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Assignment 8

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4 views

Assignment 8

Uploaded by

Chimdi Ume Njamma
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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STK 220: Assignment 8 2024

Sampling Distributions: Part B

2
1. Suppose Y ( ) and Z N (0; 1) are two independent random variables then
Z
T =p t( )
Y=

Derive the distribution of T 2 .

2. Suppose X1 ; X2 ; : : : ; X25 is random sample of size n = 25 from a normal distribution with


mean = 50 and variance 2 = 16:
Let:

1
P25
X= 25 i=1 Xi denote the sample mean and
1
P25 2
S2 = 24 i=1 Xi X denote the sample variance.

(a) Consider X8 , the 8th element of the random sample.


i. P (49 < X8 < 51) =
ii. Calculate the value a such that P (X8 > a) = 0:9:
(b) Let T1 = 3X2 :
i. Derive with motivation the distribution of T1 :
ii. P (T1 > 166) =
(c) Let T2 = 10X1 5X7
i. Derive with motivation the distribution of T2 .
ii. P (250 < T2 < 300)
iii. Calculate P67 , the 67th percentile of T2 .
(d) Consider X the sample mean of a random sample of size n = 25.
i. Derive with motivation the distribution of X.
ii. P 49 < X < 51 =
iii. Calculate the value a such that P X > a = 0:67:
2 2 2 2
X1 50 X2 50 X3 50 X4 50
(e) Let T3 = + + +
4 4 4 4
i. Derive with motivation the distribution of T3 .
ii. Determine the 95th percentile of T3 .
iii. P (T3 > 0:711)
2

25 2
(f) Let T4 = X 50
16
i. Derive with motivation the distribution of T4 .
ii. Determine the 95th percentile of T4 .
iii. P (T4 > 6:635)
3
(g) Let T5 = S 2 :
2
i. Derive with motivation the distribution of T5 .
ii. Determine the 99th percentile of
A. T5
B. S 2
iii. P (S 2 > 7: 237 3)
iv. E (S 2 )
v. Var (S 2 )

2
3. Suppose Z N (0; 1) ; X1 EXP (2) ; X2 GAM (3; 2) and X3 (5) are all indepen-
th th
dent random variables. Give the 5 and 95 percentile of the following:

(a) T6 = Z 2 + X1 + X2 + X3
Z
(b) T7 = p
X3 =5
X2 =6
(c) T8 =
X3 =5

4. Let X1 ; X2 ; X3 and X4 be a random sample from a population with a normal distribution and
variance 2 = 9: Let:

P4 2
2 i=1 Xi X
S =
3
denote he sample variance and
the population mean

(a) If P (S 2 k) = 0:05, …nd the value of k.


2 X
(b) Give the distribution of T = .
S
X
(c) P > 3: 278
S
3

5. Suppose a random sample of n = 20 observations is selected from a population with

X N ( ; 1:4)

and let S 2 denote the sample variance.

(a) Find a number b such that P (S 2 b) = 0:975:


(b) Find a number a such that P (S 2 a) = 0:975:

6. Consider two independent samples of sizes n1 = 6 and n2 = 10 drawn from two normal
populations with equal variances 2 .
Let: S12 and S22 denote the sample variances from the two samples respectively.

(a) Find the value b such that


S12
0:95 = P b
S22
(b) Find the value a such that
S12
0:95 = P a
S22
S12
(c) P > 3:48
S22
S12 1
(d) P 2
<
S2 4:77

7. Let Y1 ; Y2 ; : : : ; Y5 be a random sample with Yi N (0; 1) for i = 1; 2; : : : 5. Further let


Z N (0; 1) be an independent standard normal variable. Let:
P
W = 5i=1 Yi2
P 2
U = 5i=1 Yi Y

Derive the distribution of the following statistics with motivation.

(a) W
(b) U
(c) U + Z 2
p
5Z
(d) p
W
2Z
(e) p
U
2 5Y 2 + Z 2
(f)
U
4

8. A bottling machine can be regulated so that it discharges an average of ounces per bottle.
It has been observed that the amount of …ll dispensed by the machine is normally distributed
with = 1 ounce.

(a) A sample of n = 9 …lled bottles is randomly selected. Let

Y = sample mean of 9 …lled bottles

i. Find the probability that the sample mean will be within 0.3 ounce of the true mean
:
ii. How many bottles should be included in the sample if we wish Y to be within 0:3
ounce of with probability 0:95.
(b) A sample of n = 10 …lled bottles is randomly selected. Let

Y = sample mean of 10 …lled bottles

i. Find the numbers b1 and b2 such that

P b1 S2 b2 = 0:9

ii. P (S 2 1:88)

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