statistics 2010–11: Exercises 9 page 2 9.

¯ = Y /n is an unbiased estimator of p. θˆ = − Qn ln i=1 Xi (c)For both the following sets of observations from this distribution. 0·0278. Xn be a random sample of size n from the distribution with density f (x. 0·3675. has a Poisson distribution with parameter λ. However for the present data-set. and give its mean and variance (you may quote from the Probability Distributions sheet). where p is an unknown parameter satisfying 0 ≤ p ≤ 1. 0·9917. 0·8971. in frequency form. 0·0739. Eno Foundation for Highway Traffic Control. 1. P (Xi = 0) = 1−p.1 The Poisson distribution has been used by traffic engineers as a model for light traffic. . Use of Poisson Distribution in Highway Traffic. P12 theaverage P12 number of right turns per 3–minute period is x¯ = i=0 ifi i=0 fi . ¯ = ? and var(X) ¯ =? Hint: EX = λ and var X = λ for X Poisson. . (i) 0·0256. (c) Show that E X(1 ¯ ¯ is an unbiased estimator of var X ¯ = p(1−p)/n. θ) = θxθ−1 (0 < x < 1. i + fi (b) Assume that X. Pn (a) State the distribution of Y = i=1 Xi . 0·6049. What is the standard error (i. 0·1551. continued .G5098 Probability and Statistics 2010–11: Exercises 10 page 1 Estimation I Issued: Week 10. . . 0·2110. . 1955). Workshop: 28 April–5 May. Xn be independent. 0·7379. (a) Sketch the graph of this density for θ = 0·5. evening. 0·3051. 10. The table shows the frequency fi of periods in which there were i right turns. the distribution of counts of cars in a given time-interval or space area should be nearly Poisson.e. 0·3671. 2. . (b) Deduce that X ¯ − X) ¯ = (n − 1)p(1 − p)/n. standard deviation) of your estimator? Calculate the estimated standard error. and calculate x¯. .2 Let X1 . 0·9513. (d) Find the value of c so that cX(1− X) 10. Friday 18 March. . (b) Show that the maximum-likelihood estimator of θ is given by n . Hand in: Friday 6 May. 0 < θ < ∞). . with variance p(1 − p)/n. 0·0710. Schuhl. 0·3191. (ii) 0·4698. Solutions posted online: Friday 13 May. . calculate the values of the maximum-likelihood estimate and the methods-of-moments estimate for θ. based on the rationale that if the rate is approximately constant and the traffic is light (so the individual cars move independently of each other). .3 Let X1 . 0·5991. so E(X) 10. 0·9763. by 4 pm. P (a) The usual formula for sample mean is x¯ := ni=1 xi /n. 0·2154. Explain why. The table on the right records numbers of right turns in 300 three-minute periods at a specific intersection (D. 0·0102. the number of right turns in a 3–minute period. Find an unbiased estimator of λ and calculate the estimate for the given data. each with distribution P (Xi = 1) = p. Gerlough & A.

. . 1. 2.G5098 Probability and Statistics 2010–11: Exercises 10 page 2 10.4 Let X1 . 10. Xn be a random sample of size n from the geometric distribution with success parameter p. (a) Use the method of moments to find a point estimate of p. given the following data: 2. 33. 14. 3. i. 18. (c) Find a point estimate of p. 1. f (x) = p(1 − p)x (x = 0. . . 0. 20. 6. 21. 0. 3. . (b) Explain in words why this estimate makes sense. . 42. . 1. . 18. 18.). 1. 15. 6.e.

H. 46·9. 76·1. For a random sample of n = 5 plots. 11. 1. L. 78·1. E. Smith. Kies.4 Suppose that Yi is the result of a Bernoulli trial. 75·7. The observations are in ksi √ in and are given in increasing order. 73·1. σ 2 ). 77·0. 11. . Further let the prior distribution for θ be Γ(α. 76·2. 1.3 Let Y be the sum of n independent observations from a Pois(θ) distribution. the yields in bushels per acre were 37·4. (b) Find a 90% confidence interval for µ. given Y = y. Publ. 71·9. 76·2. 75·5. Hand in: Friday 13 May. 82·2. 79·9. (a) Give a point estimate for µ. Workshop: 9–12 May. H. 48·8. λ). 73·5. (b) 0. (b) Find a point estimate of θ given this value y.G5098 Probability and Statistics 2010–11: Exercises 11 Estimation II Issued: Friday 6 May. (a) Find the posterior distribution of θ. 72·6. Bernstein. 381(1965). 79·7. ‘Fracture testing of weldments’. find the posterior distribution of θ after the observation(s) (a) 1. 73·3. with probability θ of success (Yi = 1). Romine. Is this interval valid whatever the nature of the distribution? Explain. 79·6. by 4 pm. If we assign a Unif(0. 0. Solutions posted online: Friday 20 May.1 Assume that the yield per acre of a particular variety of soya beans is N(µ. 1) prior distribution to θ. evening. ASTM Special Tech. 55·0 and 44·0. Calculate a 99% confidence interval for the standard deviation of the fracture toughness distribution. 0.2 The following observations were made on fracture toughness of a base plate of 18% nickel maraging steel [J. 328–356]. 11. 75·8. 77·9. A. 11. 93·7. 83·7. 69·5. H. 80·1.

(e) Calculate the test statistic and state your conclusions. continued . 3459. give the test statistic and critical region for testing H0 : µ = 3315 against the alternative H1 : µ > 3315 (home-born girls in Ottawa County are heavier) with significance level α = 0·01. 2657. evening.1 Assume that IQ scores for a certain population are approximately N(µ.G5098 Probability and Statistics 2010–11: Exercises 12 page 1 Hypothesis testing I Issued: Friday 13 May. 100). (a) What hypotheses should be tested? (b) Suppose the scale is to be re-calibrated if either x¯ ≥ 5·1629 or x¯ ≤ 4·8371. σ 2 ). 3345. (c) What is the approximate p-value? (d) Give the test statistic and critical region for testing H0 : σ 2 = 5252 against the Alternative Hypothesis H1 : σ 2 < 5252 at significance level α = 0·05. 3629. Suppose that the results of different weighings are independent of one another and that the weight on each trial is Normally distributed with σ = 0·200 kg. 3515. 3629. . and find that the mean of this sample is x¯ = 113·5. 5·190 12. 4·728. p Express ¯ this test procedure in terms of the standardised test-statistic Z = (X − 5)/ σ 2 /n. To test H0 : µ = 110 against the one-sided alternative H1 : µ > 110 we take a random sample of size 16 from this population. (b) Calculate the value of the test statistic and give your conclusion using the following weights: 3119. . 3856. 5·214. (c) What is the probability that re-calibration is carried out when it is actually unnecessary? (d) Which type of error would that be? (e) Using the test of (b). . Hand in: Friday 20 May. 5·439. 3629. Workshop: 16–19 May. 5·006. (a) Do we accept or reject H0 at the 5% level? (b) Do we accept or reject H0 at the 10% level? (c) What is the p-value? 12. 4·793. 4·857. 5252 ) for boys and girls combined.3 Assume that the birth weight in grammes of a baby born in the US is N(3315. what would you conclude from the sample data below? 4·981. by 4 pm. (f) Find the approximate p-value for this second test. Solutions posted online: Friday 27 May.2 The calibration of a scale is to be checked by weighing a 5 kg test specimen 10 times. Let µ denote the true average weight reading on the scale. 12. 5·107. (a) Using 11 observations of X. 3062. 3345. 4·888. Let X be the weight of a baby girl who is born at home in Ottawa County and assume that X ∼ N(µ.

F. 157–163]. I’. K. G. .G5098 Probability and Statistics 2010–11: Exercises 12 page 2 12. M. 78(1972). Thornton. resulting in sX = 21·5 (m = 48) for the anomalous area and sY = 19·45 (n = 45) for the non-anomalous area. ‘An investigation into copper deficiency in cattle in the southern Pennines. Kershaw. Davies. J. Test at significance level ·10 for equality of population variances. Agricultural Sci.4 Copper values (µg Cu/100 ml blood) were determined for cattle grazing in an area known to have well-defined molybdenum anomalies (metal values in excess of normal regional variation) and for cattle grazing in a non-anomalous area [L.

13. 3 and 4 respectively. where p is the proportion of dentists who recommend this design. inclusive.3 The article by S. 3. Tushup and C. A consumer group doubted this claim and decided to test H0 : p = 0·75 against H1 : p < 0·75. 4. Assuming a 365–day year (i. 13. A survey of 390 dentists found that 273 recommended the design. 1. excluding leap year).e. 2. 1. 1. 4.2 In the Michigan Daily Lottery. 24. 3. . 5. N. 4. inclusive. in the absence of any relation. 69 and 96 for categories 1.1 It was claimed that 75% of dentists recommend a certain design of toothbrush. 6. Solutions posted online: Friday 3 June. one digit at a time. 5. . 2. each week-day a three-digit integer is generated. 5. .4 The article by J. 4. 1. 9. 1. For i = 0. 13. Use the following 50 digits to test H0 : p0 = p1 = · · · = p9 = 0·1. Specht. 8. 4. R. 9. 4. 6. from the birthday. 7. 8. 3. 6. state where it primarily lies. 2. . and (4) more than 90 days from the birthday. 5. 9 let pi denote the probability that the digit generated is i. (a) Do the data indicate that gender has a strong effect on the development of foot asymmetry? State the appropriate Null and Alternative Hypotheses and test at level α = ·01. 9. 8. A sample of 200 patients gave observed frequencies of 11. 1. 8. 5. using α = 0·05. 944–946]. 6. 4. 6.G5098 Probability and Statistics 2010–11: Exercises 13 Hypothesis testing II Issued: Friday 20 May. 7. 8. the numbers with a bigger left foot than right (a difference of half a shoe size or more). M. a patient’s admission date is equally likely to be any one of the 365 possible days. 7. Hand in: Friday 27 May. 0. 8. The investigators established four different admission categories: (1) within 7 days of birthday. from the birthday. Levy. (b) If there is evidence of an effect. ‘Psychiatric and alcoholic admissions do not occur disproportionately close to patients’ birthdays’ [Psychological Reports 71(1992). J. ‘Human lateralization from head to foot: sex-related Men 2 10 28 factors’ (Science 200(1978). 0. focusses on the existence of any relationship between date of patient admission for treatment of alcoholism and patient’s birthday. L>R L=R L<R 13. Deatrick. 4. 3. Workshop: 23–26 May. 1. (a) Would you reject the Null Hypothesis at the 5% level? (b) Would you reject the Null Hypothesis at the 1% level? (c) Find the p-value. by 4 pm. . State and test the relevant hypotheses using a significance level of 0·01. and the numbers with a bigger right foot than left. M. 9. evening. 6. 2. 7. Levy & J. 4. (3) between 31 and 90 days. (2) between 8 and 30 days. 6. 1291–1292) reports Women 55 18 14 for a sample of right-handed men and women the numbers of individuals whose feet were the same size.

14. continued . 8C. based upon miles per gallon. Armstrong and D. R. M. as given in lectures. the result of the test at significance level 5% for the Null Hypothesis µX = µY . 4. (b) Deduce. 41·3 Brand C: 40·8. Assume that the distribution of Xi is N(µi . 41·2. x¯ = 6·13. find a 95% confidence interval for µX − µY . Western Ontario’ (J. i. 12C. 39·5. (d) Test at the 10% level whether the variances of residues in the two populations are equal. without further calculation or use of tables. T := p 2 SX /m + SY2 /n and use Welch’s formula for the degrees of freedom r. σ 2 ). . Workshop: 30 May–2 June. evening. A. . ‘Mercury in aquatic birds at Clay Lake. J. define T using a non-pooled estimate of variance: ¯ − Y¯ − (µX − µY ) X . If a random sample of m = 56 brand X bulbs yielded a mean life of x¯ = 937·4 hours and an independent random sample of size n = 57 brand Y bulbs yielded a mean life of y¯ = 988·9 hours. 14. The length of life of brand Y light bulbs is assumed to be N(µY . find a 90% confidence interval for µX − µY . Blue-winged teals: n = 17. 38·9 Brand B: 41·9. Hand in: Friday 3 June. 58–61) reported the following data on mercury residues in breast muscles: Mallards: m = 16. 5 be the weight of a box with nail size 4C. these being the sizes from smallest to largest.2 The article by K.3 The driver of a diesel-powered car decided to test the quality of three types of diesel fuel.G5098 Probability and Statistics 2010–11: Exercises 14 page 1 Hypothesis testing III Issued: Friday 27 May.e. Hatch. It is desired to test whether the mean weights of nails in the 4C. 39·2. F. Vermeer. 40·3 14. Let Xi for i = 1. 16C and 20C boxes are equal. y¯ = 6·46. sy = 1·73. 8C. Brand A: 38·7. 38·9. 2. . 14. (c) Repeat (a) without the assumption of common variance of X and Y . give a critical region for a test with α = 0·05. 40·1. 627). (a) Assuming that X ∼ N(µX . 784).1 The length of life of brand X light bulbs is assumed to be N(µX . 20C respectively. σ 2 ) and Y ∼ N(µY . by 4 pm. 42·3.4 Different sizes of nails are packaged in one-pound boxes. σ 2 ). 16C. Test the Null Hypothesis that the three means are equal using the data below. (a) Using random samples of size 7. 37(1973). Wildlife Mgmt. Solutions posted online: Friday 10 June. sx = 2·40. 12C. 3. using the significance level α = 0·05 and making the usual assumptions.

1·04. 1·04. 1·03. 1·06. 1·05 (c) Construct boxplots on the same diagram for each type of nail. 1·06. 1·07 X4 : 1·10. 1·05 X3 : 1·03. 1·08 X5 : 1·04. 1·09. 1·07. 1·08. and comment. 1·07 X2 : 1·03. 1·05. 1·10. 1·08. and state your conclusions using the following data. 1·06. 1·09. 1·05. 1·06. 1·06.G5098 Probability and Statistics 2010–11: Exercises 14 page 2 (b) Construct an ANOVA table. 1·10. 1·05. 1·06. 1·08. 1·07. X1 : 1·03. 1·02. . 1·06. 1·04. 1·07.

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