Scribd
Upload
73 views3 pages

Math 362, Problem Set 2

The document contains a math problem set with 6 questions. Question 1 involves finding the joint and conditional PDFs of order statistics and evaluating an expectation. Question 2 uses the Central Limit Theorem to find a confidence interval for the mean of a gamma distribution. Question 3 provides a confidence interval for the parameter of a gamma-type distribution based on the maximum order statistic. Question 4 finds a 95% confidence interval for the probability of success in a binomial experiment. Question 5 derives a confidence interval for the variance of a normal distribution based on the sample variance. Question 6 determines the value of b such that the probability that a t-distribution falls between -b and b is 0.9, using values from a provided table.

Uploaded by

Noormanto Armin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
73 views3 pages

Math 362, Problem Set 2

The document contains a math problem set with 6 questions. Question 1 involves finding the joint and conditional PDFs of order statistics and evaluating an expectation. Question 2 uses the Central Limit Theorem to find a confidence interval for the mean of a gamma distribution. Question 3 provides a confidence interval for the parameter of a gamma-type distribution based on the maximum order statistic. Question 4 finds a 95% confidence interval for the probability of success in a binomial experiment. Question 5 derives a confidence interval for the variance of a normal distribution based on the sample variance. Question 6 determines the value of b such that the probability that a t-distribution falls between -b and b is 0.9, using values from a provided table.

Uploaded by

Noormanto Armin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

Math 362, Problem set 2

Due 2/9/10

1. (5.2.17) Let Y1 < Y − 2 < Y3 < Y4 be the order statistics of a random


sample of size n = 4 from a distribution with pdf f (x) = 2x, 0 < x < 1,
zero elsewhere.
(a) Find the joint pdf of Y3 and Y4 .
(b) Find the conditional pdf of Y3 , given Y4 = y4 .
(c) Evaluate E[Y3 |y4 ].
Answer: Recall:

fY1 ,Y2 ,Y3 ,Y4 (y1 , y2 , y3 , y4 ) = 4!(2y1 )(2y2 )(2y3 )(2y4 )

for 0 < y1 < y2 < y3 < y4 < 1. We have:


Z y3 Z y2
fY3 ,Y4 (y3 , y4 ) = fY1 ,Y2 ,Y3 ,Y4 (y1 , y2 , y3 , y4 )
y2 =0 y1 =0

= 48y35 y4

for 0 < y3 < y4 < 1.


For (b):
fY3 ,Y4 (y3 , y4 ) 6y 5
fY3 |Y4 (y3 |y4 ) = = 63
fY4 (y4 ) y4
for 0 < y3 < y4 .
For (c), we have that
y4
6y36
Z
6
E[Y3 |Y4 = y4 ] = 6 = y4 .
0 y4 7

2. (5.4.9) Let X̄ denote the mean of a random sample of size 25 from a


gamma-type distribution with α = 4 and β > 0. Use the Central Limit
theorem to find an approximate 0.954 confidence interval for µ, the mean
of the gamma distribution.
p
Hint: Use the random variable (X̄ − 4β)/ 4β 2 /25

1
Answer: Wep note that P(−2 < Z < 2) = 0.954. Using the fact that
(X̄ − 4β)/ 4β 2 /25 is approximately N (0, 1), we know that
p
.954 = P(−2 < (X̄ − 4β)/ 4β 2 /25 < 2)
= P(−2 < 5X̄/2β − 10 < 2)
= P(8 < 5X̄/2β < 12)
5X̄ 5X̄
= P( < 4β < ).
6 4
This gives a confidence interval for µ = 4β of ( 5x̄ 5x̄4
6 , ) . Note that the book
gives a confidence interval for β instead of 4β.
3. (5.4.13) Let Y1 < Y2 < · · · < Yn denote hte order statistics of a random
sample of size n from a distribution that has pdf f (x) = 3x2 /θ3 , 0 < x < θ,
zero elsewhere.
(a) Show that P(c < Yn /θ < 1) = 1 − c3n where 0 < c < 1.h
(b) If n is 4 and if the observed value of Y4 is 2.3, what is a 95% confidence
interval for θ.
Answer:
We know that
x3 n−1 x2
fYn (yn ) = 3n( ) .
θ3 θ3
and
θ
x3n−1
Z
P(cθ < Yn < θ) = 3n dx = 1 − c3n .
cθ θ3n

For (b), we note that

P(cθ < Y4 < θ) = 1 − c12 = .95,

if c = (.5)1/12 . That is,

Y4
.95 = P((.5)1/12 θ < Y4 < θ) = P(Y4 < θ < )
(.5)1/12

This gives a 95% confidence interval for θ of (2.3, 2.3/(.5)1/12 ).


4. (5.4.16) When 100 tacks were thrown on a table, 60 of them landed point
up. Obtain a 95% confidence interval for the probability that a tack of
this type will land point up. Assume independence.
Answer: We have that p̄ = .6, and have a 95% (approximate) confidence
interval of
p p
(p̄ − 1.96 p̄(1 − p̄)/n, p̄ + 1.96 p̄(1 − p̄)/n) = (.503, .696)

2
5. (5.4.14) Let X1 , X2 , . . . , Xn be a random sample from N (µ, σ 2 ) where
both parameters µ and σ 2 are unknown. A confidence interval for σ 2 can
be found as follows: We know (n − 1)S 2 /σ 2 is a random variable with
a χ2 (n − 1) distribution. Thus we can find constants a and b so that
P((n − 1)S 2 /σ 2 < b) = 0.975 and P(a < (n − 1)S 2 /σ 2 < b) = 0.95.

(a) Show that this second probability statement can be written as

P((n − 1)S 2 /b < σ 2 < (n − 1)S 2 /a) = 0.95

(b) If n = 9 and s2 = 7.93 (here s2 is the actual value of S 2 given data),


find a 95% confidence interval for σ 2 .
(c) If µ is known, how would you modify the preceding procedure for
finding a confidence interval for σ 2 .

Answer: For (a), just rearrange P(a < (n − 1)S 2 /σ 2 < b); note the in-
equalities flip when we take the reciprocal.
For n = 9, we find (from Table II) that b = 17.535 and a = 2.18. Thus we
have a confidence interval of

(3.618, 29.1).
√
For (c), note that√if we know µ we know that (X̄ − µ)/(σ/ n) ∼ N (0, 1),
so (X̄ − µ)2 /σ 2 / n has a χ2 (1) distribution. We can use this as above to
find a confidence interval for σ.
6. (3.6.2) Let T have a t-distribution with 14 degrees of freedom. Determine
b so that P(−b < T < b) = 0.9. Use Table IV.
Answer:
Take b = 1.761.

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy