Statistics – Sampling Distributions

Suggested Solution to the Lecture Problems

Ling-Chieh Kung
Department of Information Management
National Taiwan University
10 1 25×0.6×0.4
1. (a) Var(X 1 ) = 20 = 2 and Var(X 2 ) = 5 = 65 . It is then clear that Var(X 1 ) < Var(X 2 ).
(b) As X 1 and X 2 are random variables with overlapping sets of possible outcomes, we cannot
determine whether one is larger than the other one.
2. Let X be the sample mean and Z be a standard normal random variable.
(a) The distribution of the sample mean is X ∼ ND(120, √40n ).
(b) When n = 16, X ∼ ND(120, 10). The desired probability is
   
1 − Pr X ∈ [114, 126] = 1 − Pr Z ∈ [−0.6, 0.6] ≈ 1 − (0.726 − 0.274) = 0.549.

(c) When n = 100, X ∼ ND(120, 4). The desired probability is

   
1 − Pr X ∈ [114, 126] = 1 − Pr Z ∈ [−1.5, 1.5] ≈ 1 − (0.933 − 0.067) = 0.134.

(d) Given any sample size n, we want

 !
  −6 6
1 − Pr X ∈ [114, 126] = 1 − Pr Z ∈ √ , √ ≤ 0.01,
40/ n 40/ n
6√
i.e., Pr(Z > 40/ n
) ≤ 0.005. This requires
6 √ 40
√ ≥ 2.576 ⇔ n ≥ 2.576 × ≈ 17.17 ⇔ n ≥ 294.88.
40/ n 6
The smallest sample size allowed is thus 295.
X
3. (a) Let X be the number of women in the sample that have volunteering experiences and p̂ = 150
be the sample proportion. According to the central limit theorem, we have
 r 
0.25 × 0.75
p̂ ∼ ND 0.25, ∼ ND(0.25, 0.035).
150
It then follows that
 
0.23 − 0.25
Pr(X ≥ 34.5) ≈ Pr(p̂ ≥ 0.23) ≈ Pr Z ≥ ≈ Pr(Z ≥ −0.57) ≈ 0.714,
0.035
where Z is a standard normal random variable.
(b) We need to first find the population proportion, which is the probability that a randomly
selected person has volunteering experiences. This probability is 0.48×0.25+0.52×0.2 = 0.224.
X
Let X be the number of people in the sample that have volunteering experiences and p̂ = 300
be the sample proportion. According to the central limit theorem, we have
 r 
0.224 × 0.776
p̂ ∼ ND 0.224, ∼ ND(0.224, 0.024).
300
It then follows that
 
0.2 − 0.224 0.25 − 0.224
Pr(0.2 ≤ p̂ ≤ 0.25) ≈ Pr ≤Z≤
0.024 0.024
≈ Pr(−0.997 ≤ Z ≤ 1.08) ≈ 0.701.
where Z is a standard normal random variable.