3.167 3.169 3.170 3.178 4.149 4.150 7.43 7.44 777 7.78 8.8 Let ¥ be a random variable with mean 11 and variance 9, Using Tehebysheff’s theorem, find a alower bound for P(6 < ¥ < 16). b_ the value of C such that P(|¥ — 11] > C) <.09. ‘This exercise demonstrates that, in general, the results provided by Tehebysheff’s theorem cannot be improved upon. Let ¥ be a random variable such that 16 1 P= P= ay a Show that OP b Use the probability distribution of ¥ to calculate P(|Y — je] > 307). Compare this exact probability with the upper bound provided by Tchebysheff’s theorem to see that the bound provided by Tehebysheff’s theorem is actually attained when k = 3. *e _In part (b) we guaranteed E(Y) = 0 by placing all probabitity mass on the values —1,0, and 1, with p(—1) = p(1). The variance was controlled by the probabilities assigned to p(—1) and p(1). Using this same basic idea, construct a probability random variable X that wil yield P(X — xl > 20x) = 1/4. *d__Ifanyk > Lisspecified, how can arandom variable W be constructed so that P(|W—pry| > kow) =P? ‘The U.S. mint produces dimes with an average diameter of .5 inch and standard deviation .01. Using Tchebyshef?’s theorem, find a lower bound for the number of coins in a lot of 400 coins that are expected to have a diameter between .48 and .52, It is known that 10% of a brand of television tubes will burn out before their guarantee has expired. If 1000 tubes are sold, find the expected value and variance of Y, the number of original tubes that must be replaced. Within what limits would Y be expected to fall? Find P(|¥ — | < 20) for the uniform random variable. Compare with the corresponding probabilistic statements given by Tehebysheff’s theorem and the empirical rule. Find P(|Y — je] < 2c) for the exponential random variable. Compare with the corresponding probabilistic statements given by Tchebyshet’s theorem and the empirical rule. An anthropologist wishes to estimate the average height of men fora certain race of people. If ‘the population standard deviation is assumed to be 2.5 inches and if she randomly samples 100 ‘men, find the probability that the difference between the sample mean and the true population ‘mean will not exceed .5 inch. ‘Suppose that the anthropologist of Exercise 7.43 wants the difference between the sample mean ‘and the population mean to be less than 4 inch, with probability .95. How many men should she sample to achieve this objective? ‘The manager of a supermarket wants to obtain information about the proportion of customers who dislike a new policy on cashing checks. How many customers should he sample if he ‘wants the sample fraction to be within .15 of the true fraction, with probabi Ifthe supermarket manager (Exercise 7.77) samples n = 50 customers and of customers who dislike the policy is approximately .9, find the probability that the sample fraction will be within .15 unit of the true fraction, Suppose that Fi, Ya, Ys denote a random sample from an exponential distribution with density function 1 1) ew, ys (j)em v0, LOV= 0, elsewhere. Consider the following five estimators of 6: iim(Y, Yo, ¥s), Os = a Which of these estimators are unbiased? bb Among the unbiased estimators, witich has the smallest variance”?8.10 8.36 9.3 9.6 9.15 9.19 9.20 9.32 ‘The number of breakdowns per week for a type of minicomputer is a random variable ¥ with 4 Poisson distribution and mean 2. A random sample Yi, Yo,..-, Y_ of observations on the ‘weekly number of breakdowns is available. ‘a Suggest an unbiased estimator for A. b_ The weekly cost of repairing these breakdownsis C = 3¥+¥?.Show that E(C) € Find a function of ¥1, Yos-.+, Yo that is an unbiased estimator of E(C). [Hints you know about ¥ and (¥)?,] If), Yay-+-4 Yq denote a random sample from an exponential distribution with mean 0, then E(%,) = 0 and V(¥;) = 6%, Thus, E(Y) = @ and V(Y) = 67/n, or oy = 0/ yn. Suggest an ‘unbiased estimator for 6 and provide an estimate for the standard error of your estimator. Let ¥1, Yor-+++ Ye denote a random sample from the uniform distribution on the interval (0,041). Let l n and = Yw—~—"— 2 b= Yo Show that both 4, and @; are unbiased estimators of @. b Find the efficiency of 8 relative to 3s. ‘Suppose that Yi, Ya...» Yq denote a random sample of size n from a Poisson distribution with mean A, Consider iy = (; + Ya)/2 and iy = ¥. Derive the efficiency of i relative to Ay. Refer to Exercise 9.3. Show that both 8, and 4 are consistent estimators for 0. Let ¥1, Ya,-+++ Ye denote a random sample from the probability density function where 8 > 0. Show that ¥ is a consistent estimator of 0/(0 + 1). ACY has a binomial distribution with n trials and success probability p, show that ¥/n is a consistent estimator of p. Let Yi, Yo,---5 Ye denote a random sample from the probability density function 2 a ved Fo= hy 0, elsewhere, Dees the law of large numbers apply to Fin this case? Why or why not?