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Con Prob Examples

The document discusses various statistical concepts related to continuous probability distributions, including Type I and Type II errors, hypothesis testing, and the use of normal and t distributions. It provides examples and solutions for different scenarios, such as testing the mean of a soft-drink machine's output and analyzing the average life span of individuals. Additionally, it covers the gamma function and its distribution, along with quizzes to reinforce understanding.

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0% found this document useful (0 votes)
9 views21 pages

Con Prob Examples

The document discusses various statistical concepts related to continuous probability distributions, including Type I and Type II errors, hypothesis testing, and the use of normal and t distributions. It provides examples and solutions for different scenarios, such as testing the mean of a soft-drink machine's output and analyzing the average life span of individuals. Additionally, it covers the gamma function and its distribution, along with quizzes to reinforce understanding.

Uploaded by

fatimaattique444
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Continuous Probability Distribution

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.

Using the above information, we note that and we can calculate

With . (check Z-table for Z<-1.8). Thus, we will


commit Type I error if we choose . If we choose , for example, alpha such as 5% then we note
that Z-critical is 1.96, which is greater than 1.8 and we will accept the Ho and do not commit the Type I
error.

QUESTION: for determine the value of (given ) which give rise to Type-I
error.

b. Type II error: we accept H0 when it is false.

Using the above information, we can calculate

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

1
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.

3. α =0.05 and one tail test.

4. Critical region: z > 1.645, where


5. Computations: years, σ =8.9 years, and hence z = (71.8−70)/ (8.9/√100) =2.02.

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

2
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.

4. Critical region: z < -2.575 and z > 2.575, where

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:

1. H0: μ = 46 kilowatt hours.

2. H1: μ<46 kilowatt hours.


3. α =0.05 and one tail test.

4. Critical region: t < −1.796, where with 11 degrees of freedom.


Note: (why t ? why not z)

5. Computations: kilowatt hours, s =11.9 kilowatt hours, and n = 12.

Hence,

3
= (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

P =P(T<−1.16) ≈ 0.135 (13.5%) which is greater than 5%

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

4
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.

5
6
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.

Q.12 Plot the following function and find (i) (ii)

Q.13 Find A such that

7
Q.14 Plot the following density function and find probability that any given fraction occurs between 0.5
and 1.5.

Q.15 Plot the following density function and find

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

a. Graph the probability density function.


b. Find and graph cumulative distribution function.
c. Find the probability that the best choice of the weight X is less than 0.25.
d. Find the probability that the best choice of the weight X is more than 0.75
e. Find the probability that the best choice of the weight X is between 0.2 and 0.8.

Q.17 What is cumulative distribution Function (CDF)?

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:

8
The density function in fact is the first derivative of the CDF w.r.t x:

We can show that

Lets take an example discrete probability distribution


x P(x) F(x)
1 1/6 1/6
2 1/6 2/6
3 1/6 3/6
4 1/6 4/6
5 1/6 5/6
6 1/6 6/6

We can easily show that . For example, if t =1 then

Similarly, we can show that

Mean and Variance for continuous random variables

The mean of X:

The variance of X: =

Example
Suppose that we are provided with

9
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

Derivation of the Gamma Distribution

Consider the following:

(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)

10
(5)

Let m = n+1. Substituting in (5) above we get

(6)

for we get the famous gamma function

(7)

1. Gamma Function and Gamma Distribution


Gamma Function

Gamma Function is defined as follows:

(1)
Using (1) we can show that

(2)

(3)

For n = 5 , for example, we can note that

Integration by parts gives us: (note first function = and second function = )

(4)

Quiz 18: why ?

11
Ans: As a matter of fact . Making use of L'Hôpital's rule we can show that1

Quiz 19: Prove that

From (4) above we know that:

(5)

Quiz 20: Convert gamma function into gamma distribution:

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)

Quiz 21: Show that

(10)

1
We may note here that . It shows that . The ratio will be decreasing
when and eventually becomes zero.
12
Let which gives us and that limits remain the same. Substituting these expressions in the
LHS of (10) above we get:

(11)

Where

Quiz 22: Show that

Substituting in (1) we get

(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:

Let . We can show that and that . Similarly we can


note that radius can take a value from but can take a value from since both
. Substituting the above information in (15) we get:

(16)

13
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)

Quiz 23: Find A such that

(18)

Suppose that which gives us . Substituting this information in (18) gives us:

(19)

Since is an even function, we can write (19) as follows:

(20)

To solve (20) we assume that which entails and we can write (20) as follows:

(21)

Substituting in (21) we can show that

(22)

Quiz 24: Find and when


Solution:

14
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)

To solve (24) we may assume that . Which gives us . Substituting this


information in (24) we get

(25)

From Gamma function we know that . Substituting this information in (25) we get:

(26)

Quiz.25: Evaluate the following:

a. b. c. d.

e. f. g. h.
Results

15
Quiz 26. Find mean and variance of Gamma distribution whose density function is given as

2. Beta Distribution

The beta function of first kind is defined as follows:

(23)
The beta density function is defined as follows:

(24)

We can easily show that

(25)

The beta function of second kind can be derived from (23) as follows:

16
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.

Relationship between Beta and Gamma function

Gamma function:

(29)
Beta function:

(30)

Multiplying both sides of (29) we get:

(31)
Integrating both sides of (31) w.r.t z we get:

(32)

In (32) we note that . Substituting this result in (32) we get:

17
(33)

In (33) we note that . Substituting this information in (33) we get

(34)
From (34) we can finally write:

(35)

3. Moments Generating Function.

Consider the function where variable is a random variable:

(36)

Taylor’s expansion of (36) around gives us

(37)
From (37) we can also get:

(38)
Applying E operator on (38) we get:

(39)

(40)
Similarly, we can show that:
18
(41)

(42)

In general, we can show that:

(43)

Example 1: Uniform distribution

(44)

MGF of uniform distribution may be obtained as follows:

(45)
Solving (45) we get the required MGF:

(46)
Example 2: Rolling a six-faced dice

MGF can be obtained as follows:

(47)

Example 3: Normal distribution PDF is given as follows:

(48)

19
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.

20
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

21

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