Math2830 Chapter 08
Math2830 Chapter 08
Math2830 Chapter 08
Note: This is a set of practice problems for exam 2. The actual exam will be much shorter.
Within each section we’ve arranged the problems roughly in order of difficulty.
1 Topics
You should become familiar with the probability tables at the end of these notes.
1. Use the standard normal table to find the following values. In all the problems Z is a
standard normal random variable.
(a) (i) P (Z < 1.5) (ii) P (Z > 1.5) (iii) P (−1.5 < Z < 1.5) (iv) P (Z ≤ 1.625)
(b) (i) The right-tail with probability α = 0.05.
(ii) The two-sided rejection region with probability α = 0.2.
(iii) Find the range for the middle 50% of probability.
2. The t-tables are different. They give the right critical values corresponding to probabil
ities. To save space we only give critical values for p ≤ 0.5. You need to use the symmetry of
the t-distribution to get them for p < 0.5. That is, tdf, p = −tdf, 1−p , e.g. t5, 0.0975 = −t5, 0.025 .
Use the t-table to estimate the following values. In all the problems T is a random variable
drawn from a t-distribution with the indicated number of degrees of freedom.
(a) (i) P (T > 1.6), with df = 3
(ii) P (T < 1.6) with df = 3
(iii) P (−1.68 < T < 1.68) with df = 49
(iv) P (−1.6 < T < 1.6) with df = 49
(b) (i) The critical value for probability α = 0.05 for 8 degrees of freedom.
(ii) The two-sided rejection region with probability α = 0.2 for 16 degrees of freedom.
(iii) Find the range for the middle 50% of probability with df = 20.
3. The chi-square tables are different. They give the right critical values corresponding to
probabilities.
1
Exam 2 Practice 2, Spring 2014 2
Use the chi-square tables table to find the following values. In all the problems X 2 is
a random variable drawn from a χ2 -distribution with the indicated number of degrees of
freedom.
(a) (i) P (X 2 > 1.6), with df = 3
(ii) P (X 2 > 20) with df = 16
(b) (i) The right critical value for probability α = 0.05 for 8 degrees of freedom.
(ii) The two-sided rejection region with probability α = 0.2 for 16 degrees of freedom.
3 Data
4 MLE
6. (a) A coin is tossed 100 times and lands heads 62 times. What is the maximum
likelihood estimate for θ the probability of heads.
(b) A coin is tossed n times and lands heads k times. What is the maximum likelihood
estimate for θ the probability of heads.
7. Suppose the data set y1 , . . . , yn is a drawn from a random sample consisting of i.i.d.
discrete uniform distributions with range 1 to N . Find the maximum likelihood estimate
of N .
10. You want to estimate the size of an MIT class that is closed to visitors. You know
that the students are numbered from 1 to n, where n is the number of students. You call
three random students out of the classroom and ask for their numbers, which turn out to
be 1, 3, 7. Find the maximum likelihood estimate for n. (Hint: the student #’s are drawn
from a discrete uniform distribution.)
Exam 2 Practice 2, Spring 2014 3
11. Twins Suppose 1/3 of twins are identical and 2/3 of twins are fraternal. If you are
pregnant with twins of the same sex, what is the probability that they are identical?
12. Dice. You have a drawer full of 4, 6, 8, 12 and 20-sided dice. You suspect that they
are in proportion 1:2:10:2:1. Your friend picks one at random and rolls it twice getting 5
both times.
(a) What is the probability your friend picked the 8-sided die?
(b) (i) What is the probability the next roll will be a 5?
(ii) What is the probability the next roll will be a 15?
13. Sameer has two coins: one fair coin and one biased coin which lands heads with
probability 3/4. He picks one coin at random (50-50) and flips it repeatedly until he gets
a tails. Given that he observes 3 heads before the first tails, find the posterior probability
that he picked each coin.
(a) What are the prior and posterior odds for the fair coin?
(b) What are the prior and posterior predictive probabilities of heads on the next flip?
Here prior predictive means prior to considering the data of the first four flips.
14. Peter and Jerry disagree over whether 18.05 students prefer Bayesian or frequentist
statistics. They decide to pick a random sample of 10 students from the class and get Shelby
to ask each student which they prefer. They agree to start with a prior f (θ) ∼ beta(2, 2),
where θ is the percent that prefer Bayesian.
(a) Let x1 be the number of people in the sample who prefer Bayesian statistics. What is
the pmf of x1 ?
(b) Compute the posterior distribution of θ given x1 = 6.
(c) Use R to compute 50% and 90% probability intervals for θ. Center the intervals so
that the leftover probability in both tails is the same.
(d) The maximum a posteriori (MAP) estimate of θ (the peak of the posterior) is given
by θ̂ = 7/12, leading Jerry to concede that a majority of students are Bayesians. In light
of your answer to part (c) does Jerry have a strong case?
(e) They decide to get another sample of 10 students and ask Neil to poll them. Write
down in detail the expression for the posterior predictive probability that the majority of
the second sample prefer Bayesian statistics. The result will be an integral with several
terms. Don’t bother computing the integral.
Exam 2 Practice 2, Spring 2014 4
15. Suppose that Alice is always X hours late to class and X is uniformly distributed
on [0, θ]. Suppose that a priori, we know that θ is either 1/4 or 3/4, both equally likely. If
Alice arrives 10 minutes late, what is the most likely value of θ? What if she had arrived
30 minutes late?
16. Suppose that you have a cable whose exact length is θ. You have a ruler with known
error normally distributed with mean 0 and variance 10−4 . Using this ruler, you measure
your cable, and the resulting measurement x is distributed as N (θ, 10−4 ).
(a) Suppose your prior on the length of the cable is θ ∼ N (9, 1). If you then measure
x = 10, what is your posterior pdf for θ?
(b) With the same prior as in part (a), compute the total number of measurements needed
so that the posterior variance of θ is less than 10−6 .
17. Gamma prior. Customer waiting times (in hours) at a popular restaurant can be
modeled as an exponential random variable with parameter λ. Suppose that a priori we
know that λ can take any value in (0, ∞) and has density function
1 4 −λ
f (λ) = λ e .
4!
Suppose we observe 5 customers, with waitings times x1 = 0.23, x2 = 0.80, x3 = 0.12, x4 =
0.35, x5 = 0.5. Compute the posterior density function of λ.
∞
(a − 1)!
(Hint: y a−1 e−by dy = .)
0 ba
9 NHST
19. z-test
Suppose we have 49 data points with sample mean 6.25 and sample variance 12. We want
20. t-test
Suppose we have 49 data points with sample mean 6.25 and sample variance 36. We want
to test the following hypotheses:
(a) H0 : the data is drawn from N (4, σ 2 ), where σ is unknown.
HA : the data is drawn from N (µ, σ 2 ) where µ = 4.
Test for significance at the α = 0.05 level. Use the t-table to find the p value.
(b) Draw a picture showing the null pdf, the rejection region and the area used to compute
the p-value for part (a).
21. There are lots of good NHST problems in psets 7 and 8 and the reading, including
two-sample t test, chi-square, ANOVA, and F-test for equal variance.
We only give values for p ≤ 0.5. Use symmetry to find the values for p > 0.5, e.g.
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
Exam 2 Practice 2, Spring 2014 8
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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