STA2001 Assignment 10
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STA2001 Assignment 10
1. (5.4-22). Let X1 and X2 be two independent random variables. and χ2 (r), respectively, where r1 < r . Let X1 and Y = X1 +X2 be χ2 (r1 )
(a) Find the mgf of X2 .
(b) What is its distribution?
2. (5.4-23). Let X be N(0, 1). Use the mgf technique to show that Y = X2 is χ2 (1). Hint: Evaluate the integral representing E (etX 2 ) by writing w = x^1 − 2t.
3. (5.5-2). Let X be N(50, 36). Using the same set of axes, sketch the graphs of the probability density
functions of
(a) X .
(b) , the mean of a random sample of size 9 from this distribution.
(c) , the mean of a random sample of size 36 from this distribution.
4. (5.5-4). Let X equal the weight of the soap in a 6-pound box. Assume that the distribution of X is N(6.05, 0.0004).
(a) Find P(X < 6.0171).
(b) If nine boxes of soap are selected at random from the production line, find the probability that at most two boxes weigh less than 6.0171 pounds each. Hint: Let Y equal the number of boxes that
weigh less than 6.0171 pounds.
(c) Let be the sample mean of the nine boxes. Find P( ≤ 6.035).
5. (5.5-13). Let Z1 , Z2 , and Z3 have independent standard normal distributions, N(0, 1).
(a) Find the distribution of
Z1
=
^(Z2(2) + Z3(2))/2
(b) Show that
V =
has pdf f(v) = 1/ (π ^2 − v2 ) , − ^2 < v < ^2.
(e) Why are the distribution of W and V so different?
6. (5.5-14). Let T have a t distribution with r degrees of freedom. Show that E(T) = 0 provided that
r ≥ 2, and Var(T) = r/(r − 2) provided that r ≥ 3, by first finding E(Z), E(1/^U),E(Z2 ) , and
7. (5.5-16). Let n = 9 in the T statistic defined in Equation 5.5-2.
(a) Find t0 .025 so that P (−t0 .025 ≤ T ≤ t0 .025 ) = 0.95.
(b) Solve the inequality [−t0 .025 ≤ T ≤ t0 .025 ] so that µ is in the middle.
8. (5.6-5). Let X1 ,X2 , . . . ,X18 be a random sample of size 18 from a chi-square distribution with r = 1. Recall that µ = 1 and σ 2 = 2.
(a) How is Y = 对 Xi distributed?
(b) Using the result of part (a), we see from Table IV in Appendix B that
P(Y ≤ 9.390) = 0.05
and
P(Y ≤ 34.80) = 0.99
Compare these two probabilities with the approximations found with the use of the central limit theorem
9. (5.6-8). Let X equal the weight in grams of a miniature candy bar. Assume that µ = E(X) = 24.43 and σ 2 = Var(X) = 2.20. Let be the sample mean of a random sample of n = 30 candy bars.
Find
(a) E().
(b) Var().
(c) P(24.17 ≤ ≤ 24.82), approximately.
10. (5.6-14). Suppose that the sick leave taken by the typical worker per year has µ = 10, σ = 2, measured in days. A firm has n = 20 employees. Assuming independence, how many sick days should the firm budget if the financial officer wants the probability of exceeding the number of days budgeted to be less than 20%?
2023-05-02