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CL Chapter 07 Solutions 5th Ed - EQUATIONS - UPDATED PDF
CL Chapter 07 Solutions 5th Ed - EQUATIONS - UPDATED PDF
Y −µ
Section 7.3: Deriving the Distribution of
S/ n
7.3.1 Clearly, fU (u ) > 0 for all u > 0. To verify that fU (u ) is a pdf requires proving that
∞ ∞ 1 ∞ 1
∫0
fU (u )du = 1. But
0
fU (u )du =∫Γ (n / 2) 0 2 n/2 ∫
u n / 2 − 1e− u / 2 du =
n/2 − 1
1 ∞⎛u ⎞ 1 ∞ u du
=
Γ (n / 2) ∫ 0
⎜⎝ ⎟⎠
2
e − u / 2 (du / 2) =
⎛n⎞ ∫ 0
v n / 2 − 1e− v dv , where v =
2
and dv =
2
.
Γ⎜ ⎟
⎝2⎠
⎛n⎞ ∞ ∞ 1 ⎛n⎞
By definition, Γ ⎜ ⎟ =
⎝2⎠ ∫ 0
v n / 2 − 1e − v dv . Thus, ∫ 0
fU (u )dy = ⋅ Γ ⎜ ⎟ = 1.
Γ (n / 2) ⎝ 2 ⎠
n 1
7.3.2 Substituting and for r and λ , respectively, in the moment-generating function for a gamma
2 2
pdf gives M χ 2 (t ) = (1 − 2t ) − n / 2 . Also, M χ(1)2 (t ) = (−n/2) (1 − 2t ) − n / 2 −1 (−2) = n (1 − 2t ) − n / 2 −1 and
n n
⎛ n ⎞
M χ(2)2 (t ) = ⎜ − − 1⎟ (n)(1 − 2t ) − n / 2 − 2 (−2) = (n2 + 2n) ⋅ (1 − 2t)−n/2 − 2
, so M χ(1)2 (0) = n and
n ⎝ 2 ⎠ n
∑i =1
⎜
⎝ 10
⎟ = ⎝⎜
⎠ ⎟ +⎜
10 ⎠ ⎝ 10 ⎠ ⎝ 10 ⎠
⎟ +⎜ ⎟ = 6.50, so the data are not inconsistent
with the hypothesis that the Yi’s are normally distributed with µ = 50 and σ = 10.
(n − 1) S 2 (n − 1)2 Var( S 2 )
7.3.4 Let Y =
σ2
(
. Then Var(Y) = Var χ n2−1 = 2(n − 1) = ) σ4
. If follows that
2σ 4
Var(S2) = .
n −1
7.3.5 Since E(S2) = σ2, it follows from Chebyshev’s inequality that P(|S2 − σ2| < ε) >
Var( S 2 ) 2σ 4
1− . But Var(S 2
) = → 0 as n → ∞ . Therefore, S2 is consistent for σ2.
ε 2
n − 1
Y − 200 ⎛ Y − 200 ⎞
7.3.6 Let Y = χ 200
2 . Then = Z , in which case P ⎜ ≤ −0.25 ⎟ = 0.40 . Equivalently,
400 ⎝ 400 ⎠
Y ≤ 200 − 0.25 400 = 195, implying that χ .40,200
2
= 195.
⎛ V /7 ⎞
7.3.8 P ⎜ 2.51 < < 3.29 ⎟ = P(2.51 < F7,9 < 3.29) = P(F7,9 < 3.29) − P(F7,9 ≤ 2.51) = 0.95 − 0.90
⎝ U /9 ⎠
= 0.05. But P(3.29 < F7,9 < 4.20) = 0.975 − 0.95 = 0.025.
S12 S22
7.3.10 Since the samples are independent and S2/σ2 = χ n2−1 /(n − 1) , it follows that / 2 = S12 / S22
σ σ 2
has an Fn−1,n − 1 distribution. As n increases, the distributions of the unbiased estimators S12 and
S22 become increasingly concentrated around σ2 (recall Question 7.3.4), implying that F ratios
converge to 1 as the two sample sizes get large.
V /m
7.3.11 F = , where U and V are independent χ 2 random variables with m and n degrees of
U /n
1 U /n 1
freedom, respectively. Then = , which implies that has an F distribution with n and
F V /m F
m degrees of freedom.
⎛ 1 ⎞ ⎛1 1⎞
7.3.12 If P(a ≤ Fm,n ≤ b) = q, then P ⎜ a ≤ ≤ b ⎟ = q = P ⎜ ≤ Fn , m ≤ ⎟ . From Appendix Table A.4,
⎝ Fn ,m ⎠ ⎝b a⎠
1
P(0.052 ≤ F2,8 ≤ 4.46) = 0.90. Also, P(0.224 ≤ F8,2 ≤ 19.4) = 0.90. But = 0.224 and
4.46
1
= 19.23 19.4.
0.052
− ( n +1) / 2
⎛ t2 ⎞
converges to e − t
2
7.3.13 To show that fTn (t ) converges to fZ(t) requires proving that ⎜1 + ⎟ /2
⎝ n⎠
⎛ n + 1⎞
Γ⎜
⎝ 2 ⎠⎟
− ( n +1) / 2
⎛ t2 ⎞
and converges to 1/ 2π . To verify the first limit, write ⎜⎝1 + n ⎟⎠
⎛n⎞
nπ Γ ⎜ ⎟
⎝2⎠
−t2 / 2 −1/ 2
⎧⎪ ⎛ 1 ⎞ ⎫⎪
n / t2
⎛ t2 ⎞
= ⎨ ⎜1 + ⎬ ⋅ ⎜1 + ⎟
⎝ n / t 2 ⎟⎠ ⎪
. As n gets large, the last factor approaches 1 and the product
⎩⎪ ⎭ ⎝ n⎠
2π ⎛ r ⎞
r
Γ (r ) = ⎜ ⎟ if r is large. An application of the latter equation shows that
r ⎝e⎠
⎛ n +1⎞ ⎛n⎞ n
Γ⎜ Γ ⎜ ⎟ converges to
⎝ 2 ⎠⎟
, which means that the constant in fTn (t ) converges to
⎝2⎠ 2
1/ 2π , the constant in the standard normal pdf.
∞ 1
7.3.14 ∫0 1 + x2
dx is the integral of the variable portion of a T1 pdf over the upper half of its range.
⎛1⎞
Γ⎜ ⎟ π
∞ Γ (1) 1 ∞ 1 1 ⎝2⎠ π
Since
0 ∫ ⎛ ⎞
1
dt = , it follows that
2 0 1+ x 2
dx = ⋅
2 Γ (1)
= .
2 ∫
π Γ ⎜ ⎟ (1 + t 2 )
⎝2⎠
⎜⎝1 + n ⎟⎠
definition of the Student t pdf. The change of variable y = t / n results in the integral
∞ 1
E (T 2 k ) = C * ∫ y 2k dy for some constant C*.
−∞
(1 + y )
2 ( n +1) / 2
∞ y 2k
Because of the symmetry of the integrand, E (T 2 k ) is finite if the integral ∫ dy is
0
(1 + y )
2 ( n +1) / 2
finite.
∞ y 2k ∞ (1 + y 2 ) k ∞ 1 ∞ 1
But ∫ dy < ∫ dy = ∫ dy = ∫ dy
( )
2 ( n +1) / 2
( )
2 ( n +1) / 2
( )
2 ( n +1) / 2 − k
n− 2 k 1
+
0
1+ y 0
1+ y 0
1+ y 0
(1 + y )
2 2
2
n − 2k 1
To apply the hint, take α = 2 and β = + . Then 2k < n, β > 0, and αβ > 1, so the
2 2
the integral is finite.
7.4.1 (a) 0.15 (b) 0.80 (c) 0.85 (d) 0.99 − 0.15 = 0.84
7.4.3 Both differences represent intervals associated with 5% of the area under fTn (t ) . Because the pdf
is closer to the horizontal axis the further t is away from 0, the difference t.05, n − t.10, n is the larger
of the two.
Y − 27.6 ⎛ Y − 27.6 ⎞
7.4.4 Since is a Student t random variable with 8 df, P ⎜ −1.397 ≤ ≤ 1.397 ⎟ = 0.80
S/ 9 ⎝ S/ 9 ⎠
⎛ Y − 27.6 ⎞
and P ⎜ −1.8595 ≤ ≤ 1.8595 ⎟ = 0.90 (see Appendix Table A.2).
⎝ S/ 9 ⎠
7.4.7 Since n = 20 and the confidence interval has level 90%, tα / 2,n −1 = t.05,19 = 1.7291. For these data
20 20
∑y
i =1
i = 20.22 and ∑y
i =1
2
i = 23.014. Then y = 20.22/20 = 1.011 and s =
20(23.014) − (20.22) 2
= 0.368. The confidence interval is
20(19)
⎛ s s ⎞ ⎛ 0.368 0.368 ⎞
⎜⎝ y − tα / 2,n −1 , y + tα / 2,n −1 ⎟⎠ = ⎜⎝1.011 − 1.7291 ,1.011 + 1.7291 ⎟ = (0.869, 1.153).
n n 20 20 ⎠
7.4.8 Given that n = 16 and the confidence level is 95%, tα / 2,n −1 = t.025,15 = 2.1314.
16
∑y
1
Here i = 24,256, so y = (24,256) = 1516.0, and s is given to be 369.02.
i =1 16
⎛ 369.02 369.02 ⎞
The confidence interval is ⎜1516.0 − 2.1314 ,1516.0 + 2.1314 ⎟
⎝ 16 16 ⎠
= ($1319.4, $1712.6).
7.4.9 (a) Let µ = true average age at which scientists make their greatest discoveries.
12 12
12(15,627) − (425)2
∑y ∑y
1
Since i = 425 and 2
i = 15,627, y = (425) = 35.4 and s =
i =1 y =1 12 12(11)
= 7.2. Also, tα/2,n−1 = t.025,11 = 2.2010, so the 95% confidence interval for µ is the range
⎛ 7.2 7.2 ⎞
⎜⎝ 35.4 − 2.2010 ⋅ , 35.4 + 2.2010 ⋅ ⎟ , or (30.8 yrs, 40.0 yrs).
12 12 ⎠
(b) The graph of date versus age shows no obvious patterns or trends. The assumption that
µ has remained constant over time is believable.
7.4.10 Given that n = 61 and the confidence level is 99%, tα / 2,n −1 = t.005,60 = 2.6603.
1 61(684,900) − (6450)2
Then y = (6450) = 105.7, s = = 6.94
60 61(60)
⎛ 6.94 6.94 ⎞
The 99% confidence interval for µ is ⎜105.7 − 2.6603 ⋅ ,105.7 + 2.6603 ⋅ ⎟
⎝ 61 61 ⎠
= (103.3, 108.1).
7.4.11 For n = 24, tα / 2,n −1 = t.05,23 = 1.7139. For these data y = 4645/24 = 193.54 and
24(959, 265) − (4645)2
s= = 51.19.
24(23)
⎛ 51.19 51.19 ⎞
The confidence interval is ⎜193.54 − 1.7139 ,193.54 + 1.7139 ⎟ = (175.6, 211.4).
⎝ 24 24 ⎠
The medical and statistical definition of “normal” differ somewhat. There are people with
medically norm platelet counts who appear in the population less than 10% of the time.
⎛ s s ⎞
7.4.12 Given that n = 16, tα / 2,n −1 = t.025,15 = 2.1315, so ⎜ y − 2.1315 ⋅ , y + 2.1315 ⋅ ⎟
⎝ 16 16 ⎠
s
= (44.7, 49.9). Therefore, 49.9 − 44.7 = 5.2 = 2(2.1315) ⋅ , implying that s = 4.88. Also,
16
44.7 + 49.9
because the confidence interval is centered around the sample mean, y = = 47.3.
2
7.4.13 No, because the length of a confidence interval for µ is a function of s, as well as the confidence
coefficient. If the sample standard deviation for the second sample were sufficiently small
(relative to the sample standard deviation for the first sample), the 95% confidence interval would
be shorter than the 90% confidence interval.
7.4.14 The range spanned by, say, a 99% confidence interval for µ would be a reasonable set of values
for the company’s true average revenue. With n = 9, y = $59,540, and s = $6,680, the 99%
⎛ 6,860 6,860 ⎞
confidence interval for µ is ⎜ 59,540 − 3.554 ⋅ , 59,540 + 3.554 ⋅ ⎟
⎝ 9 9 ⎠
= ($51,867, $67,213).
7.4.16 (a) Given that n = 336 and the confidence level is 95%, we use the normal tables and take
1 336(10,518.84) − (1392.6)2
zα / 2 = z.025 = 1.96. Then y = (1392.60) = 4.14, s =
336 336(335)
= 3.764. Theorem 7.4.1 implies that the 95% confidence interval for µ is
⎛ 3.764 3.764 ⎞
⎜⎝ 4.14 − 1.96 ⋅ , 4.14 + 1.96 ⋅ ⎟ = (3.74, 4.54).
336 336 ⎠
(b) The normality assumption is egregiously violated for these data; note that the data’s
histogram is sharply skewed. Theorem 7.4.1 is not appropriate.
19
7.4.17 Let µ = true average FEV1/VC ratio for exposed workers. Since ∑y
i =1
i = 14.56 and
19
19(11.2904) − (14.56) 2
∑
14.56
yi2 = 11.2904, y = = 0.766 and s = = 0.0859. To test
i =1 19 19(18)
H0: µ = 0.80 versus H1: µ < 0.80 at the α = 0.05 level of significance, reject the null hypothesis if
0.766 − 0.80
t ≤ −t.05,18 = −1.7341. But t = = −1.71, so we fail to reject H0.
0.0859 / 19
7.4.18 At the α = 0.05 level, H0: µ = 132.4 should be rejected in favor of H1:µ ≠ 132.4
y − 132.4 143.8 − 132.4
if ≥ t.025,83 = 1.9890. But t = = 17.4, making it clear that the skull
s / 84 6.9 / 84
differences between Etruscans and native Italians are too great to be ascribed to chance. A
histogram of the 84 yi’s shows a distinctly bell-shaped pattern, so the normality assumption implicit
in the t test appears to be satisfied.
7.4.19 Let µ = true average GMAT increase earned by students taking the review course. The
15
hypotheses to be tested are H0: µ = 40 versus H1: µ < 40. Here, ∑y
i =1
i = 556 and
15
15(20,966) − (556) 2 37.1 − 40
∑
556
yi2 = 20,966, so y = = 37.1, s = = 5.0, and t = =
i =1 15 15(14) 5.0 / 15
−2.25. Since −t.05,14 = −1.7613, H0 should be rejected at the α = 0.05 level of significance,
suggesting that the MBAs ′R Us advertisement may be fraudulent.
7.4.20 H0: µ = 0.618 should be rejected in favor of a two-sided H1 at the 0.01 level of significance if
0.6373 − 0.618
| t | ≥ t.005,33 = 2.7333 . Given that y = 0.6373 and s = 0.14139, the t statistic is
0.14139 / 34
= 0.80, so H0 is not rejected. These data do not rule out the possibility that national flags embrace
the Golden Rectangle as an aesthetic standard.
7.4.21 Let u = true average pit depth associated with plastic coating. To test H0: µ = 0.0042 versus
H1: µ < 0.0042 at the α = 0.05 level, we should reject the null hypothesis if t ≤ −t.05,9 = −1.8331.
0.0390 0.0039 − 0.0042
For the 10 yi’s, y = = 0.0039. Also, s = 0.00383, so t = = −2.48. Since
10 0.00383/ 10
H0 is rejected , these data support the claim that the plastic coating is an effective corrosion
retardant.
7.4.22 The set of µ0’s for which H0: µ = µ0 would not be rejected at the α = 0.05 level of significance is
the same as the 95% confidence interval for µ.
7.4.23 Because of the skewed shape of fY(y), and if the sample size was small, it would not be unusual
for all the yi’s to lie close together near 0. When that happens, y will be less than µ, s will be
considerably smaller than E(S), and the t ratio will be further to the left of 0 than fTn−1 (t ) would
predict.
7.4.24 Both sets of ratios would have distributions similar to that of a Student t random variable with
2 df. Because of the shapes of the two fY(y)’s, though, both distributions would be skewed to the
right, particularly so for fY(y) = 4y3 (recall the answer to Question 7.4.23).
7.4.25 As n increases, Student t pdfs converge to the standard normal, fZ(z) (see Question 7.3.13).
7.4.26 Only (c) would raise any serious concerns. There the sample size is small and the yi’s are
showing a markedly skewed pattern. Those are the two conditions that particularly “stress” the
robustness property of the t-ratio (recall Figure 7.4.6).
7.5.2 (a) 0.95 (b) 0.90 (c) 0.975 − 0.025 = 0.95 (d) 0.99
3
⎛ 2 2 ⎞
7.5.5 χ 2
= 200 ⎜1 − + 1.64 = 233.9
9(200) ⎠⎟
.95,200
⎝ 9(200)
⎛ S2 ⎞ ⎛ (n − 1) S 2 ⎞
7.5.6 P ⎜ 2 < 2⎟ = P ⎜
⎝σ ⎠ ⎝ σ 2
⎠
( )
< 2(n − 1) ⎟ = P χ n2−1 < 2(n − 1) . Values from the 0.95 column in a χ2
( )
table show that for each n < 8, P χ n2−1 < 2(n − 1) < 0.95 . But for n = 9, χ .95,8
2
= 15.507, which
(
means that P χ 82 < 16 > 0.95.)
⎛ (n − 1) S 2 ⎞ ⎛ (n − 1) S 2 (n − 1) S 2 ⎞
7.5.7 P ⎜ χ α2 / 2,n −1 ≤ ≤ χ 2
1−α / 2, n −1 ⎟ = 1 − α = P ⎜ 2 ≤ σ 2
≤ ⎟ , so
⎝ σ2 ⎠ ⎝ χ 1−α / 2,n −1 χ α2 / 2,n −1 ⎠
⎛ (n − 1) s 2 (n − 1) s 2 ⎞
⎟ is a 100(1 − α)% confidence interval for σ .
2
⎜ 2 , 2
⎝ χ 1−α / 2,n −1 χ α / 2,n −1 ⎠
Taking the square root of both sides gives a 100(1 − α)% confidence interval for σ .
18S 2
7.5.8 If n = 19 and σ 2 = 12.0, has a χ 2 distribution with 18 df, so for example
12.0
⎛ 18S 2 ⎞
P ⎜ 8.231 ≤ ≤ 31.526 ⎟
⎝ 12.0 ⎠
= 0.95 = P(5.49 ≤ S 2 ≤ 21.02).
16 16
16(154,398) − (1514) 2
∑ ∑
1514
7.5.9 (a) yi = 1514, so y = = 94.6. yi2 = 154,398, so s 2 =
i =1 16 i =1 16(15)
= 742.38. Since χ 2
.025,15 = 6.262 and χ .975,15
2
= 27.488, a 95% confidence interval for σ is
⎛ 15(742.38) 15(742.38) ⎞
⎜ , , or (20.1, 42.2).
⎝ 27.488 6.262 ⎟⎠
16 16
10(91.609) − (29.98) 2
∑ ∑
29.98
7.5.10 yi = 29.98, so y = = 2.998. yi2 = 91.609, so s 2 =
i =1 10 i =1 10(9)
= 0.1921. Since χ 2
.025,9 = 2.700 and χ 2
.975,9 = 19.023, a 95% confidence interval for σ is
⎛ 9(0.1921) 9(0.1921) ⎞
⎜ 19.023 , = (0.302, 0.800).
⎝ 2.700 ⎟⎠
Since the standard deviation for 1-year CD rates of 0.262 falls below the interval, we have
evidence that the variability of 5-year CD interest rates is higher.
7.5.11 Experimenters often prefer confidence intervals for σ (as opposed to σ2) because they are
expressed in the same units as the data, which makes them easier to interpret.
χ n2−1 − (n − 1) χ n2−1 − (n − 1)
7.5.12 (a) If = Z , then P (− zα / 2 ≤ ≤ zα/2) 1 − α
2(n − 1) 2(n − 1)
⎛ (n − 1) S 2 ⎞
= P ⎜ n − 1 − zα / 2 2(n − 1) ≤ ≤ n − 1 + zα / 2 2( n − 1) ⎟
⎝ σ 2
⎠
⎛ (n − 1) S 2 (n − 1) S 2 ⎞
= P⎜ ≤σ 2 ≤ ⎟ , so
⎝ n − 1 + zα / 2 2(n − 1) n − 1 − zα / 2 2(n − 1) ⎠
⎛ (n − 1) s 2 (n − 1) s 2 ⎞
⎜ , ⎟ is an approximate 100(1 − α)% confidence
⎝ n − 1 + zα / 2 2(n − 1) n − 1 − zα / 2 2(n − 1) ⎠
⎛ ⎞
n − 1s n − 1s
interval for σ 2 . Likewise, ⎜ , ⎟ is an
⎜⎝ n − 1 + zα / 2 2(n − 1) n − 1 − zα / 2 2(n − 1) ⎟⎠
approximate 100(1 − α)% confidence interval for σ .
(b) For the data in Table 7.5.1, n = 19 and s = 733.4 = 27.08, so the formula in Part a gives
⎛ 18(27.08) 18(27.08) ⎞
⎜ , ⎟ = (21.1 million years, 46.0 million years) as the
⎜⎝ 18 + 1.96 36 18 − 1.96 36 ⎟⎠
approximate 95% confidence interval for σ .
⎛ (n − 1) s 2 (n − 1) s 2 ⎞ 261.90
⎟ = (51.47, 261.92), then χ .95, n −1 / χ .05,n −1 =
2 2
7.5.13 If ⎜ 2 , 2 = 5.088. A trial and
⎝ χ .95,n −1 χ .05, n−1 ⎠ 51.47
16.919
error inspection of the χ 2 table shows that χ .95,92
/ χ .05,9
2
= = 5.088, so n = 10, which
3.325
9s 2
means that = 261.92. Therefore, s = 9.8.
3.325
n
2 ∑Y i n
⎛ 2t ⎞ ⎛ 1 ⎞
2n / 2
∏
1 2nY i =1
7.5.14 (a) MY(t) = . Let X = = . Then MX(t) = M Yi ⎜ ⎟ = ⎜ ,
1−θt θ θ i =1
⎝ θ ⎠ ⎝ 1 − 2t ⎟⎠
implying that X is a χ 2n
2
random variable. See Theorem 4.6.5.
7.5.15 Test H0: σ 2 = 30.42 versus H1: σ 2 < 30.42 . The test statistic in this case is
(n − 1) s 2 18(733.4)
χ2 = = = 14.285. The critical value is χ α2 ,n −1 = χ .05,18
2
= 9.390.
σ02
30.4 2
Since the test statistic is not less than the critical value, we accept the null hypothesis, and we
cannot assume that the potassium-argon method is more precise.
Since 0.674 < 1.7139, we accept the null hypothesis. We cannot ascribe the increase of the
portfolio yield over the benchmark to the analyst’s system for choosing stocks.