Con Prob Examples
Con Prob Examples
Q.1 A soft-drink machine at a steak house is regulated so that the amount of drink dispensed is
approximately normally distributed with a mean of 200 milliliters and a standard deviation of 15 milliliters.
The machine is checked periodically by taking a sample of 9 drinks and computing the average content. If
falls in the interval the machine thought to be operating satisfactory, otherwise we
conclude that milliliters.
(a) Find the probability of committing a type I error when μ =200 milliliters.
(b) Find the probability of committing a type II error when μ =215 milliliters.
SOLUTION
a. Type I error: we reject Ho when it is true. We reject Ho when Z (or t) falls in the critical region.
QUESTION: for determine the value of (given ) which give rise to Type-I
error.
Thus
Q.2 A new curing process developed for a certain type of cement results in a mean compressive strength
of 5000 kilograms per square centimeter with a standard deviation of 120 kilograms. To test the hypothesis
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that μ = 5000 against the alternative that , a random sample of 50 pieces of cement is tested. The
critical region is defined to be .
a. Find probability of committing Type I error when H0 is true.
b. Evaluate β (Type II) for the alternatives μ = 4970 and μ =4960.
Solution
a. thus .
b. For .
For ,
Q. 3 A random sample of 100 recorded deaths in the United States during the past year showed an
average life span of 71.8 years. Assuming a population standard deviation of 8.9 years, does this
seem to indicate that the mean life span today is greater than 70 years? Use a 0.05 level of
significance
Solution:
1. H0: μ = 70 years.
2. H1: μ>70 years.
6. Decision: Reject H0 and conclude that the mean life span today is greater than 70 years.
7. The P-value corresponding to z = 2.02 is given by the area of the shaded region in Figure 10.10.
Using Table A.3, we have P =P(Z>2.02) =0.0217. As a result, the evidence in favor of H1 is even
stronger than that suggested by a 0.05 level of significance.
Q.4 A manufacturer of sports equipment has developed a new synthetic fishing line that the company
claims has a mean breaking strength of 8 kilograms with a standard deviation of 0.5 kilogram. Test
the hypothesis that μ = 8 kilograms against the alternative that μ= 8 kilograms if a random sample of
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50 lines is tested and found to have a mean breaking strength of 7.8 kilograms. Use a 0.01 level of
significance.
Solution:
1. H0: μ = 8 kilograms.
2. H1: kilograms.
3. α =0.01.
5. Computations: kilograms, n = 50, and hence z = (7.8−8) (0.5/√50) = −2.83 < -2.575
6. Decision: Reject H0 and conclude that the average breaking strength is not equal to 8 but is, in
fact, less than 8 kilograms.
7. Since the test in this example is two tailed, the desired P-value is twice the area to the left of z =
−2.83. Therefore, we have P =P(|Z| >2.83) =
Q.5 The Edison Electric Institute has published figures on the number of kilowatt hours used
annually by various home appliances. It is claimed that a vacuum cleaner uses an average of 46
kilowatt hours per year. If a random sample of 12 homes included in a planned study indicates that
vacuum cleaners use an average of 42 kilowatt hours per year with a standard deviation of 11.9
kilowatt hours, does this suggest at the 0.05 level of significance that vacuum cleaners use, on
average, less than 46 kilowatt hours annually? Assume the population of kilowatt hours to be normal.
Solution:
Hence,
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= (42 – 46)/(11.9/√12) = - 1.165
To get P-value we need to use some software or online calculator, for example, Quick P Value
from T Score Calculator
6. Decision: Do not reject H0 and conclude that the average number of kilowatt hours used annually
by home vacuum cleaners is not significantly less than 46.
Q.6 Past experience indicates that the time required for high school seniors to complete a
standardized test is a normal random variable with a mean of 35 minutes. If a random sample of 20
high school seniors took an average of 33.1 minutes to complete this test with a standard deviation of
4.3 minutes, test the hypothesis, at the 0.05 level of significance, that μ =35 minutes against the
alternative that μ < 35.
1. H0
H1
2. df = 19 and a one tail test
3. t- critical from t table < -1.729
4. t-calculated
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5. Decision
i. Since calculated t falls in the critical region, we cannot accept H0 and concluded that
.
ii. Using an online calculator we get the p-value 0.032414which is less than 5% so we reject
the H0.
Q.6 According to a dietary study, high sodium intake may be related to ulcers, stomach cancer, and
migraine headaches. The human requirement for salt is only 220 milligrams per day, which is
surpassed in most single servings of ready-to-eat cereals. If a random sample of 20 similar servings
of a certain cereal has a mean sodium content of 244 milligrams and a standard deviation of 24.5
milligrams, does this suggest at the 0.05 level of significance that the average sodium content for a
single serving of such cereal is greater than 220 milligrams? Assume the distribution of sodium
contents to be normal.
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Q.7
(i) Find
(ii) (iii)
(iii)
(iv)
(v)
(vi)
Q.8 A production supervisor finds that employees, on average, complete a certain task in ten minutes.
The times required to complete the total task are approximately normally distributed with a standard
deviation of three minutes. Find (a) proportion of employees completing the task in less than four
minutes (b) proportion of employees completing the task in more than five minutes (c) an employee
completes the task within three minutes.
Q.9 Let , . Find two points such as a single observation has a 95% chance of falling
th th th
between them. Also find 10 , 30 , and 90 percentiles.
Q.10 In a normal distribution, the lower and the upper quartiles are 15 and 25 respectively. Find the mean
and the standard deviation.
Q.11 Suppose the weights of 2000 male students are normally distributed with mean 155 pounds and
standard deviation 20 pounds. Find the number of students with weights (i) less than or equal to 120
pounds (ii) between 120 and 130 pounds (iii) between 150 and 175 pounds (iv) greater than or equal
to 200 pounds.
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Q.14 Plot the following density function and find probability that any given fraction occurs between 0.5
and 1.5.
Q.16 Analyst has available two forecasts, F1 and F2, of earnings per share of a corporation next year. He
intends to form a compromise forecast as a weighted average of the two individual forecasts. In forming the
compromise forecast, weight X will be given to the first forecast and weight (1-X), to the second, so that the
compromise forecast is XF1 +(1-X)F2. The analyst wants to choose a value between 0 and 1 for the weight
X, but he is quite uncertain of what will be the best choice. Suppose that what eventually emerges as the
best possible choice of weight X can be viewed as a random variable uniformly distributed between 0 and 1,
having the probability density function
The cumulative distribution function , for a continuous random variable X expresses the probability
that X does not exceed the values of x , as a function of x:
Suppose that X follows a uniform probability distribution, its CDF is given as follows:
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The density function in fact is the first derivative of the CDF w.r.t x:
The mean of X:
The variance of X: =
Example
Suppose that we are provided with
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i. Show that
ii.
iii. =
=
iv. Find when
To determine the probability of committing a type I error, we shall use the normal curve approximation with
μ =np=(100) 1 4 =25 and σ=√npq= (100)(1/4)(3/4)=4.33. Referring to Figure 10.2, we need the area under
the normal curve to the right of x =36.5. The corresponding z-value is z = 36.5−25 =2.66. 4.33 10.2 Testing
a Statistical Hypothesis 325 σ μ 25 4.33 α 36.5 Figure 10.2: Probability of a type I error. From Table A.3 we
find that x α =P(type I error) = P X>36 when p= 1 4 ≈P(Z>2.66) =1−P(Z
(1)
Using Leibniz integral rule on (1) above we can get
(2)
Differentiating (2) one more time w.r.t t we get the following:
(3)
…………
………….
(4)
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(5)
(6)
(7)
(1)
Using (1) we can show that
(2)
(3)
Integration by parts gives us: (note first function = and second function = )
(4)
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Ans: As a matter of fact . Making use of L'Hôpital's rule we can show that1
(5)
Suppose that
(6)
Integrating (6) by parts several times over we get:
(7)
(8)
Equation (8) gives us the following PDF of gamma distribution:
(9)
(10)
1
We may note here that . It shows that . The ratio will be decreasing
when and eventually becomes zero.
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Let which gives us and that limits remain the same. Substituting these expressions in the
LHS of (10) above we get:
(11)
Where
(12)
Let which gives us and that limits remain the same. Substituting this information in (12)
gives us:
(13)
In (13) variable y is just a dummy variable. We can write (13) in some other variable such as x:
(14)
Multiplying (13) and (14) together we get:
(15)
To solve (15) we first convert cartesian coordinates into polar coordinates as follows:
(16)
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To solve (16) we assume that , which gives us . Since limits do not change, we can write
(16) as follows:
(15)
We can further solve (15) and get
(16)
From (16) we finally get
(17)
(18)
Suppose that which gives us . Substituting this information in (18) gives us:
(19)
(20)
To solve (20) we assume that which entails and we can write (20) as follows:
(21)
(22)
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We know that and .
Using the above concepts, we can write
(23)
To solve the above problem, we may assume that which gives us . Note that such
substitutions do not change the limits and we can write:
Note that since it is an odd function. Similarly, since the second function is an even
function we can write:
(24)
(25)
From Gamma function we know that . Substituting this information in (25) we get:
(26)
a. b. c. d.
e. f. g. h.
Results
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Quiz 26. Find mean and variance of Gamma distribution whose density function is given as
2. Beta Distribution
(23)
The beta density function is defined as follows:
(24)
(25)
The beta function of second kind can be derived from (23) as follows:
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Let which can be written as . We can also note that . However, this
transformation changes the limit as follows:
(26)
From we can derive . Using all of the above information in (23) we can note that:
(27)
Since variable y is just a dummy variable, we can write equation (27) in variable x as follows:
(28)
Equation (25) is known as beta function of 2nd kind.
Gamma function:
(29)
Beta function:
(30)
(31)
Integrating both sides of (31) w.r.t z we get:
(32)
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(33)
(34)
From (34) we can finally write:
(35)
(36)
(37)
From (37) we can also get:
(38)
Applying E operator on (38) we get:
(39)
(40)
Similarly, we can show that:
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(41)
(42)
(43)
(44)
(45)
Solving (45) we get the required MGF:
(46)
Example 2: Rolling a six-faced dice
(47)
(48)
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Consider the standardized normal distribution ( ):
(49)
The MGF of SND is given as follows:
(50)
(51)
(52)
(53)
Q1: A coffee company claims that their coffee contains an average of 200 mg of caffeine per cup. A
consumer advocacy group believes the caffeine content is less. A sample of 36 cups shows an
average caffeine content of 195 mg with a standard deviation of 10 mg. Test the consumer group’s
claim at the 5% significance level.
Q2: A shoe manufacturer advertises that the average lifespan of its shoes is 1,000 miles. A sample of
50 pairs shows a mean lifespan of 980 miles with a standard deviation of 60 miles. Test at the 1%
significance level whether the shoes’ lifespan is significantly less than advertised.
uce the number of complaints. Previously, the complaint rate was 15%. After implementing
the new procedure, a sample of 500 transactions shows that 60 complaints were received. Test at the
1% significance level whether the new procedure has reduced the complaint rate.
Q5: A pharmaceutical company claims that a new drug has an average effect duration of 4 hours. A
sample of 20 patients shows an average duration of 4.3 hours with a standard deviation of 0.5 hours.
Test the company's claim at a 5% significance level to determine if the average effect duration is
different from 4 hours.
Q6: A university instructor believes that the average exam score for a difficult exam will differ from
the typical average of 70%. A sample of 15 students’ scores results in an average of 67% with a
standard deviation of 8%. Test this belief at a 1% significance level.
Q7: A water utility claims that the average daily water consumption is 150 gallons per household. A
sample of 40 households has a mean consumption of 155 gallons with a standard deviation of 12
gallons. Calculate the p-value for testing if the mean water consumption is greater than 150 gallons
at a 5% significance level. Interpret the p-value and decision.
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Q8: A fitness center claims that the average weight loss from their program is at least 10 pounds. A
sample of 25 participants shows an average weight loss of 9 pounds with a standard deviation of 2.5
pounds. Test this claim at the 5% significance level using the p-value approach.
Q9: A software company tests the average productivity increase after implementing a new system. A
sample of 9 employees shows a mean productivity increase of 12 units with a standard deviation of 3
units. At the 10% significance level, test if the productivity increase is less than 15 units.
Q10: A health clinic claims that the average time spent with a patient is 20 minutes. A sample of 8
patients shows an average time of 22 minutes with a standard deviation of 4 minutes. Test at a
5%significance level whether the average time differs from 20 minutes
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