STA 227: PROBABILITY AND STATISTICS III: CAT 2

QUESTION ONE
(a) (i) A random sample of size 72 is taken from a population with the
probability density function given by
x
1
f ( x)  xe 4 , 0  x  
16
 0, elsewhere
Use the Central Limit Theorem (CLT) to compute an approximate
probability that the mean of the random sample will exceed
9.
(ii) A random sample of size n = 100 is to be taken from a uniform
population with   24 and   48 . Based on the central
limit theorem, what is the probability that the mean of the sample
will be less than 35?

(b) A study of the nutritional value of a certain kind of bread shows that the
amount of thiamine (vitamin B 1) in a slice may be looked upon as a
random variable with   0.252mg and   0.0025mg . According to
Chebyshev’s theorem, between what values must be the thiamine
content of
35
(i) At least of all the slices of this bread;
36
143
(ii) At least of all the slices of this bread?
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QUESTION TWO
(a) Let X 1 , X 2 , , X n constitute a random sample from a normal
population with the mean 0 and variance  2 . Deduce that the random
variable
x
U 
 n
2 
   xi  x  
 i 1 
 n( n  1) 
 
has a student’s t – distribution with (n – 1 ) degrees of freedom.
(b) (i) Show that if X 1 , X 2 , , X n are independent random variables
having the  2 1 and Yn  X 1  X 2    X n , the limiting
distribution of
Yn
1
Z n as n   is the standard normal distribution.
2
n
(ii) Based on the result of Exercise (i) above, show that if X is a random
variable having a chi-square distribution with n degrees of

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 X n
freedom and n is large, the distribution of can be
2n
approximated with the standard normal distribution.
(c) If X has an F-distribution with n1 and n2 degrees of freedom,
1
show that Y  has an F-distribution with n2 and n1 degrees of freedom.
X

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