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Answer of Pro and Stat

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INSTRUCTOR’S SOLUTIONS

MANUAL
INSTRUCTOR’S SOLUTIONS
MANUAL
to accompany

PROBABILITY AND STATISTICS


THIRD EDITION

Morris H. DeGroot

Mark J. Schervish
Carnegie Mellon University
To the memory of Morrie DeGroot MJS

Reproduced by Addison-Wesley from files supplied by the author.

Copyright © 2002 Pearson Education, Inc.

All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in
any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written
permission of the publisher. Printed in the United States of America.

ISBN 0-201-87999-9

1 2 3 4 5 6 7 8 9 10 VG 05 04 03 02

                                                    


                                             
                                             
                                             

                                              
                                              
                                               
                                              
                                              
                                             
                                                
                                               

                                             
 

                                              


                                             



                                             



                                            


                                               

                                              

                                               

 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1.0
0.8
0.6
Sample d.f.

0.4
0.2
0.0

0 5 10 15 20 25

Absolute
difference between group means

,+   <  ( "  8 8     


67    

500
400
300
Count

200
100
0

-3 -2 -1 0 1 2

Log-ratio of precisions

,+  
< ; +   +6A A 7    
6#7    


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7 " (     "#     
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6#7 56/ 7 A E90 D   9 
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6 0 6 0 6

 67 > / *   6 D  7  A  >     6 7 A (6 76 (6 77      



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"      "  ("    +  A   >  (( +       +
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   &##  (+ +  !   A   #"!
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A

 
 

1.0
0.8
0.6
Sample d.f.

0.4
0.2
0.0

20 40 60 80 100 120

Absolute beta-1

,+  <  ( "  <        67    
2000
1500
Count

1000
500
0

4000 4500 5000

1986 means

,+  < ; +  <  D


<   D 
<      6#7    

67    +  <       ,+  


6#7     +  <  D
<   D 
<     ,+  
 @   A 6 
 
7    (   (+          (" !
* /          +  ( 6#7 " ""  (" 3"   
#
*
  * +   " 
D   6  7 A   


>       (  "  0    "(     '  
(   ! ' +      *+  E
  F! E  F! " E   F
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    +     "  ( 6#7   ,+      +  
("         ( 6#7 #    ("  0    ( 3
 ( "(" " # 6 "#"  ( 6#77   ""    
"(" " #    
   
 A  #      A  + (    ( +  
! ! "
         

1500
1000
Count

500
0

3000 4000 5000 6000

1986 predictions

,+  < ; +  (""        6#7    

      !


! "  '   (     C   ! '
+      *+      (     < 6
! 
! 7! 6
! 
!  7!
" 6
! 
! 
7 6  *    #/    # /      (+7
 67  (      * "     ! * "  (    * + $ " *  *
+ A   A   $ "
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! E' 6< D <  7FA    ""    "# 
+ A ! "     "("  A  . ! A 9   H "#  *  "+ 
" ! 
E' 6< D <  7FA 
A  9
  " "#  *  "+  " ! *        $ " 
6#7   (  ("      
A  M  (6 MA 
7 
 * +
M  (6 M
7 !


*    / " 


 *
! +
A  (6 E < <  F A 
7



  ( "    * ( " 0 6 7


67 .   

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(  6
D7
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A  6  <  7 
A6< E < F7 
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*  & "    "("  <  6?    "   (+   07      
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E 8F


6' A 7 A 
A
 

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"#   ( 67H67 . #3 "  +    !       (  
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67   (  ("     / " 0     
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" E
6  87 D ! D < F
 .     8! 6#  (+  
07   / /   ("      "#  *  6
A  D 8 C 76
A D C 7 "
 6
A D C 7
6#7   "   
A !  A 
! " ! A   '  -    + 
     (    ,     ! ' #"  (  ( 
#   ! '  "    8  "    
 "   ,   
    ! ' +     E 


F! E  
 F! " E  

F
 ' ( 67!   (     "("     "  # 

67    "  "#   68 8 7C  + C  ""   !    "(" 
C  . !   "#  
 C   H "#  *
 "+  "  '   *  
68 8 76  7    " "#  *
 "+  " 
6#7   + (  "#   A         *     ((  

"       + (  "#   8          !
#   ((     " > "  A -  /   "+  "
 ! " * "  A < ?  "  /       
67   (  ("     / " 0     
 
A   C   ( A 8
E  8F D ! D < 9 C E8 8 F D C

.     A          
 .     8!        

 * ( C # C  .     C !   / /   ("   +  "# 
* (   D 
"  D 68 8 7

6"7    ! '      +       "=        
  " #  +   8  " +  
 "      
E  
 F! E  
 F! " E  
 F
     "  ""     (  ((   - A  ! 8 A ! ? A ! "
< A  
67 ' "     +   
6#7    +  (""    ,+      *  "= #*  
 + "     ,+      ,!   "#    +3  " 
+  +       +   "!   "#     ("    
 +  64    "=  C   #*   * -+7
67   "  (""      
     !  ("     
 
   ( ! # 
] + 
 67 ,    " #   ! * #     &   ( ##   &
+ @  (6 &@7   / "   (       
 
@   E (6 &@7F ( @ 

 6 7

 
 

30000
25000
20000
15000
Count

10000
5000
0

-4 -2 0 2 4 6

Predicted Log(Arsenic) Values (micrograms per liter)

,+  < ; +  @ +3 ("     6#7    

>      #"       (     "  "# 
  + @ " +    &    ("
@ (6 @ 7
26 @7 A
(6 @&7       & 6 7
' * (    "  ("  6    7 + @   0 6 7! * +
 
@  ( @ 

 


  @   "     &    A
D  
D  .     @!    / /   (" 

  +  "#  * ( 
D D - "   .      !   /

/   ("  0 6 7  ! &##  (+  * /    * /  +    @!
      +     "         " # 
* (" 6 7    # "  +   0  
 67 A
 +6 E (6 &@7F7

@
 !    * @    +  "#   " #    (   
6#7 ,    " #   ! * #      &   ( ##    &
+ @  (6 &@7   / "   (       
  
@   ( @ & D


 6 7


>  "     #"       (     "  "# 
  + @ " +     &    ("
26 @7 A @ (6 @E &F7    & 6 7
' * (    "  ("  6    7 + @   0 6 7! * +
 
@   ( @ 

 

         

  @   "   &    A
D  
D  .     @!    / /   (" 


  +  "#  * ( 
D D - "   .      !   /

/   ("  0 6 7  ! &##  (+  * /    * /  +   

D
@!     $@!          " #  * (" 6 7
& D 

   # "  +   0  
 67 A &
 +6 7
@
 !    * @    +  "#   " #    (   
'   (    ! &##  (+     "" #   (   "# 
 @  #   "    4    6 7         ("   + 

"#  * ( 
D - " & D  ! *       (   "#   @ 


 67   9  ("  6  / 7  #  "    9  ("  6  ' 7 "      
46  7 A 6  D 7   9  ("  6  ' 7   6  7 A ?8 (6 ? 87        
      4 6  0 7 A 6  0 7! * 8 # 0    !   9  (" 
6 / 7 
26  0 7 A  6  0 7 A ?8 (6 E? 8F 087      0 ! 0  
  + ("  /    +     !  
?8
2 60 7 A E (6 0 E? 8F7F (6 087
? 8
  0      "  ("   + / A 0    
26  0 7 ? 8
A (6 E? 8F7      0  6 7
2 60 7 (6 0 E? 8F7
   "  "   + / A 0    +   ! *           
6#7   / "   (  
 
?  8 
 
 !


6? 87
( ?  8  E ( 6 E? 8F0 7F 6  7
   

>      #" ( 6  ' 7    A  D  


 (   * #
 D ' A / ! *   9     (     "  ("   +    
(  " /   6 7 $(+   ( "    (")    A  D  

  6  7 +
& (
?  8 ( ' ?

 
 

 8  D 60  7)  6  7
   

*      0    A  D  
 .     ?! 6  7  / /   ("  

+  "#  * ( 
D  "   .     8   / /   (" 



 +  "#  * ( 
D  "  .      6 A  D  
7! 

 
 

 / /   ("  6 7  ! &##  (+  * /    * / +    8
" ?!       +    #"      ) " ' )      
 #"      A  D  
+   ( ## +       
* ? " 8  +   +  "#   " #    (   


 
  # (  #    ( (  0    +  31 ( #        #
     (  # (  #  ( " *          
 ( '""!  "  / * *      "   "#  6 ( 
 7
"  (    ""   6   7

 
 


 >  "  #  + @ #   $@!     * * "    (  "# 
* (       "#  .V    # (   # (      
         ( +      (  C
   "#  .V ! !  
(  "#  * (          
       +
#   .V ! *  0     !   # (      


    #     / * *  *  (  .  @        
   A 
 "   5 A  ! *   (

6  A  6 A
!
 !

    A  7 A 65 A    5 A  7 A 65 A  7 A  7
 

   " 0   *       5   5   "  ( * (  
     

 @
A
 D     ( "    (  # (  (     D   
#     # (  ( @ "      #     +  (
.       + #     +  (   0  6? + A ! # 
   7    ( "    # (  ( 0    + " 
 "      D #     # (  ( 0    # 
   # ( 0 * ( ## +
"   # ( #   "("!  
( ##      D    0 


     

+ +




 

  *    #/    # /     + A


 ,   # (  (!  (    ( "   #      +     
 ( "    +  ( "!
  ' " *  (   (  C

"  "   #      (    
  ( " *    "
          C 
  
 
P D     A



 

         

 ! ' ""  # (  (   *    # * ! *     ""
    
     (  "        
67 '   ! ' ""       C           # * !
! " 
6#7   !    "  ( C ""      ""  * #* 
" 
 67 ,   # (  (!  (    ( "     * *     (
     ' ""  (      C
 " +    (    
' ""        C  " +    (   
6#7      "" ! * * " "      C
  
 
P D    

  A

  ! * * " " #      # (  (
 67  # (  (      +     "#  *   " 
 G ! '  +     "#  *   "  G !  #+  
   H " # *  "+  " ! "  #+     H "
# *  "+  "  ,    (! *  (    (   (+ 

    >    ( *  ( (      #       


"    0    " "#  *  "+  " ! 
 '   (
  ! ' +  ( (      !  ! "  
6#7          ! * "    0    "#   (  ,  
  ! *      (    "      '      !
   * ! ! " 
67   (      ""       ( 0! '    (     (
 +    C
 ,   ! '     (    "    
   
   ""          03   3+        (  
  +   '      ! ' +     
!  ! "  
                  03     ( "      

    

     6 7 A  ! "     '   6' 7 A '        6  7 
!


"     '  

6' ' 7 
     



 E6   76'  ' 7F A




6  76' ' 7



%"+   #   03     ( "     " 6 


7
 67 ,   # (  (!  (    (         (    (
              ((       # (      
    (    ' ""   (    " +   (      !
   ! "    
 
 

6#7   ((       # ( #       ( +        
  +  (   !  '      ! ' +      !  

!
"  
 '  / /      + # (  (  +  + "     
#
67 ,       ""        ! *    03   0 6  7
*   '   6  7       '      ! ' +    


  !
  ! " 

   ,       ""      #


 ! * 9       #     +!  * "     03
          (          '    ! ' +      !
   ! "    
 ,  #  ( 67 " 6#7! * "  # (  ( ,  # (  (! *  (
   ( "     #  !    A      "    + " 
# A 

67     #       +   (  9     
 "       "  '       " +      *+  
< E  F! E  F! " E   F
6#7     (" "  (     +  (     '  , 
 # (  (!  (       (" '   '     " # 
" ! *   ' A      "         6#  # 7'   ,"  
 "   "  / " /     (3"  -"   
# /'  # D /'  '      ! ' +     E   F! E 
  F! "
E    F
67    ( +    #  " +   ! "     9 

    -"
 #"       "#     " "#  0 %  6 7 A 
 "
0    



  !  E    F      "#    
     # ( 
 67 '      "#  . !   8 A  6  7 A  !
9 A 56 7 A
  
6  7  "



 6E 8F 7 A


6  7


+++            /*        "     
  # +    


6#7          - ( "   A  ! 6  7 
A   ! "



6  7 
A  !     ( /*  # A
 ,   # (  (!
*   (    ( /* #    A      #  #   " #


   ( +    # )  #  ' ""      " +     
!

! " 
      "" "   # !  (    ( ""
"     # ) '      ! ' +   !  ! "   

 > *   *     "#            (    68  8  9  9  ;7
          ; @  A 68  8  9  9  ;7 "  A 68  8  9  9  ;7 # *
         

(              ; @  A 9 9 !  A 9 9 !  A 8 8 !
"  8 8  ,   A 
!    #   (  C
  #    "# 
* (     ! "   #    (    > *   *    "  
    "#  >   A E6  ' 7  6  ' 7F    A 
 %-  A  6 D 7!
' A  6' D  7   A  
            A E6  ' 7  6   ' 7F 
    "#      @  #    (     ("        " 
     "#  >  (   (  #  *+    A   ;  "  "
       "#       A  !   A   "   ' !   "


   

'       A  6 D  7 " '  A  6' D  7  !    !     A  6   7 "
' '  A  6'  ' 7      !    *  

6    76' '  7





 A &

 ( 

6    7   6' '  7 )



 

'
 


  6   76'  ' 7

A &  ( 

 

' 
6   7   
6'  ' 7 )
 
A 

 
 


 ,    "  # +    '  # +       ! ,+    
     0 (  '  /  +  2   C   ' ( "    "

.
4

.. . .
...
..
..
.........
.......
...........
........
........
...........
..........
2

.
...
...
.
.......
..........
.........
Simulated values

.........
.........
...
...
..........
.........
.........
..........
........
.........
0

...
...
..........
.........
.........
.........
.........
..........
...
...
..........
.
........
.........
.........
-2

.........
.........
.
...
........
.
..
........
........
....
. . . ....
.
-4

-4 -2 0 2 4

Normal quantiles

,+  < 4   0 (         . +    # """  

(" 3    "     ! ' ( "    P 6  7    A   
 
 


   (          "     *      ( * (     
(" 3"  #   (( ( +  (" 3"  " * ( P #  
0      (( ( +  "#  *    (    ,+    
(   ( +  (      (( ! *   +  ("  # + 
#

8 . .

30
..
...

25
.
..
6

. .....
.. . ..
. .....
..... .....
...

20
.. ...
.......
Simulated values

Simulated values
... ...
.
.... ....
..... ....
.....
..
....
. ....
....
4

.... .
.....
... .

15
.... ...
... ....
..
. ....
.
... ....
... .....
... .
....
... ...
.
.... ....
.... ....

10
.
...
. ....
.....
2

.... ...
.... ..
.
.... ..
....
....
. ...
.
....
. ....
.... .....
....

5
.... ...
.
.... ...
.... ....
.... ..
0

0 2 4 6 5 10 15 20 25

Gamma(0.5) quantiles Gamma(10) quantiles

,+  < &  0 (    


       (   (   "
"   +  (   (   "  +    # """   

 2 +!   (   "*              ! *       ( 


*  "+  "        3        "#  * 
   +      #       (   # *   
(    ,+  

. .
.
..
10000

.
...
....
.....
...
...
. .....
....
......
5000

.
2

..
.....
....
....
....
Simulated values

Simulated values

..
....
. ..
....
.. . ....
....... ....
0

................. ....
....
0

. .. ...
.
. ....
.....
....
....
.
.....
-2

..
....
-5000

.....
....
...
.....
.
....
...
-4
-10000

.
.
. .

-3000 -1000 0 1000 3000 -4 -2 0 2 4

t quantiles with 1 degree of freedom t quantiles with 20 degrees of freedom

,+  < * " 0 (             (   "+  " ! "
  +  (  
 "+  "  +    # """   

 67 '  "  (     " +      *+ + < ! 
!  '
 / /      +  #   -"  ++   + *   
         

6#7 ?+         ! '  ("    (     " +  
!
! "

67 ?+ 6  7!  ((   * " 
     
 67       " " #! *    "(" / " * * / +
    "#  *   "  ! " * +  H "#  * 
"+  "     % A /6* 7  
6#7 ' ""   (     C   " +      *+   ( (   *
%   <  ! !       ""   *  !  ! "  

67 ?+ 6  7! * -"   * "  #      " 
 67 ,    (! *  (    #  #          6   7!
E   
7! E 
 
7! " E
 7   *  (   =    (+  >
   (  =         ! ! " 
 >  (
*  ( (       =)  #          ' ""   (
    C   " +    ( (  < ! ! "       
  67 ' +  

! 
! " 

       67 ' + 

! 
! " 
        6 
7 '  / /    *   
    C    ! *     *           


6#7 ,    ( *  ! * (         *  (    "=
   "#  ' (  "       C          ' + 
  ( (  < ! ! "         67 ' +  ! !
"         67 ' +  

! 

! " 
      
 6 
7
 67 > "   (     =     6#7 +  (   "=
   "#  ,       "# ! *   (   !  " 
 ( 0     =  ;   #     " 0<
Z
8 9   
 
   
  
  
 
   
   
   
 
 
   
    
 
  
 
    


   



   
6#7   0  +  #    "#   +! #     /# #
67 '"  + *     (! *  *  ( +  " "#   "#"
    >  (   =      ( "  *  ( (     
=   +   
 '           ' +  ( (    
 !
"  

 
 

 67   ( "  / "   (  


  
6 6: : 7 

 68  7 D  D ?68 :7
( A < D



?7  (6 ?Æ 7 ! A



   




*   A 6  7    A   


6#7 .     8 ! A!  :    /       ""   (  (   ? "


 # (" # ? *    .     ?!   / /   ("    + 


"#  * (  
D C " Æ D A 68 :7 



67 '   $/          ! ( "+  (      3
0" (    *
  8 8 8 8 A A A A
    



   

  "             
 
 67   ( "  / "   (  
  
6 6: : 7 

 68  7 D  D ? 68 :7
( A < D



<   (6 <N 7 ! A



   




*   A 6  7    A   


6#7 .     8 ! A !  :    /       ""   (  (   < "


 # (" # < *    .     < !   / /   ("    + 
 
"#  * (  - D 3 " N D A 


67 '   $/          ! ( "+  (      3
0" (    *
  8 8 8 8 A A A A
    
 

   
  "      

 
 
  

 67         / "           / "   
 (       (  ! *    "          
/  "         (   1       " "      
!


   * ""      !  *   +      '    (!  


      (   * #       (  !  *
         

* "   A  
    / "  +

 6
  7 
!


 
!    
 
 A 



 !


 


,    "  !       0!    / "  #  C"     6
7           C"   A    
 !  "
 

 

& (

& (

 & ( & ( 
               

 
 
 

6  7 6  7 '  ) ' 6
  7)
6   7 6 7
6 
6 7 6  7  
6 
6 7
7
6
7
7
A & (
' ) '    


 ) '



 

 )


      *     (         "      


/ "   9    (   *      +     
6#7    / "    %    "#   % ! "    (    $ 
!     A A   "("           )!    '    (
C  +!   "#   "   "("    ! #  *  "("   @
. 6 7 "    "  % *            ) ' * 9    (  
*  %  &!   C     * # ( E . 6&7F  !  "  /   C    
# - ! * " & A ( . 6 - 7  ((   & #   ! ( "    * /
      #    "  +  # 7      (   ,  
  ! (  7       *    "(" #  " #
* ( 
 " ! "  (     %      7   % " ((  
. 6 - 7 #   6 - 77  "  @ & #   +        "=
     '  " #      "#   %              !
  "   /    #*  " G

67   (   3! * - -"   #"  "  % ! "   -" ( 6%  "7 "
   (        A     A    ' #
 !       A

!
 A
!  A !  A ! *     ( C 
A !
 A !
 A !
 A   
#"   % 
"A

 

    

  
 A (6

7
  
. (      *"          . 6"7    A  !   +
   * (  " *  A      " 3  
 *    
""    
 67 >        ((    
    @   (  # @ A
68 9  9 7 6*  8        8 A 8 7  (  (   @ " @  
       9 9  # #"     # (+ 8! 9 " 9 #  
  (    " ""+          + 8   !   
   "     @ A 68 D  9  9 7 '     " '   '    "# 
" " # @!    A  D     A   " ' A ' D    A  
  
 
 

"#  " " # @ > "   *      )  6 7     


 *     (" +    ) " ' )  *     (" +    ) "
' ) '             )  (" *    ) " ' 0     
    )  (" +    ) " ' )          "  !  )
        * "        "#  *    (   @ 
*    (   @ 
6#7 1      +   ( 67!     F      *     " *
   ) " ' )  *    ) " ' ) ;   "#   F 6 +     "
# #  #+   "7 "("    (     + 9 9 
67 ,      *  ! *      +  ""    "# 
"  +  H "#  *  "+  "      '  +    
"#  *   "   "  0      H " # * 
"+  "  $/     " # "(" *   +    (
) " F  (     0 %, 6 7! %, 6 7 " %, 6 7 "  / *   )
 +    0 2      ( (           * 
    )  +    0 ;           <
 ##
   
     
  


   
    
 
  
     
  ((  ( ##          

 6    "   "     0 67     677 ' "       
   ! #  ("    (  67 "  ) "  (" (   
0    " "#  *  "+  "    ( (    # *<

 ##
   
     
   

   
 
  

 
  

   

             


 67       6<V 7 A < "("         '   < D  <  ' "   
"("    "#   ' 6  +    "#   - 7  <V   
   '   ' !   "("         ' ) 6"     
   "("7 ' " ) "("         "#  '""! * 
         

*


6   7' 

V< A  A  ' 

6   7 





*   A 6   7 6   7    56<V 7 A   56' 7   "("    

    ' )! *  "   "("  <  < 
6#7 6    "  /"    (    56<V 7 A 79 7 @ %   " "# 
*  "+  "    '      "#   < D <  D 9% ! *  
 9 56% 7 ;! 56' 7 A 9 56% 7 '   *  


56<V 7 A 9 56% 7 


@ 7 A 56% 7    
67     ( #          7    ( +  #     

 A 

 6  7



   *  "    56% 7    " # "  #  +    " "
# *  "+  " "  (+    (  ' ! *  
 7   "    * *  . "+      ! 56% 7 A 6
7
 . *  "   67!     7 
 A   


6   7


 67 >  +  ((         / +67 A  EE6@ 7F     >
   ( @    @    (   "#   @!  *  ((   +67 #
V+67 A  E6@  77 >  "   "     +      -"     



 C +V67 >  "    #        *    C  2
 ! * * "           C +V67     +67
6#7   (     ""  ! *  " "*  6 7  (    (  
6  (  +  (     7 "  / #         C   
   +V    (   0 6  
7 "       ""   #   
 6'   "("   !    +  "    A +!  @)  "  # 8)7   (  
((    +   ( !  *      8   * * 
    (     E6@ 7 >  "  " " # *

"+ 
" " ("   # 
 " """   +   (  8  ,  
    ! *  (" +V67 "  "    A 
 +      >  
("           -           * 
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      ""       

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