Post-exam 2 practice questions

18.05, Spring 2014

Note: This is a set of practice problems for the material that came after exam 2. In preparing
for the final you should use the previous review materials, the psets, the notes and slides.

1 Confidence intervals

To practice for the exam use the t and z-tables supplied at the end of this file. Be sure to
learn to use these tables. Note the t and z-tables give left tail probabilities and the χ2 -table
gives right tail critical values.
1. Basketball. Suppose that against a certain opponent the number of points the MIT
basketaball team scores is normally distributed with unknown mean θ and unknown vari­
ance, σ 2 . Suppose that over the course of the last 10 games between the two teams MIT
scored the following points:

59, 62, 59, 74, 70, 61, 62, 66, 62, 75

(a) Compute a 95% t–confidence interval for θ. Does 95% confidence mean that the
probability θ is in the interval you just found is 95%?
(b) Now suppose that you learn that σ 2 = 25. Compute a 95% z–confidence interval for
θ. How does this compare to the interval in (a)?
(c) Let X be the number of points scored in a game. Suppose that your friend is a
confirmed Bayesian with a priori belief θ ∼ N (60, 16) and that X ∼ N (θ, 25). He computes
a 95% probability interval for θ, given the data in part (a). How does this interval compare
to the intervals in (a) and (b)?
(d) Which of the three intervals constructed above do you prefer? Why?

2. The volume in a set of wine bottles is known to follow a N(µ, 25) distribution. You
take a sample of the bottles and measure their volumes. How many bottles do you have to
sample to have a 95% confidence interval for µ with width 1?

3. Suppose data x1 , . . . , xn are i.i.d. and drawn from N(µ, σ 2 ), where µ and σ are unknown.
Suppose a data set is taken and we have n = 49, sample mean x̄ = 92 and sample standard

deviation s = 0.75.

Find a 90% confidence interval for µ.

4. You do a poll to see what fraction p of the population supports candidate A over
candidate B.
(a) How many people do you need to poll to know p to within 1% with 95% confidence.
(b) Let p be the fraction of the population who prefer candidate A. If you poll 400 people,
how many have to prefer candidate A to so that the 90% confidence interval is entirely
above p = 0.5.

1
Post-exam 2 practice , Spring 2014 2

5. Suppose you made 40 confidence intervals with confidence level 95%. About how many
of them would you expect to be “wrong’ ? That is, how many would not actually contain
the parameter being estimated? Should you be surprised if 10 of them are wrong?

2 χ2 confidence interval

6. Hotel. A statistician chooses 27 randomly selected dates, and when examining

the occupancy records of a particular motel for those dates, finds a standard deviation of
5.86 rooms rented. If the number of rooms rented is normally distributed, find the 95%
confidence interval for the population standard deviation of the number of rooms rented.

3 Bootstrapping

7. Parametric bootstrap
Suppose we have a sample of size 100 drawn from a geom(p) distribution with unknown
p. The MLE estimate for p is given by by p̂ = 1/x̄. Assume for our data x̄ = 3.30, so
p̂ = 1/x̄ = 0.30303.
(a) Outline the steps needed to generate a parametric bootstrap 90% confidence interval.
(b) Suppose the following sorted list consists of 200 bootstrap means computed from a
sample of size 100 drawn from a geometric(0.30303) distribution. Use the list to construct
a 90% CI for p.
2.68 2.77 2.79 2.81 2.82 2.84 2.84 2.85 2.88 2.89
2.91 2.91 2.91 2.92 2.94 2.94 2.95 2.97 2.97 2.99
3.00 3.00 3.01 3.01 3.01 3.03 3.04 3.04 3.04 3.04
3.04 3.05 3.06 3.06 3.07 3.07 3.07 3.08 3.08 3.08
3.08 3.09 3.09 3.10 3.11 3.11 3.12 3.13 3.13 3.13
3.13 3.15 3.15 3.15 3.16 3.16 3.16 3.16 3.17 3.17
3.17 3.18 3.20 3.20 3.20 3.21 3.21 3.22 3.23 3.23
3.23 3.23 3.23 3.24 3.24 3.24 3.24 3.25 3.25 3.25
3.25 3.25 3.25 3.26 3.26 3.26 3.26 3.27 3.27 3.27
3.28 3.29 3.29 3.30 3.30 3.30 3.30 3.30 3.30 3.31
3.31 3.32 3.32 3.34 3.34 3.34 3.34 3.35 3.35 3.35
3.35 3.35 3.36 3.36 3.37 3.37 3.37 3.37 3.37 3.37
3.38 3.38 3.39 3.39 3.40 3.40 3.40 3.40 3.41 3.42
3.42 3.42 3.43 3.43 3.43 3.43 3.44 3.44 3.44 3.44
3.44 3.45 3.45 3.45 3.45 3.45 3.45 3.45 3.46 3.46
3.46 3.46 3.47 3.47 3.49 3.49 3.49 3.49 3.49 3.50
3.50 3.50 3.52 3.52 3.52 3.52 3.53 3.54 3.54 3.54
3.55 3.56 3.57 3.58 3.59 3.59 3.60 3.61 3.61 3.61
3.62 3.63 3.65 3.65 3.67 3.67 3.68 3.70 3.72 3.72
3.73 3.73 3.74 3.76 3.78 3.79 3.80 3.86 3.89 3.91

8. Empirical bootstrap
Suppose we had 100 data points x1 , . . . x100 with sample median q0̂.5 = 3.3.
Post-exam 2 practice , Spring 2014 3

(a) Outline the steps needed to generate an empirical bootstrap 90% confidence interval
for the median q0.5 .
(b) Suppose now that the sorted list in the previous problems consists of 200 empirical
bootstrap medians computed from resamples of size 100 drawn from the original data. Use
the list to construct a 90% CI for q0.5 .

4 Linear regression/Least squares

9. Fitting a line to data using the MLE.

Suppose you have bivariate data (x1 , y1 ), . . . , (xn , yn ). A common model is that there is a

linear relationship between x and y, so in principle the data should lie exactly along a line.

However since data has random noise and our model is probably not exact this will not be

the case. What we can do is look for the line that best fits the data. To do this we will use

a simple linear regression model.

For bivariate data the simple linear regression model assumes that the xi are not random
but that for some values of the parameters a and b the value yi is drawn from the random
variable
Yi ∼ axi + b + εi
where εi is a normal random variable with mean 0 and variance σ 2 . We assume all of the
random variables εi are independent.
Notes. 1. The model assumes that σ is a known constant, the same for each εi .
2. We think of εi as the measurement error, so the model says that

yi = axi + b + random measurement error.

3. Remember that (xi , yi ) are not variables. They are values of data.
(a) The distribution of Yi depends on a, b, σ and xi . Of these only a and b are not known.
Give the formula for the likelihood function f (yi | a, b, xi , σ) corresponding to one random
value yi . (Hint: yi − axi − b ∼ N(0, σ 2 ).)
(b) (i) Suppose we have data (1, 8), (3, 2), (5, 1). Based on our model write down the
likelihood and log likelihood as functions of a, b, and σ.
(ii) For general data (x1 , y1 ), . . . , (xn , yn ) give the likelihood and and log likelihood functions
(again as functions of a, b, and σ).
(c) Assume σ is a constant, known value. For the data in part b(i) find the maximum
likelihood estimates for a and b

10. What is the relationship between correlation and least squares fit line?

11. You have bivariate data (xi , yi ). You have reason to suspect the data is related by
yi = a/xi + Ui where Ui is a random variable with mean 0 and variance σ 2 (the same for
all i).
Find the least squares estimate of a.
Post-exam 2 practice , Spring 2014 4

12. Least Squares and MLE. In this problem we will see that the least squares fit of a
line is just the MLE assuming the error terms are normally distributed.
For bivariate data (x1 , y1 ), . . . , (xn , yn ), the simple linear regression model says that yi is a
random value generated by a random variable

Yi = axi + b + εi

where a, b, xi are fixed (not random) values, and εi is a random variable with mean 0 and
variance σ 2 .
(a) Suppose that each εi ∼ N(0, σ 2 ). Show that Yi ∼ N(axi + b, σ 2 ).
(b) Give the formula for the pdf fYi (yi ) of Yi .
(c) Write down the likelihood of the data as a function of a, b, and σ.
Post-exam 2 practice , Spring 2014 5

Standard normal table of left tail probabilities.

z Φ(z) z Φ(z) z Φ(z) z Φ(z)

-4.00 0.0000 -2.00 0.0228 0.00 0.5000 2.00 0.9772 Φ(z) = P (Z ≤ z) for N(0, 1).
-3.95 0.0000 -1.95 0.0256 0.05 0.5199 2.05 0.9798
(Use interpolation to estimate
-3.90 0.0000 -1.90 0.0287 0.10 0.5398 2.10 0.9821
z values to a 3rd decimal
-3.85 0.0001 -1.85 0.0322 0.15 0.5596 2.15 0.9842
place.)
-3.80 0.0001 -1.80 0.0359 0.20 0.5793 2.20 0.9861
-3.75 0.0001 -1.75 0.0401 0.25 0.5987 2.25 0.9878
-3.70 0.0001 -1.70 0.0446 0.30 0.6179 2.30 0.9893
-3.65 0.0001 -1.65 0.0495 0.35 0.6368 2.35 0.9906
-3.60 0.0002 -1.60 0.0548 0.40 0.6554 2.40 0.9918
-3.55 0.0002 -1.55 0.0606 0.45 0.6736 2.45 0.9929
-3.50 0.0002 -1.50 0.0668 0.50 0.6915 2.50 0.9938
-3.45 0.0003 -1.45 0.0735 0.55 0.7088 2.55 0.9946
-3.40 0.0003 -1.40 0.0808 0.60 0.7257 2.60 0.9953
-3.35 0.0004 -1.35 0.0885 0.65 0.7422 2.65 0.9960
-3.30 0.0005 -1.30 0.0968 0.70 0.7580 2.70 0.9965
-3.25 0.0006 -1.25 0.1056 0.75 0.7734 2.75 0.9970
-3.20 0.0007 -1.20 0.1151 0.80 0.7881 2.80 0.9974
-3.15 0.0008 -1.15 0.1251 0.85 0.8023 2.85 0.9978
-3.10 0.0010 -1.10 0.1357 0.90 0.8159 2.90 0.9981
-3.05 0.0011 -1.05 0.1469 0.95 0.8289 2.95 0.9984
-3.00 0.0013 -1.00 0.1587 1.00 0.8413 3.00 0.9987
-2.95 0.0016 -0.95 0.1711 1.05 0.8531 3.05 0.9989
-2.90 0.0019 -0.90 0.1841 1.10 0.8643 3.10 0.9990
-2.85 0.0022 -0.85 0.1977 1.15 0.8749 3.15 0.9992
-2.80 0.0026 -0.80 0.2119 1.20 0.8849 3.20 0.9993
-2.75 0.0030 -0.75 0.2266 1.25 0.8944 3.25 0.9994
-2.70 0.0035 -0.70 0.2420 1.30 0.9032 3.30 0.9995
-2.65 0.0040 -0.65 0.2578 1.35 0.9115 3.35 0.9996
-2.60 0.0047 -0.60 0.2743 1.40 0.9192 3.40 0.9997
-2.55 0.0054 -0.55 0.2912 1.45 0.9265 3.45 0.9997
-2.50 0.0062 -0.50 0.3085 1.50 0.9332 3.50 0.9998
-2.45 0.0071 -0.45 0.3264 1.55 0.9394 3.55 0.9998
-2.40 0.0082 -0.40 0.3446 1.60 0.9452 3.60 0.9998
-2.35 0.0094 -0.35 0.3632 1.65 0.9505 3.65 0.9999
-2.30 0.0107 -0.30 0.3821 1.70 0.9554 3.70 0.9999
-2.25 0.0122 -0.25 0.4013 1.75 0.9599 3.75 0.9999
-2.20 0.0139 -0.20 0.4207 1.80 0.9641 3.80 0.9999
-2.15 0.0158 -0.15 0.4404 1.85 0.9678 3.85 0.9999
-2.10 0.0179 -0.10 0.4602 1.90 0.9713 3.90 1.0000
-2.05 0.0202 -0.05 0.4801 1.95 0.9744 3.95 1.0000
 Post-exam 2 practice , Spring 2014 6

Table of Student t critical values (right-tail)

The table shows tdf, p = the 1 − p quantile of t(df ).

We only give values for p ≤ 0.5. Use symmetry to find the values for p > 0.5, e.g.

t5, 0.975 = −t5, 0.025

In R notation tdf, p = qt(1-p, df).

df\p 0.005 0.010 0.015 0.020 0.025 0.030 0.040 0.050 0.100 0.200 0.300 0.400 0.500
1 63.66 31.82 21.20 15.89 12.71 10.58 7.92 6.31 3.08 1.38 0.73 0.32 0.00
2 9.92 6.96 5.64 4.85 4.30 3.90 3.32 2.92 1.89 1.06 0.62 0.29 0.00
3 5.84 4.54 3.90 3.48 3.18 2.95 2.61 2.35 1.64 0.98 0.58 0.28 0.00
4 4.60 3.75 3.30 3.00 2.78 2.60 2.33 2.13 1.53 0.94 0.57 0.27 0.00
5 4.03 3.36 3.00 2.76 2.57 2.42 2.19 2.02 1.48 0.92 0.56 0.27 0.00
6 3.71 3.14 2.83 2.61 2.45 2.31 2.10 1.94 1.44 0.91 0.55 0.26 0.00
7 3.50 3.00 2.71 2.52 2.36 2.24 2.05 1.89 1.41 0.90 0.55 0.26 0.00
8 3.36 2.90 2.63 2.45 2.31 2.19 2.00 1.86 1.40 0.89 0.55 0.26 0.00
9 3.25 2.82 2.57 2.40 2.26 2.15 1.97 1.83 1.38 0.88 0.54 0.26 0.00
10 3.17 2.76 2.53 2.36 2.23 2.12 1.95 1.81 1.37 0.88 0.54 0.26 0.00
16 2.92 2.58 2.38 2.24 2.12 2.02 1.87 1.75 1.34 0.86 0.54 0.26 0.00
17 2.90 2.57 2.37 2.22 2.11 2.02 1.86 1.74 1.33 0.86 0.53 0.26 0.00
18 2.88 2.55 2.36 2.21 2.10 2.01 1.86 1.73 1.33 0.86 0.53 0.26 0.00
19 2.86 2.54 2.35 2.20 2.09 2.00 1.85 1.73 1.33 0.86 0.53 0.26 0.00
20 2.85 2.53 2.34 2.20 2.09 1.99 1.84 1.72 1.33 0.86 0.53 0.26 0.00
21 2.83 2.52 2.33 2.19 2.08 1.99 1.84 1.72 1.32 0.86 0.53 0.26 0.00
22 2.82 2.51 2.32 2.18 2.07 1.98 1.84 1.72 1.32 0.86 0.53 0.26 0.00
23 2.81 2.50 2.31 2.18 2.07 1.98 1.83 1.71 1.32 0.86 0.53 0.26 0.00
24 2.80 2.49 2.31 2.17 2.06 1.97 1.83 1.71 1.32 0.86 0.53 0.26 0.00
25 2.79 2.49 2.30 2.17 2.06 1.97 1.82 1.71 1.32 0.86 0.53 0.26 0.00
30 2.75 2.46 2.28 2.15 2.04 1.95 1.81 1.70 1.31 0.85 0.53 0.26 0.00
31 2.74 2.45 2.27 2.14 2.04 1.95 1.81 1.70 1.31 0.85 0.53 0.26 0.00
32 2.74 2.45 2.27 2.14 2.04 1.95 1.81 1.69 1.31 0.85 0.53 0.26 0.00
33 2.73 2.44 2.27 2.14 2.03 1.95 1.81 1.69 1.31 0.85 0.53 0.26 0.00
34 2.73 2.44 2.27 2.14 2.03 1.95 1.80 1.69 1.31 0.85 0.53 0.26 0.00
35 2.72 2.44 2.26 2.13 2.03 1.94 1.80 1.69 1.31 0.85 0.53 0.26 0.00
40 2.70 2.42 2.25 2.12 2.02 1.94 1.80 1.68 1.30 0.85 0.53 0.26 0.00
41 2.70 2.42 2.25 2.12 2.02 1.93 1.80 1.68 1.30 0.85 0.53 0.25 0.00
42 2.70 2.42 2.25 2.12 2.02 1.93 1.79 1.68 1.30 0.85 0.53 0.25 0.00
43 2.70 2.42 2.24 2.12 2.02 1.93 1.79 1.68 1.30 0.85 0.53 0.25 0.00
44 2.69 2.41 2.24 2.12 2.02 1.93 1.79 1.68 1.30 0.85 0.53 0.25 0.00
45 2.69 2.41 2.24 2.12 2.01 1.93 1.79 1.68 1.30 0.85 0.53 0.25 0.00
46 2.69 2.41 2.24 2.11 2.01 1.93 1.79 1.68 1.30 0.85 0.53 0.25 0.00
47 2.68 2.41 2.24 2.11 2.01 1.93 1.79 1.68 1.30 0.85 0.53 0.25 0.00
48 2.68 2.41 2.24 2.11 2.01 1.93 1.79 1.68 1.30 0.85 0.53 0.25 0.00
49 2.68 2.40 2.24 2.11 2.01 1.93 1.79 1.68 1.30 0.85 0.53 0.25 0.00
 Post-exam 2 practice , Spring 2014 7

Table of χ2 critical values (right-tail)

The table shows cdf, p = the 1 − p quantile of χ2 (df ).
In R notation cdf, p = qchisq(1-p, df).

df\p 0.010 0.025 0.050 0.100 0.200 0.300 0.500 0.700 0.800 0.900 0.950 0.975 0.990
1 6.63 5.02 3.84 2.71 1.64 1.07 0.45 0.15 0.06 0.02 0.00 0.00 0.00
2 9.21 7.38 5.99 4.61 3.22 2.41 1.39 0.71 0.45 0.21 0.10 0.05 0.02
3 11.34 9.35 7.81 6.25 4.64 3.66 2.37 1.42 1.01 0.58 0.35 0.22 0.11
4 13.28 11.14 9.49 7.78 5.99 4.88 3.36 2.19 1.65 1.06 0.71 0.48 0.30
5 15.09 12.83 11.07 9.24 7.29 6.06 4.35 3.00 2.34 1.61 1.15 0.83 0.55
6 16.81 14.45 12.59 10.64 8.56 7.23 5.35 3.83 3.07 2.20 1.64 1.24 0.87
7 18.48 16.01 14.07 12.02 9.80 8.38 6.35 4.67 3.82 2.83 2.17 1.69 1.24
8 20.09 17.53 15.51 13.36 11.03 9.52 7.34 5.53 4.59 3.49 2.73 2.18 1.65
9 21.67 19.02 16.92 14.68 12.24 10.66 8.34 6.39 5.38 4.17 3.33 2.70 2.09
10 23.21 20.48 18.31 15.99 13.44 11.78 9.34 7.27 6.18 4.87 3.94 3.25 2.56
16 32.00 28.85 26.30 23.54 20.47 18.42 15.34 12.62 11.15 9.31 7.96 6.91 5.81
17 33.41 30.19 27.59 24.77 21.61 19.51 16.34 13.53 12.00 10.09 8.67 7.56 6.41
18 34.81 31.53 28.87 25.99 22.76 20.60 17.34 14.44 12.86 10.86 9.39 8.23 7.01
19 36.19 32.85 30.14 27.20 23.90 21.69 18.34 15.35 13.72 11.65 10.12 8.91 7.63
20 37.57 34.17 31.41 28.41 25.04 22.77 19.34 16.27 14.58 12.44 10.85 9.59 8.26
21 38.93 35.48 32.67 29.62 26.17 23.86 20.34 17.18 15.44 13.24 11.59 10.28 8.90
22 40.29 36.78 33.92 30.81 27.30 24.94 21.34 18.10 16.31 14.04 12.34 10.98 9.54
23 41.64 38.08 35.17 32.01 28.43 26.02 22.34 19.02 17.19 14.85 13.09 11.69 10.20
24 42.98 39.36 36.42 33.20 29.55 27.10 23.34 19.94 18.06 15.66 13.85 12.40 10.86
25 44.31 40.65 37.65 34.38 30.68 28.17 24.34 20.87 18.94 16.47 14.61 13.12 11.52
30 50.89 46.98 43.77 40.26 36.25 33.53 29.34 25.51 23.36 20.60 18.49 16.79 14.95
31 52.19 48.23 44.99 41.42 37.36 34.60 30.34 26.44 24.26 21.43 19.28 17.54 15.66
32 53.49 49.48 46.19 42.58 38.47 35.66 31.34 27.37 25.15 22.27 20.07 18.29 16.36
33 54.78 50.73 47.40 43.75 39.57 36.73 32.34 28.31 26.04 23.11 20.87 19.05 17.07
34 56.06 51.97 48.60 44.90 40.68 37.80 33.34 29.24 26.94 23.95 21.66 19.81 17.79
35 57.34 53.20 49.80 46.06 41.78 38.86 34.34 30.18 27.84 24.80 22.47 20.57 18.51
40 63.69 59.34 55.76 51.81 47.27 44.16 39.34 34.87 32.34 29.05 26.51 24.43 22.16
41 64.95 60.56 56.94 52.95 48.36 45.22 40.34 35.81 33.25 29.91 27.33 25.21 22.91
42 66.21 61.78 58.12 54.09 49.46 46.28 41.34 36.75 34.16 30.77 28.14 26.00 23.65
43 67.46 62.99 59.30 55.23 50.55 47.34 42.34 37.70 35.07 31.63 28.96 26.79 24.40
44 68.71 64.20 60.48 56.37 51.64 48.40 43.34 38.64 35.97 32.49 29.79 27.57 25.15
45 69.96 65.41 61.66 57.51 52.73 49.45 44.34 39.58 36.88 33.35 30.61 28.37 25.90
46 71.20 66.62 62.83 58.64 53.82 50.51 45.34 40.53 37.80 34.22 31.44 29.16 26.66
47 72.44 67.82 64.00 59.77 54.91 51.56 46.34 41.47 38.71 35.08 32.27 29.96 27.42
48 73.68 69.02 65.17 60.91 55.99 52.62 47.34 42.42 39.62 35.95 33.10 30.75 28.18
49 74.92 70.22 66.34 62.04 57.08 53.67 48.33 43.37 40.53 36.82 33.93 31.55 28.94
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18.05 Introduction to Probability and Statistics

Spring 2014

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