Assignment 2
Assignment 2
.
Knowledge of population variability is an important element of statistical
analysis.
For example,
a) A population training method.
It provides low dispersion in trainee productivity levels.
Trainers job is less demanding than a high variability procedure
world.
b) A bank policy favor a single waiting line that feeds into several letter.
may remain same whether more than one line formed.
, -------------------
The population is the expectation
= E [(x-)^2]
Whish suggests that we consider the mean of (
-
Is called a sample variance, and its square root, s, is called the sample standard
deviation.
Given a specific random sample, we could compute the sample variance, and the
sample variance would be different for each random sample because of
differences in sample observations.
n- is known as degrees of freedom.
We will show you that, E(
) =
.
is the consistent and unbiased estimator of .
.
Thus,
.
The conclusion that the expected value of the sample variance is the population
variance is quite general. But, for statistical inference we would like to know
more about the sampling distribution.
If we can assume that the underlying population distribution is normal, then it
can be shown that the sample variance and the population variance are related
through a probability distribution known as the chi-square distribution.
Multiplying
,
Which has the chi-square distribution. Thus it is possible to find probabilities for
the variable:
]
When the number of degrees of freedom is n-1.
The Chi-Square Distribution:
For a large sample size, the sampling distribution of chi-square can be closely
approximated by a continuous curve known as the chi-square distribution.
The probability function of a chi-square distribution is given by:
F(
Where e = 2.71828, v = d.f c = a constant expending only on v.
IMPORTANT PROPERTIES OF CHI-SQUARE DISTRIBUTION:
1. Chi-square distribution is a continuous probability distribution which has
the value zero at its lower limit at extends to infinity in the positive
direction.
Negative value of chi-square is not possible since the differences between
the observed and expected frequencies are always squared.
2. The equal shape of the distribution depends upon the number of degrees
of freedom v. For different values of v, we shall have different shapes of
the distribution.
In general, when v is small, the shape of the curve is skewed to the right
and as v gets larger, the distribution becomes more and more
symmetrical and can be approximated by the normal distribution.
3. The mean of the chi-square distribution is given by the d.f. i.e, E(
and variance is twice the d.f. i.e, v(
= 2v.
4. As v gets larger,
provides a
better approximation to normality than
variates is also a
variate. Therefore, if x, is
is another
variate with
d.f. indepen-
dent of
is also a
variate with
.
USE OF CHI-SQUARE TABLE:
The table of areas found in the appendix given values of chi-square for various
probabilities and various degrees of freedom.
The value of is given in the column headings and the degrees of freedom, v,
given in the rows and the body of the table given the chi-square value.
The value of chi-square in the appendix table are given for various combinations
of v and 1-.
TESTS OF HYPOTHESIS CONCEINING VARIANCE:
In testing about the variance of a normally distributed population, the
hypothesis is Ho:
where
where
, -------------------
= E [(x-)^2]
Most cases is unknown and
( )
2
2806.1/ 9 17.6575
1
i
d
d
d d
s
n
= = =
37.3 1.833(17.6575) / 10
27.0649 47.5351
x y
< <
8.8 Assuming equal population variances, determine the number of degrees
of freedom for each
a. degrees of freedom = 2
x y
n n + = 12 + 14 2 = 24
b. degrees of freedom = 2
x y
n n + = 6 + 7 2 = 11
c. degrees of freedom = 2
x y
n n + = 9 + 12 2 =19
8.10 Assuming unequal population variances, determine the number of
degrees of freedom
a.
2
2 2
1 2
1 2
2 2
2 2
1 2
1 2
1 2
/( 1) /( 1)
s s
n n
v
s s
n n
n n
( | | | |
+
( | |
\ . \ .
=
| | | |
+
| |
\ . \ .
=
2
2 2
6 10
12 14
6 10
/(12 1) /(14 1)
12 14
v
( | | | |
+
| |
(
\ . \ .
=
| | | |
+
| |
\ . \ .
~ 24
b.
2
2 2
1 2
1 2
2 2
2 2
1 2
1 2
1 2
/( 1) /( 1)
s s
n n
v
s s
n n
n n
( | | | |
+
( | |
\ . \ .
=
| | | |
+
| |
\ . \ .
-
2
2 2
30 36
6 10
30 36
/(6 1) /(10 1)
6 10
v
( | | | |
+
| |
(
\ . \ .
=
| | | |
+
| |
\ . \ .
~ 11
c.
2
2 2
1 2
1 2
2 2
2 2
1 2
1 2
1 2
/( 1) /( 1)
s s
n n
v
s s
n n
n n
( | | | |
+
( | |
\ . \ .
=
| | | |
+
| |
\ . \ .
-
2
2 2
16 25
9 12
16 25
/(9 1) /(12 1)
9 12
v
( | | | |
+
| |
(
\ . \ .
=
| | | |
+
| |
\ . \ .
~ 19
d.
2
2 2
1 2
1 2
2 2
2 2
1 2
1 2
1 2
/( 1) /( 1)
s s
n n
v
s s
n n
n n
( | | | |
+
( | |
\ . \ .
=
| | | |
+
| |
\ . \ .
-
2
2 2
30 36
6 7
30 36
/(6 1) /(7 1)
6 7
v
( | | | |
+
| |
(
\ . \ .
=
| | | |
+
| |
\ . \ .
~ 11
8.18 Calculate the margin of error, assuming 95% confidence level
a.
1 1 2 2
2
1 2
(1 ) (1 ) p p p p
ME z
n n
o
= + =
.75(1 .75) .68(1 .68)
1.96
260 200
+
= .083367
b.
1 1 2 2
2
1 2
(1 ) (1 ) p p p p
ME z
n n
o
= + =
.60(1 .60) .68(1 .68)
1.96
400 500
+
= .063062
c.
1 1 2 2
2
1 2
(1 ) (1 ) p p p p
ME z
n n
o
= + =
.20(1 .20) .25(1 .25)
1.96
500 375
+
= .056126
8.20
.01
85 78
120, .7083, 163, .4785, 2.33
120 163
x x y y
x y
n p n p z
n n
= = = = = = = = =
/ 2
(1 ) (1 )
( )
y y
x x
x y
x y
p p
p p
p p z
n n
o
+ =
(.7083)(.2917) (.4785)(.5215)
(.7083 .4785) (2.326)
120 163
+
=
.2298 .132657 = .0971 up to .3625
8.26 How large a sample is needed to estimate the population proportion?
a.
( )
2
2
2
.25 z
n
ME
o
= =
( )
2
2
.25 1.96
.03
= 1067.111. Take a sample of size n =
1068.
b.
( )
2
2
2
.25 z
n
ME
o
= =
( )
2
2
.25 1.96
.05
= 384.16. Take a sample of size n =
385.
c. For ME become half, the sample size must be increased by a larger
proportion
8.28 a.
.05
1.645, .04 z ME = =
2
/ 2
2
.25( ) z
n
ME
o
= =
2
2
(.25)(1.645)
422.8
(.04)
= , take n = 423
b.
2
2
(.25)(1.96)
600.25
(.04)
= , take n = 601
c.
2
2
(.25)(2.33)
542.89
(.05)
= , take n = 543
8.30
.05
1.645, .03 z B = =
2
/ 2
2
.25( ) z
n
ME
o
= =
2
2
(.25)(1.645)
751.7
(.03)
= , take n = 752
8.40 Independent random samples from two normally distributed
populations
a. If the unknown population variances are equal, find a 90%
confidence interval
1 2
2, 2
1 1
( )
n n p
x y
x y t s
n n
o +
+ where
2 2
( 1) ( 1)
2
x x y y
p
x y
n s n s
s
n n
+
=
+
2 2
(10 1)30 (12 1)25
10 12 2
p
s
+
=
+
= 27.3633
1 1
(480 520) 1.725(27.3633)
10 12
+ = -40 20.2106 = -60.21056 to
- 19.7894
b. If the unknown population variances are unequal, find a 90% CI
2
2
( , / 2)
( )
y
x
v
x y
s
s
X Y t
n n
o
+ where
2
2
2
2
2
2
2
/( 1) /( 1)
y
x
x y
y
x
x y
x y
s
s
n n
v
s
s
n n
n n
( | |
| |
+ ( |
|
|
\ . (
\ .
=
| |
| |
+
|
|
|
\ .
\ .
=
2
2 2
2 2
2 2
30 25
10 12
30 25
/(10 1) /(12 1)
10 12
v
( | | | |
+
( | |
\ . \ .
=
| | | |
+
| |
\ . \ .
= 17.606 ~ 18
2 2
30 25
(480 520) 1.734
10 12
+ = -40 20.669 = -60.669 to -19.331
8.42
37,.10
21, 72.1, 11.3, 1.303
x x
n x s t = = = = (df = 37 does not appear
in Appendix Table 7; we used df = 40 to give an approximate answer)
18, 73.8, 10.6
y y
n y s = = =
1 2
2, 2
1 1
( )
n n p
x y
x y t s
n n
o +
+ where
2 2
( 1) ( 1)
2
x x y y
p
x y
n s n s
s
n n
+
=
+
2 2
(21 1)11.3 (18 1)10.6
21 18 2
p
s
+
=
+
= 10.9839
1 1
(72.1 73.8) 1.303(10.9839)
21 18
+ = -1.7 4.5971 = -6.2971 to
2.8971
8.50 Construct a 95% confidence interval of the difference in population
proportions
1
300
.75
400
x
p
n
= = = ,
2
225
.45
500
x
p
n
= = =
1 1 2 2
1 2 2
1 2
(1 ) (1 )
( )
p p p p
p p z
n n
o
+ =
.75(1 .75) .45(1 .45)
(.75 .45) 1.96
400 500
+ = .30 .06085= .23915 up to
.36085
9.4 a. European perspective:
0
:
H
Genetically modified food stuffs are not safe
1
:
H
They are safe
b. U.S. farmer perspective:
0
:
H
Genetically modified food stuffs are safe
1
:
H
They are not safe
9.8 Using the results from the above two exercises, indicate how the critical value
c
x is influenced by sample size. Next indicate how the critical value is
influenced by the population variance.
The critical value
c
x is farther away from the hypothesized value the smaller
the sample size n. This is due to the increase in the standard error with a
smaller sample size.
The critical value
c
x is farther away from the hypothesized value the larger
the population variance. This is due to the increased standard error with a
larger population variance.
9.9 A random sample of n = 25, variance =
2
o and the sample mean is = 70.
Consider the null hypothesis
0
: 80
H
= versus the alternative
1
: 80
H
s . Compute the p-value
a.
2
o = 225.
0
x
z
n
= =
70 80
15 25
= -3.33. ( 3.33)
p
p value P z = < =
.0004
b.
2
o = 900.
0
x
z
n
= =
70 80
30 25
= -1.67. ( 1.67)
p
p value P z = < =
.0475
c.
2
o = 400.
0
x
z
n
= =
70 80
20 25
= -2.50. ( 2.50)
p
p value P z = < =
.0062
d.
2
o = 600.
0
x
z
n
= =
70 80
24.4949 25
= -2.04.
( 2.04)
p
p value P z = < = .0207
9.10 A random sample of n = 25, variance =
2
o and the sample mean is = 70.
Consider the null hypothesis
0
: 80
H
= versus the alternative
1
: 80
H
s . Compute the p-value
e.
2
o = 225.
0
x
z
n
= =
70 80
15 25
= -3.33. ( 3.33)
p
p value P z = < =
.0004
f.
2
o = 900.
0
x
z
n
= =
70 80
30 25
= -1.67. ( 1.67)
p
p value P z = < =
.0475
g.
2
o = 400.
0
x
z
n
= =
70 80
20 25
= -2.50. ( 2.50)
p
p value P z = < =
.0062
h.
2
o = 600.
0
x
z
n
= =
70 80
24.4949 25
= -2.04.
( 2.04)
p
p value P z = < = .0207
9.12
0
: 50
H
> ;
1
: 50
H
< ; reject
0 H
if Z
.10
< -1.28
48.2 50
3 9
Z
= = -1.8, therefore, Reject
0 H
at the 10% level.
9.14 Test
0
: 100
H
s ;
1
: 100
H
> , using n = 25 and alpha = .05
a. 106, 15 x s = = . Reject if
0
1, 2 n
x
t
s n
o
> ,
106 100
15 25
> ,
104 100
10 25
> ,
95 100
10 25
> ,
92 100
18 25
) = 1 F
Z
(.36) = .3594. Power of the test = 1 - |
= .6406
9.48
2 2
0 1
: 500; : 500;
H H
o o s > reject
0 H
if
2
(7,.10) _ > 12.02
2
2
2
( 1) 7(933.982)
500
n s
_
o