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CL Chapter 11 Solutions 5th Ed - EQUATIONS - UPDATED PDF
CL Chapter 11 Solutions 5th Ed - EQUATIONS - UPDATED PDF
∑
i =1
yi − b ∑x
i =1
i
1, 200.6 − 3.291(249.8)
a= = = 25.234
n 15
Then y = 25.234 + 3.291x; y(18) = 84.5°F
n
⎛ n
⎞⎛ n
⎞
n ∑ x y − ⎜⎝ ∑ x ⎟⎠ ⎜⎝ ∑ y ⎟⎠
i =1
i i
i =1
i
i =1
i
10(3973.35) − (36.5)(1070)
11.2.2 b = = = 0.9953
⎛ n ⎞ ⎛ n ⎞
2
10(204.25) − (36.5) 2
∑
n ⎜ xi2 ⎟ − ⎜ xi ⎟
⎝ i =1 ⎠ ⎝ i =1 ⎠
∑
n n
∑
i =1
yi − b ∑x
i =1
i
1070 − 0.9953(36.5)
a= = = 103.367
n 10
n
⎛ n ⎞⎛ n ⎞
n ∑
i =1
∑
xi yi − ⎜ xi ⎟ ⎜ yi ⎟
⎝ i =1 ⎠ ⎝ i =1 ⎠
∑ 9(24,628.6) − (234)(811.3)
11.2.3 b = = = 0.8706
⎛ n
⎞ ⎛ ⎞ n 2
9(10,144) − (234) 2
∑
n ⎜ xi2 ⎟ − ⎜ xi ⎟
⎝ i =1 ⎠ ⎝ i =1 ⎠
∑
n n
∑
i =1
yi − b ∑x
i =1
i
811.3 − 0.8706(234)
a= = = 67.5088
n 9
xi yi − yˆi
0 −0.81
4 0.01
10 0.09
15 0.03
21 −0.09
29 0.14
36 0.55
51 1.69
68 −1.61
11.2.4 In the first graph, all of the residuals are positive. The residuals in the second graph alternate
from positive to negative. Neither graph would normally occur from linear models.
11.2.6 The problem here is the gap in x values, leaving some doubt as to the x−y relationship.
13 13 13 13
11.2.8 (a) The sums needed are ∑i =1
xi = 12.91 , ∑
i =1
xi2 = 15.6171 , ∑
i =1
yi = 25.29 , ∑x y
i =1
i i = 29.8762
(b) The residuals do not show a strong pattern, suggesting that a straight line fit is appropriate.
11.2.10 The x values spread evenly across their range, and the scatter diagram has a linear trend. Fitting
this data with a straight line seems appropriate.
11(1141) − (111)(100)
11.2.11 b = = 0.84
11(1277) − (111)2
1072 − 0.84(111)
a= = 0.61
11
The least squares line is y = 0.61 + 0.84x. The residuals given in the table below are large relative
to the x values, which suggests that the linear fit is inadequate.
xi yi − yˆi
7 −3.5
13 −1.5
14 −1.4
6 −0.7
14 2.6
15 1.8
4 3.0
8 2.7
7 −2.5
9 0.8
14 −1.4
n
n ∑y
i =1
i
n n n
⎛ n ⎞⎛ n ⎞
∑ ∑
i =1
xi
i =1
xi yi n
i =1
∑ ∑
xi yi − ⎜ xi ⎟ ⎜ yi ⎟∑
⎝ i =1 ⎠ ⎝ i =1 ⎠
b= =
n
⎛ n
2⎞ ⎛ n ⎞⎛ n ⎞
n ∑x
i =1
i ∑ ∑
n ⎜ xi ⎟ − ⎜ xi ⎟ ⎜ xi ⎟
⎝ i =1 ⎠ ⎝ i =1 ⎠ ⎝ i =1 ⎠
∑
n n
∑ ∑x
i =1
xi
i =1
2
i
which is essentially the form of b in Theorem 11.2.1. The first row of the matrix equation is
⎛ n ⎞ n
⎝
∑
na + ⎜ xi ⎟ b =
⎠
i =1
∑
yi . Solving this equation for a in terms of b gives the expression in Theorem
i =1
11.2.1 for a.
n
11.2.14 The desired b is that value minimizing the equation L = ∑ ( y − bx )
i =1
i i
2
.
n n
∑ ∑ ( x y − bx ) = 0.
dL dL
= 2( yi − bxi )(− xi ) , and setting = 0 gives i i
2
i The solution of this
db i =1 db i =1
n
∑x y
i =1
i i
equation is b = n
.
∑ i =1
xi2
n n
11.2.15 For these data ∑d v
i =1
i i = 95,161.2, and ∑d
i =1
i
2
= 2,685,141.
n
∑d v
i =1
i i
95,161.2
Then H = n
= = 0.03544.
2,685,141
∑d
i =1
i
2
n
11.2.16 (a) We seek the a value that minimizes the equation L = ∑(y − a − b x )
i =1
i
*
i
2
.
n
∑ 2( y − a − b x )(−1)
dL
= i
*
i
da i =1
n
∑ ( y − a − b x ) = 0.
dL *
Setting = 0 gives i i
da i =1
n n
∑
i =1
yi ∑x
* i =1
i
The solution of this equation is a = −b = y − b* x
n n
∑ 2( y − a
dL
= i
*
− bxi )(− xi )
db i =1
n
∑ ( x y − a x − bx ) = 0.
dL * 2
Setting = 0 gives i i i i
db i =1
n n
∑x y − a ∑x
i =1
i i
*
i =1
i
The solution of this equation is b = n
.
∑
i =1
xi2
n n
∑
i =1
xi yi − a* ∑x
i =1
i
1513 − 100(45)
11.2.17 b = n
= = −5.19, so y = 100 − 5.19x.
575.5
∑x i =1
2
i
13 13
11.2.18 (a) The sums needed are ∑
i =1
xi2 = 54,437, ∑x y
i =1
i i = 3,329.4.
3329.4
Then b = = 0.0612.
54, 437
(b) y(120) = 0.612($120) = $7.34 million
n
11.2.19 L = ∑ ( y − a − bx − c sin x )
i =1
i i i
2
. To find the a, b, and c, solve the following set of equations.
n
∑ 2( y − a − bx − c sin x )(−1) = 0 or
dL
(1) = i i i
da i =1
⎛ n ⎞ ⎛ n ⎞ n
⎝ i =1 ⎠
∑
na + ⎜ xi ⎟ b + ⎜ sin xi ⎟ c =
⎝ i =1 ⎠
∑ ∑y
i =1
i
∑ 2( y − a − bx − c sin x )(− x ) = 0 or
dL
(2) = i i i i
db i =1
⎛ n ⎞ ⎛ n 2⎞ ⎛ n ⎞ n
⎜∑ xi⎟
⎝ i =1 ⎠
a + ⎜ ∑
xi ⎟
⎝ i =1 ⎠
b + ⎜ xi sin xi ⎟ c =
⎝ i =1 ⎠
∑ ∑x y
i =1
i i
⎛ n ⎞ ⎛ n ⎞ ⎛ n ⎞ n
⎜∑
⎝ i =1
cos xi⎟
⎠
a + ⎜
⎝ i =1
xi ∑
cos xi⎟
⎠
b +
⎝ i =1
∑
⎜ (cos xi )(sin xi ) ⎟ c =
⎠
∑ y cos x
i =1
i i
11.2.20 (a) One choice for the model is y = aebx . Then ln y is linear with x. Using Theorem 11.2.1 on
the pairs (xi, ln yi) gives
n
⎛ n ⎞⎛ n ⎞ n
n ∑
i =1
∑
xi ln yi − ⎜ xi ⎟ ⎜ ln yi ⎟
⎝ i =1 ⎠ ⎝ i =1 ⎠
∑ 10 ∑137.97415 − (35)(41.35720)
b= = i=1
= −0.14572
⎛n
⎞ ⎛ ⎞ n 2
10(169) − 352
∑
n ⎜ xi2 ⎟ − ⎜ xi ⎟
⎝ i =1 ⎠ ⎝ i =1 ⎠
∑
n n
∑i =1
ln yi − b ∑x
i =1
i
41.35720 − ( −0.14572)(35)
ln a = = = 4.64574.
n 10
Then a rounded to three decimal places is e4.64574 = 104.140. The desired exponential fit is
y = 104.140e−0.146x. This model fits the data well. However, note that the initial percentage
by this model is 104.141, when we know it must be 100. This discrepancy suggests using
Question 11.2.16 where a* = 100. In this case,
n
⎛ n ⎞
∑ xi ln yi − ln a* ⎜ xi ⎟ ∑
⎝ i =1 ⎠ 137.97415 − 4.60517(35)
b = i =1 n
= = −0.13732.
169
2
xi ∑
i =1
This model is y = 100e−0.137x.
(b) For the first model, the half life is the solution to 50 = 104.140e−0.146x, or
ln(50/104.140) = −0.146x, so x = 5.025.
For the second model, the half life is the solution to 0.5 = e−0.137x or
ln 0.5 = −0.137x, so x = 5.059.
11.2.21 (a) To fit the model y = aebx , we note that ln y is linear with x. Then
11(126.33786) − (66)(20.16825)
b= = 0.0484
11(506) − 662
20.16825 − (0.0484)(66)
ln a = = 1.5431
11
Then a = e1.5431 = 4.6791, and the model is y = 4.6791e0.0484 x .
(b) The model predicts y = 4.6791e0.0484(12) = $8.363 trillion, short of the projected figure.
10(491.332) − (55)(90.862)
11.2.22 (a) b = = −0.1019
10(385) − 552
90.862 − (−0.1019)(55)
ln a = = 9.9467
10
Then a = e9.9467 = 15470. 6506, and the model is y = 15470. 6506e −0.1019x
10(133.68654) − (55)(22.78325)
11.2.23 b = = 0.1285
10(385) − 552
158.58560 − (0.12847)(190)
ln a = = 6.70885
20
Then a = e6.70885 = 819.4, and the model is y = 819.4e0.1285 x .
dy 1 dy
11.2.24 (a) If = by, then = b. Integrate both sides of the latter equality with respect to x:
dx y dx
1 dy
∫ y dx ∫
dx = bdx , which implies that ln y = bx + C.
7(0.923141) − (−0.067772)(7.195129)
11.2.25 b = = 10.538;
7(0.0948679) − (−0.067772) 2
1 10.538
log a = (7.195129) − (−0.067772) = 1.1299
7 7
Then a = 101.1299 = 13.487. The model is 13.487x10.538.
The table below gives a comparison of the model values and the observed yi’s.
xj yj Model
0.98 25.000 10.901
0.74 0.950 0.565
1.12 200.000 44.522
1.34 150.000 294.677
0.87 0.940 3.109
0.65 0.090 0.144
1.39 260.000 433.516
n
⎛ n ⎞⎛ n ⎞
n ∑
i =1
∑
⎝ i =1
∑
log xi ⋅ log y − ⎜ log xi ⎟ ⎜ log yi ⎟
⎠ ⎝ i =1 ⎠
11.2.26 (a) b = 2
⎛ n ⎞ ⎛ n ⎞
∑
⎝ i =1
∑
n ⎜ log 2 xi ⎟ − ⎜ log xi ⎟
⎠ ⎝ i =1 ⎠
15(156.03811) − (41.77441)(52.79857)
= = 0.87644
15(126.6045) − 41.774412
n
⎛ n ⎞
∑ ⎝ i =1
∑
log yi − b ⎜ log xi ⎟
⎠ 52.79857 − 0.87644(41.77441)
log a = i =1 = = 1.07905
n 15
4(36.95941) − (11.55733)(12.08699)
11.2.27 b = = 1.43687
4(34.80999) − 11.557332
12.08699 − 1.43687(11.55733)
log a = = −1.12985
4
a = 10−1.12985 = 0.07416. The model is y = 0.07416x1.43687
n
⎛ n ⎞⎛ n ⎞
∑
i =1 ⎝ i =1
∑
n (1/ xi ) yi − ⎜ 1/ xi ⎟ ⎜ yi ⎟
⎠ ⎝ i =1 ⎠
∑ 7(435.625) − (8.01667)(169.1)
11.2.28 b = = = 19.82681
⎛ n ⎞ ⎛ n ⎞
2
7(21.35028) − 8.01667 2
∑
⎝ i =1 ⎠ ⎝ i =1
∑
n ⎜ (1/ xi )2 ⎟ − ⎜ 1/ xi ⎟
⎠
n
⎛ n ⎞
∑yi − b ⎜ 1/ xi ⎟
⎝ i =1
∑
⎠ 169.7 − 19.82681(8.01667)
a = i =1 = = 1.53643
n 7
One quarter mile = 0.25(5,280) = 1,320 feet.
y(1.32) = 1.53643 + (19.82681)(1/1.32) = 16.557, or $16,557
1 1
11.2.29 (d) If y = , then = a + bx and 1/y is linear with x.
a + bx y
x 1 a + bx 1
(e) If y = , then = = b + a , and 1/y is linear with 1/x.
a + bx y x x
1
(f) If y = 1 − e − x / a , then 1 − y = e − x / a , and
b b b
= e x / a . Taking ln of both sides gives
1− y
1
ln = xb / a . Taking ln again yields
1− y
1 1
ln ln = − ln a + b ln x, and ln ln is linear with ln x.
1− y 1− y
⎛ 1055 − y ⎞
11.2.30 Let y′ = ln ⎜ ⎟⎠ . We find the linear relationship between x and y′. The needed sums are
⎝ y
10 10 10 10
∑x
i =1
i = 55, ∑x
i =1
2
i = 385, ∑ y ′ = −17.28636, ∑ x y ′ = −201.76600.
i =1
i
i =1
i i
10(−201.76600) − 55(−17.28636)
b = = −1.29322
10(385) − 552
−17.28636 − (−1.29322)(55)
a= = 5.38407
10
⎛ 60 − y ⎞
11.2.31 Let y′ = ln ⎜ . We find the linear relationship between x and y′. The needed sums are
⎝ y ⎠⎟
8 8 8 n
∑
i =1
xi = 352, ∑
i =1
xi2 = 16160, ∑
i =1
yi′ = −2.39572, ∑ x y ′ = −194.88216.
i =1
i i
8(−194.88216) − 352(−2.39572)
b= = −0.13314
8(16160) − 3522
−2.39572 − (−0.13314)(352)
a= = 5.55870
8
4(93) − 10(40.2)
11.3.1 β1 = = −1.5
4(30) − 102
(40.2) − (−1.5)(10)
β0 = = 13.8
4
βˆ1 − β10 −1.5 − 0
Thus, y = 13.8 − 1.5x. t = = = −1.59.
4 2.114 / 5
s/ ∑(x − x )
i =1
i
2
Since −t.025,2 = −4.3027 < t = −1.59 < 4.3027 = t.025,2, accept H0.
s 11.788481
11.3.2 (a) The radius of the confidence interval = t.025,24 = 2.0639 = 1.247
26 380.464615
∑ (x − x )
i =1
i
2
(b) Since 0 is in the confidence interval, we cannot reject H0 at the 0.05 level of significance.
(c) See the solution to Question 11.2.7. The linear fit for 11 ≤ x ≤ 14 is not very good,
suggesting a search for other contributing variables in that x range.
β1 − β10 3.291 − 0
11.3.3 t = = = 5.47.
15 3.829 / 40.55733
s/ ∑(x − x )
i =1
i
2
n
11.3.4 To minimize the width of the interval, we must maximize ∑(x − x )
i =1
i
2
. To accomplish this, take
9
11.3.5 Var( βˆ1 ) = σ 2 / ∑(x − x)
i =1
i
2
= 45/60 = 0.75. The standard deviation of βˆ1 = 0.75 = 0.866.
⎛ βˆ − β ⎞
(
P β1 − β1 < 1.5 = P
ˆ ⎜
1
⎜ 0.866
1
< )
1.5 ⎟
0.866 ⎟
= P(|Z| < 1.73) for the standard normal random
⎝ ⎠
variable Z. P(Z > 1.73) = 1 − 0.9582 = 0.0418, so P(⏐Z⏐ < 1.73) = 1 − 2(0.0418) = 0.9164
n n n
11.3.6 ∑
i =1
(Yi − βˆ0 − βˆ1 xi )2 = ∑i =1
[Yi − (Y − βˆ1 x ) − βˆ1 xi ]2 = ∑[(Y − Y ) − βˆ ( x − x )]
i =1
i 1 i
2
n n n
= ∑ (Y − Y )
i =1
i
2
+ βˆ12 ∑ (x − x )
i =1
i
2
− 2 βˆ1 ∑ ( x − x )(Y − Y )
i =1
i i
n ∑ ( x − x )(Y − Y )
i i n n
= ∑ (Yi − Y ) + βˆ1
2 i =1
n ∑ ( xi − x ) − 2 βˆ1
2
∑ ( x − x )(Y − Y )
i i
i =1
∑ (x − x )
i =1
i
2 i =1 i =1
n n ⎡ n 1 ⎛ n ⎞ ⎛ n ⎞⎤ n
=
i =1
∑ (Yi − Y ) − βˆ1
i =1
∑
( xi − x )(Yi − Y ) =
2
i =1
Yi − nY − β1 ⎢ xiYi − ⎜ xi ⎟ ⎜ Yi ⎟ ⎥
ˆ
⎢⎣ i =1
∑
n ⎝ i =1 ⎠ ⎝ i =1 ⎠ ⎥⎦
2 2
∑ ∑ ∑
1 ⎛ n ⎞⎛ n ⎞ ⎛ n ⎞
( )∑
n n n n
=
i =1
∑ i =1
∑
Yi 2 − βˆ1 xiYi − nY 2 + βˆ1 ⎜ xi ⎟ ⎜ Yi ⎟ =
n ⎝ i =1 ⎠ ⎝ i =1 ⎠ i =1
∑
Yi 2 − βˆ1 xiYi − Y − βˆ1 x ⎜ Yi ⎟
i =1
∑
⎝ i =1 ⎠
∑ ∑
n n n
= ∑
i =1
Yi − βˆ1
2
∑
i =1
xiYi − βˆ0 ∑Y i =1
i
n
s ∑x
i =1
2
i
(0.959) 10144
11.3.7 The radius of the confidence interval is t.05,7 = 1.8946 = 0.957.
n 9 4060
9 ∑ (x − x )
i =1
i
2
The center of the interval is βˆ0 = 67.508. The interval = (66.551, 68.465).
11.3.8 Since there is no reason to believe that radioactivity decreases cancer rates, the test should be
H0: β1 = 0 versus H1: β > 0.
βˆ1 − β10 9.23 − 0
t = = = 6.51. Since t = 6.51 > t.05,7 = 1.8946, reject H0.
9 14.010 / 97.508
s/ ∑( xi − x )
i =1
2
n n n
∑ ∑ ∑x
1 1 1 1
11.3.10 E (Y ) = E (Yi xi ) = ( β 0 + β1 xi ) = n β 0 + β1 i = β 0 + β1 x
n i =1 n i =1 n n i =1
n
σ 2 ∑ xi
11.3.11 By Theorem 11.3.2, E ( βˆ0 ) = β0, and Var( βˆ0 ) = n
i =1
.
n ∑(x − x )
i =1
i
2
(
Now, ( βˆ0 − β 0 ) / Var(βˆ0 ) is normal, so P − zα / 2 < ( βˆ0 − β 0 ) / Var(βˆ0 ) < zα / 2 = 1 − α. )
Then the confidence interval is ( βˆ0 − zα / 2 Var(βˆ0 ), βˆ0 + zα / 2 Var(βˆ0 ) , or
⎛ n n ⎞
⎜ σ xi ∑ σ xi ∑ ⎟
⎜ βˆ − z i =1
, βˆ0 + zα / 2
i =1 ⎟
⎜ 0 α /2 n n ⎟
⎜
⎜⎝
n
i =1
∑
( xi − x )2 n
i =1
( xi − x ) 2 ∑ ⎟
⎟⎠
(n − 2) s 2 (24 − 2)(18.2)
= 36.781. The observed chi square is = = 31.778, so do not reject H0.
σ 2
0 12.6
11.3.14 Case Study 11.3.1 provides the value of s2 = 2181.66. Then the confidence interval for σ2 is
⎛ (n − 2) s 2 (n − 2) s 2 ⎞ ⎛ (19)(2181.66) (19)(2181.66) ⎞ ⎛ 41, 451.54 41,451.54 ⎞
⎜ 2 , 2 ⎟=⎜ , ⎟ = ⎜⎝ , ⎟
⎝ χ 1−α / 2,n − 2 χ α / 2, n − 2 ⎠ ⎝ χ .95,19
2
χ .05,19
2
⎠ 30.144 10.177 ⎠
= (1375.12, 4097.22)
11.3.15 The value of is given to be 2.31, so s2 = 5.3361. Then the confidence interval for σ2 is
⎛ (n − 2) s 2 (n − 2) s 2 ⎞ ⎛ (6)(5.3361) (6)(5.3361) ⎞ ⎛ 32.0166 32.0166 ⎞
⎜ 2 , 2 ⎟=⎜ , ⎟ = ⎜⎝ , ⎟
⎝ χ 1−α / 2,n − 2 χ α / 2,n − 2 ⎠ ⎝ χ .95,7
2
χ .05,7
2
⎠ 14.067 2.167 ⎠
= (2.276, 14.775)
1 ( x − x )2
11.3.16 (a) The radius of the confidence interval is t.25,16 s + 18
n
∑ (x − x )
i =1
i
2
1 (14.0 − 15.0) 2
= 2.1199(0.202) + = 0.110
18 96.38944
The center is ŷ = βˆ0 + βˆ1 x = −0.104 + 0.988(14.0) = 13.728.
The confidence interval is (13.62, 13.84).
The center is ŷ = βˆ0 + βˆ1 x = −0.104 + 0.988(14.0) = 13.728. The confidence interval is
(13.29, 14.17).
1 (2.750 − 2.643) 2
11.3.17 The radius of the 95% confidence interval is 2.0687(0.0113) + = 0.0139.
25 0.0367
The center is ŷ = βˆ0 + βˆ1 x = 0.308 + 0.642(2.750) = 2.0735. The confidence interval is
(2.0596, 2.0874)
1 (2500 − 2148.095)2
11.3.18 The radius of the 99% confidence interval is 2.8609(46.708) +
21 13056523.81
= 31.932. The center is ŷ = βˆ0 + βˆ1 x = 15.771 + 0.060(2500) = 165.771. The confidence interval
is (133.839, 197.703). If the official were interested in a specific country, the prediction interval
would be of more use.
1 (102 − 89.75) 2
11.3.19 The radius of the 95% confidence interval for E (Y |102) is 2.1448(19.601) +
16 901
= 20.12. The center is ŷ = βˆ0 + βˆ1 x = -107.91 + 2.96(102) = 194.01. The 95% confidence
interval is (194.01 - 20.12, 194.01 + 20.12) = (173.89, 214.13)
1 (102 − 89.75) 2
The radius of the prediction interval is 2.1448(19.601) 1 + + = 46.61
16 901
1 (9 − 4.618) 2
11.3.20 The radius of the 95% confidence interval for E (Y | 9.00) is 2.3646(14.010) +
9 97.507
= 18.387. The center is ŷ = βˆ0 + βˆ1 x = 114.72 + 9.23(9) = 197.79. The confidence interval is
(197.79 – 18.387, 197.79 + 18.387) = (179.40, 216.18).
1 (9 − 4.618) 2
The radius of the 95% prediction interval is 2.3646(14.010) 1 + + = 37.888.
9 97.507
∑ (x − x ) ∑ (x
i =1
i
2
i =1
*
i − x * )2
0.606 − 1.07
Then t = = −1.42. Since the observed ratio is not less than −t.05,10 = −1.8125
1 1
1.407 +
31.33 46
the difference in slopes can be ascribed to chance. These data do not support further
investigation.
1 1
11.3.22 s = (3s 2 + 4 s *2 ) = [3(0.90582 ) + 4(1.23682 )] = 1.1071.
3+ 4 7
−3.4615 + 2.7373
Then t = = −2.59. Since t = −2.59 < −t.025,7 = −2.3646, reject H0.
1 1
1.1071 +
26 39.3333
⎡ ⎤
⎢ ⎥
2 ⎢1 (x − x ) ⎥ 2
11.3.23 The form given in the text is Var(Y ) = σ
ˆ + . Putting the sum in the brackets
⎢n n ⎥
⎢
⎣
∑
i =1
( xi − x ) ⎥
2
⎦
n
1 (x − x ) 2 ∑ (x − x )
i =1
i
2
+ n( x − x ) 2
over a least common denominator gives + n
= n
n
∑ (x − x )
i =1
i
2
n ∑ (x − x )
i =1
i
2
n n n n
∑
i =1
xi2 − nx 2 + n( x 2 + x 2 − 2 xx ) ∑i =1
xi2 + nx 2 − 2nxx ∑
i =1
xi2 + nx 2 − 2 x ∑x
i =1
i
= n
= n
= n
n ∑
i =1
( xi − x )2 n ∑
i =1
( xi − x )2 n ∑ (x − x )
i =1
i
2
n n
∑ ( x − x)
i =1
i
2
σ 2 ∑ ( xi − x)2
i =1
= n
. Thus Var(Yˆ ) = n
.
n ∑(x − x )
i =1
i
2
n ∑ (x − x )
i =1
i
2
n n
11.3.24 ∑
i =1
(Yˆi − Y )2 = ∑ ( βˆ
i =1
0 + βˆ1 xi − Y ) 2 =
n n n
∑ (Y − βˆ x + βˆ x − Y ) = ∑ ( βˆ x − βˆ x )
i =1
1 1 i
2
i =1
1 i 1
2
= βˆ12 ∑ (x − x )
i =1
i
2
.
1
1 1 x2 x ⎞1⎛x3 x 2
11.4.2 E(XY) = ∫∫ 0 0 0⎝ 2 ∫
xy ( x + y )dydx = ⎜ + ⎟ dx =
3⎠ 6
+
6 0
= 1/3.
1 1 ⎛ 1⎞
fX(x) = x + , so E(X) = x ⎜ x + ⎟ dx = 7/12
2 0 ⎝ 2⎠ ∫
1 ⎛ 1⎞
0∫
E(X 2) = x 2 ⎜ x + ⎟dx = 5/12. Var(X) = 5/12 − (7/12)2 = 11/144.
⎝ 2⎠
By symmetry Y has the same moments, so Cov(X, Y) = 1/3 − (7/12)(7/12) = −1/144. Then
−1/144
ρ= = −1/11.
( )
2
11 /12
x 1 1
11.4.3 f X ( x) = ∫0
8 xy dy = 4 x3 . E ( X ) = ∫ 0
x(4 x3 )dx = 4 / 5 . E ( X 2 ) = ∫ 0
x 2 (4 x 3 )dx = 2 / 3 .
⎛1 1⎞ 1 1
11.4.4 E(XY) = 2 ⎜ + ⎟ + 3 + 8 = 3
⎝2 8⎠ 4 8
3 1
E(X) = 1 + 2 = 5/4
4 4
3 1
E(X 2) = 1 + 4 = 7/4
4 4
1 1 1 1
E(Y) = 1 + 2 + 3 + 4 = 19/8
8 2 4 8
1 1 1 1
E(Y ) = 1 + 4 + 9 + 16 = 51/8
2
8 2 4 8
Cov(XY) = 3 − (5/4)(19/8) = 1/32
Var(X) = 7/4 − (5/4)2 = 3/16
Var(Y) = 51/8 − (19/8)2 = 47/64
1/ 32 1
ρ(X, Y) = = = 0.0842
3/16 47 / 64 3 47
Cov(a + bX , c + dY ) bdCov(X , Y )
11.4.5 ρ(a + bX, c + dY) = = , the equality in the
Var(a + bX )Var(c + dY )
b Var( X )d 2 Var(Y ) 2
numerator stemming from Question 3.9.14. Since b > 0, d > 0, this last expression is
bdCov( X , Y ) Cov( X , Y )
= = ρ ( X ,Y ) .
bdσ X σ Y σ Xσ Y
∑
1
E(X 3) = k3 = =
n k =1 n 4 4
n
1 n(n + 1)(2n + 1)(3n 2 + 3n − 1) (n + 1)(2n + 1)(3n 2 + 3n − 1)
∑
1
E(X 4) = k4 = =
n k =1 n 30 30
Note: We have already encountered the sums of the integers to the first and second powers. The
sums for the third and fourth powers can be found in such books of mathematical tables as the
CRC Standard Mathematical Tables and Formulae.
(n + 1)2 (n − 1)
12 15(n + 1)
ρ(X, Y) = =
(n + 1)(n − 1) (n + 1)(2n + 1)( n − 1)(8n + 11) (2n + 1)(8n + 11)
12 180
⎛ 1⎞
15 ⎜1 + ⎟
15(n + 1) ⎝ n⎠ 15
lim ρ ( X , Y ) = lim = lim =
n →∞ n→∞ (2n + 1)(8n + 11) n →∞
⎛ 1 ⎞ ⎛ 11 ⎞ 4
⎜⎝ 2 + ⎟⎠ ⎜⎝ 8 + ⎟⎠
n n
11.4.7 (a) Cov(X + Y, X − Y) = E[(X + Y)(X − Y)] − E(X + Y)E(X − Y) = E[X 2 − Y 2] − (µX + µY)(µX − µY)
= E ( X 2 ) − µ X2 − E (Y 2 ) − µY2
Cov( X + Y , X − Y )
(b) ρ(X + Y) = .
Var( X + Y )Var( X − Y )
By part (a) Cov(X + Y, X − Y) = Var(X) − Var(Y).
Var(X + Y) = Var(X) + Var(Y) + 2Cov (X, Y) = Var(X) + Var(Y) + 0.
Similarly, Var(X − Y) = Var(X) + Var(Y). Then
Var( X ) − Var(Y ) Var( X ) − Var(Y )
ρ(X + Y) = =
(Var( X ) + Var(Y ))(Var( X ) + Var(Y )) Var( X ) + Var(Y )
⎝ i =1 ⎠ i =1
2
⎝ i =1 ⎠
∑ ∑ ∑ ∑
n
⎛ n ⎞⎛ n ⎞
n ∑ i =1
∑
xi yi − ⎜ xi ⎟ ⎜ yi ⎟
⎝ i =1 ⎠ ⎝ i =1 ⎠
∑
11.4.9 By Equation 11.4.2 r =
2 2
n
⎛ n ⎞ n
⎛ n ⎞
n ∑i =1
xi2 − ⎜ xi ⎟∑
⎝ i =1 ⎠
n ∑
i =1
yi2 ∑
− ⎜ yi ⎟
⎝ i =1 ⎠
2
n
⎛ n ⎞⎛ n ⎞ n
⎛ n ⎞
∑
n xi yi − ⎜ xi ⎟ ⎜ yi ⎟
i =1 ⎝ i =1 ⎠ ⎝ i =1 ⎠
∑ ∑ n ∑
i =1
xi2 ∑
− ⎜ xi ⎟
⎝ i =1 ⎠
= 2
⋅
n
⎛ n ⎞ ⎛ n ⎞
2
⎛ n ⎞
2
∑ ∑
n n
n xi2 − ⎜ xi ⎟
i =1 ⎝ i =1 ⎠
n ∑
i =1
xi2 ∑
− ⎜ xi ⎟
⎝ i =1 ⎠
n ∑
i =1
yi2 ∑
− ⎜ yi ⎟
⎝ i =1 ⎠
2
n
⎛ n ⎞
n ∑i =1
xi2 ∑
− ⎜ xi ⎟
⎝ i =1 ⎠
= βˆ1
2
n
⎛ n ⎞
n ∑ i =1
yi2 ∑
− ⎜ yi ⎟
⎝ i =1 ⎠
n
⎛ n ⎞⎛ n ⎞
n ∑
i =1
∑
xi yi − ⎜ xi ⎟ ⎜ yi ⎟
⎝ i =1 ⎠ ⎝ i =1 ⎠
∑
11.4.10 r =
2 2
n
⎛ n ⎞ n
⎛ n ⎞
n ∑i =1
xi2 ∑
− ⎜ xi ⎟
⎝ i =1 ⎠
n ∑
i =1
yi2 − ⎜ yi ⎟
⎝ i =1 ⎠
∑
21(7,319,602) − (45,110)(3042.2)
= = 0.730
21(109,957,100) − ( 45,110)
2
21(529,321.58) − (3042.2) 2
Since r 2 = (0.730) 2 = 0.5329 , we can say that 53.3% of the variability is explained by cigarette
consumption.
n
⎛ n ⎞⎛ n ⎞
n ∑
i =1
∑
xi yi − ⎜ xi ⎟ ⎜ yi ⎟
⎝ i =1 ⎠ ⎝ i =1 ⎠
∑
11.4.11 r =
2 2
n
⎛ n ⎞ n
⎛ n ⎞
n ∑
i =1
xi2 ∑
− ⎜ xi ⎟
⎝ i =1 ⎠
n ∑
i =1
yi2 − ⎜ yi ⎟∑
⎝ i =1 ⎠
12(480,565) − (4936)(1175)
= = −0.030.
12(3,071,116) − (4936)2 12(123,349) − (1175) 2
The data do not suggest that altitude affects home run hitting.
10(325.08) − (123.1)(25.80)
11.4.12 r = = 0.726
10(1529.63) − (123.1) 2 10(74.00) − (25.80)2
18(221.37) − (−0.9)(160.2)
11.4.14 r = = 0.337. The amount of variation attributed to
18(92.63) − (−0.9) 2 18(6437.68) − (160.2)2
the linear regression is r2 = (0.337)2 = 0.114, or 11.4%.
11.5.1 Y is a normal random variable with E(Y) = 6 and Var(Y) = 10. Then P(5 < Y < 6.5) =
⎛5−6 6.5 − 6 ⎞
P⎜ <Z < ⎟ = P(−0.32 < Z < 0.16) = 0.5636 − 0.3745 = 0.1891. By Theorem 11.5.1,
⎝ 10 10 ⎠
1
ρσ Y 10
Y|2 is normal with E(Y|2) = µY + (2 − µ X ) = 6 + 2 (2 − 3) = 5.209
σX 2
Var(Y|2) = (1 − ρ 2 )σ Y2 = (1 − 0.25)10 = 7.5, so the standard deviation of Y is 7.5 = 2.739.
11.5.2 (a) The lemma on page 424 can be used to show that X and Y − ρ X are bivariate normal. Thus it
(b) The lemma on page 424 can be used to show that X + Y and X − Y are bivariate normal. By
Question 11.4.7, Cov(X + Y, X − Y) = Var( X ) − Var(Y ) . Since the variances are equal,
Cov(X + Y, X − Y) = 0, and the two variables are independent.
1 ∞ ⎧⎪ 1 ⎛ 1 ⎞ ⎫⎪
11.5.3 (a) fX+Y(t) =
2π 1 − ρ 2 −∞
∫ exp ⎨− ⎜
⎩⎪ 2 ⎝ 1 − ρ ⎠
2 ⎟ ⎡ (t − y ) 2 − 2 ρ (t − y ) y + y 2 ⎤ ⎬ dy
⎣ ⎦
⎪⎭
The expression in the brackets can be expanded and rewritten as
t2 + 2(1 + ρ)y2 − 2t(1 + ρ)y = t2 + 2(1 + ρ)[y2 − ty]
⎡ t2 ⎤ 1 1− ρ 2
= t2 + 2(1 + ρ) ⎢ y 2 − ty + ⎥ − (1 + ρ )t 2 = t + 2(1 + ρ )( y − t / 2) 2 . Placing this
⎣ 4 ⎦ 2 2
expression into the exponent gives
1 ⎛ 1 ⎞ 1− ρ 2 1⎛ 1 ⎞
− ⎜ ∞ − ⎜ 2(1+ ρ )( y − t / 2)2
2 ⎝ 1− ρ 2 ⎟⎠ 2
t
1 2 ⎝ 1− ρ 2 ⎟⎠
fX+Y(t) =
2π 1 − ρ 2
e ∫ −∞
e dy
1 ⎛ t2 ⎞ 1 ⎛ ( y − t / 2)2 ⎞
− ⎜ − ⎜
1 2 ⎝ 2(1+ ρ ) ⎟⎠ ∞ 2 ⎝ (1+ ρ ) / 2 ⎟⎠
= fX+Y(t) =
2π 1 − ρ 2
e ∫ −∞
e dy .
The integral is that of a normal pdf with mean t/2 and σ2 = (1 + ρ)/2.
Thus, the integral equals 2π (1 + ρ ) / 2 = π (1 + ρ ) .
Putting this into the expression for fX+Y gives
1 ⎛ t2 ⎞
− ⎜
1 2 ⎝ 2(1+ ρ ) ⎟⎠
fX+Y(t) = e , which is the pdf of a normal variable with
2π 2(1 + ρ )
µ = 0 and σ2 = 2(1 + ρ).
ρσ Y 0.6 2.6
11.5.4 E(Y|55) = µY + (55 − µ X ) = 11 + (55 − 56) = 10.117
σX 1.2
Var(Y|55) = (1 − ρ 2 )σ Y2 = (1 − 0.62 )2.6 = 1.664, so the standard deviation of Y is 1.664 = 1.290.
⎛ 10 − 10.117 10.5 − 10.117 ⎞
P(10 ≤ Y ≤ 10.5|x = 55) = P ⎜ ≤Z ≤ ⎟⎠ = P(−0.09 ≤ Z ≤ 0.30)
⎝ 1.290 1.290
= 0.6179 − 0.4641 = 0.1538
The mean of Y also = 10.117. However, the standard deviation is 1.290 / 4 = 0.645. Then
⎛ 10.5 − 10.117 11 − 10.117 ⎞
P (10.5 ≤ Y ≤ 11 x = 55) = P ⎜ ≤Z≤ ⎟ = P(0.59 ≤ Z ≤ 1.37)
⎝ 0.645 0.645 ⎠
= 0.9147 − 0.7224 = 0.1923
1 ⎛ 1 ⎞ ⎛ x2 x y y2 ⎞
11.5.6 −(ax2 − 2uxy + by2) = − ⎜ 2 ⎟⎜ 2
− 2ρ +
2 ⎝1 − ρ ⎠ ⎝σ X σX σY σ Y2 ⎠⎟
so we get the following equations:
1⎛ 1 ⎞ 1 1⎛ 1 ⎞ 1 1⎛ 1 ⎞ ρ
a= ⎜ 2 ⎟
;b = ⎜ ; and u = . From the first two
2 ⎝1 − ρ ⎠ σ X2
2 ⎝ 1 − ρ 2 ⎟⎠ σ Y2 2 ⎜⎝ 1 − ρ 2 ⎟⎠ σ X σ Y
1 1
equations we obtain = 2a (1 − ρ 2 ) and = 2b(1 − ρ 2 ) . Substituting these values in the
σX σY
1⎛ 1 ⎞ u
expression for u gives u = ρ 2a (1 − ρ 2 ) 2b(1 − ρ 2 ) = ρ a b , or ρ = .
2 ⎜⎝ 1 − ρ 2 ⎟⎠ a b
From this equation, we get the only conditions on the parameters a, b, and u:
u
= ρ ≤ 1 or |u| ≤ a b
a b
1⎛ 1 ⎞1
Then we can solve for σ X2 and σ Y2 in terms of a, b, and ρ : σ X2 = ;
2 ⎜⎝ 1 − ρ 2 ⎠⎟ a
1⎛ 1 ⎞1
σ Y2 = ⎜
2 ⎝ 1 − ρ 2 ⎟⎠ b
n − 2r 18(−0.453)
11.5.7 r = −0.453. T18 = = = −2.16
1− r 2
1 − (−0.453) 2
Since −t.005,18 = −2.8784 < T18 = −2.16 < 2.8784 = t.005,18, accept H0.
Since −t.025,12 = −2.1788 < T12 = −1.14 < 2.1788 = t.025,12, accept H0. The data sets appear to be
independent.
10(−0.030)
11.5.9 From Question 11.4.11, r = −0.030. T10 = = −0.09.
1 − (−0.030) 2
Since −t.025,10 = −2.2281 < T10 = −0.09 < 2.2281 = t.025,10, accept H0.
15(0.762)
11.5.10 From Question 11.4.13, r = 0.762. T15 = = 4.56.
1 − (0.762) 2
Since T15 = 4.56 > 2.9467 = t.005,15 reject H0.
10(1349.66) − (18.33)(738)
11.5.11 r = = −0.249
10(34.1267) − (18.33) 2 10(54756) − (738) 2