Page 1 of 6 STA 5328, Homework #3 Due July 20, 2009

Ramin Shamshiri UFID # 90213353

Note: Problem numbers are according to the 6th text edition.
2 2 8.2. Suppose that 1 = 2 = , 1 = 1 , and 2 = 2 . Consider the estimator 3 = 1 + 1 2 .

a. Show that 3 is an unbiased estimator for . b. If 1 and 2 are independent, how should the constant a be chosen in order to minimize the variance of 3 ? Solution a: is an unbiased estimator if () = . Here we have (3 ) = [1 + 1 2 ] = (1 ) + 1 (2 ) = + 1 = + = Solution b: Recall that: + = 2 + 2 () Therefore, 3 = 1 + 1 2 = 2 1 + 1 2 (2 )
2 2 3 = 2 1 + 1 2 2

In order to find the minimum value of 3 for a critical point a, we should set the first derivative of 3 with respect to a equal to zero to find a. (3 ) =0 2 2 21 2 1 2 = 0 2 2 2 1 2 + 2 = 0 2 2 2 1 + 2 = 2

In order to check that the value of a will minimize 3 , we can either substitute a in 3 or we can use the second derivative test. 2 (3 ) 2 2 = 21 + 22 0 2

Using the second derivative test, it is confirmed that =

Due 07/20/09

Ramin Shamshiri

STA 5328, HW #3

Page 2 of 6 8.13. If Y has a binomial distribution with parameters n and p, then 1 = / is an unbiased estimator of p. Another estimator of p is 2 = ( + 1)/( + 2). a. Derive the bias of 2 . b. Derive (1 ) (2 ). c. For what values of p is (1 ) < (2 )? Solution a: The bias of a point estimator is given by = Therefore, 2 = 2 + 1 1 = = + 1 + 2 + 2 1 1 = + 1 + 2 + 2 1 + 1 ( + 2) = + = = + 2 + 2 + 2 + Solution b: (1 ) = 1 + 1 2 (1 ) 1 = , 1 = 0 () Therefore: ( ) = = (2 ) = 2 + 2 2 +1 2 = +2 , Recall that: + = 2 + 2 () 1 1 1 (1 ) 2 = + 1 = + 0 = 2 2 2 + 2 + 2 + 2 + 2 2 2 1 = + 2 2 2
2

1 2 = + 2

(2 ) =

1 + 2

1 2 + 2 + 2

+ +

Solution c: (1 ) 1 + 1 2 2 < + 2 2 2 + 2 1 2 1 1 2 < 0 + 2 2 1 1 2 2 < 0 4 42 + 4 42 + 4 42 < 0 2 8 + 4 4 + 8 + > 0 = 2 4 = 4 + 8 2 4 8 + 4 1 , 2 = 4 + 8

4 + 8 2 4 8 + 4 1 [ 4 + 8 2 4 8 + 4 ] + = = 2 2 8 + 4 2 4 8 + 4 + STA 5328, HW #3 Due 07/20/09

Therefore

Ramin Shamshiri

Page 3 of 6 8.24. In a study of the relationship between birth order and college success, an investigator found that 126 in a sample of 180 college graduates were first born or only children; in a sample of 100 nongraduates of comparable age and socioeconomic background, the number of firstborn or only children was 54. Estimate the difference in the proportions of first-born or only children for the two populations from which these samples were drawn. Give a bound for the error of estimation. Solution: 1 = 180, 2 = 100, 1 2 =? 1 = 1 = 126 2 = 54

1 126 = = 0.7 1 180 2 54 2 = = = 0.54 2 100 Estimating the difference in the proportions: 1 2 = 0.7 54 = . The bound error estimation using probability of 95%: 1 (1 1 ) 2 (1 2 ) 0.7(0.3) 0.54(0.44) + =2 + = 2 0.6042 = . 1 2 180 10

2 1 2 = 2

Ramin Shamshiri

STA 5328, HW #3

Due 07/20/09

Page 4 of 6 8.76. Do SAT scores for high school students fifer depending on the students intended field of study? Fifteen students who intended to major in engineering were compared with 15 students who intended to major language and literature. Given in the accompanying table are the means and standard deviations of the scores on the verbal and mathematics portion of the SAT for the two groups of students. Verbal = 446 s=42 = 534 s=45 Math = 548 s=57 = 517 s=52

Engineering Language/Literature

a. Construct a 95% confidence interval for the difference in average verbal scores of students majoring in engineering and of those majoring in language/literature. b. Construct a 95% confidence interval for the difference in average math scores of students majoring in engineering and of those majoring in language/literature. c. Interpret the results obtained in (a) and (b). d. What assumptions are necessary for the methods used previously to be valid? Solution a: 1 = 15 and 2 = 15, 1 = 42 and 2 = 45, 1 = 446 and 2 = 534 =
2 2 1 1 1 + 2 1 2 = 1 + 2 2

14 42

+ 14 45 28

= 43.525

95% confidence interval, (using t-table to find (0.025 , =28) ) 1 2 (/2, =28) 1 1 + = 446 534 2.048 43.525 1 2 1 1 + = . 15 15

= [. , . ] Solution b: 1 = 15 and 2 = 15, 1 = 57 and 2 = 52, 1 = 548 and 2 = 517 =

2 2 1 1 1 + 2 1 2 = 1 + 2 2

14 57

+ 14 52 28

= 54.557

95% confidence interval, (using t-table to find (0.025 , =28) ) 1 2 (/2, =28) 1 1 + = 548 517 2.048 54.557 1 2 1 1 + = . 15 15

= [. , . ] Solution c: It means that we are 95% confidence that the difference in average verbal scores of students majoring in engineering and of those majoring in language/literature is in the interval = 120.54, 55.46 . Since this interval contains only negative values, we can claim that it appears to be difference in the two mean verbal scores achieved by engineering and language students. Since the seconds interval, = [9.797,71.797], contains both positive and negative values, we cannot claim that there is difference in average math scores of engineering students and language students. In the other words, we do not have 95% confidence to claim which group has a larger mean. Solution d: Samples are independent 2 2 Equal variance assumption (1 = 2 )

Ramin Shamshiri

STA 5328, HW #3

Due 07/20/09

Page 5 of 6 8.79. A factory operates with two machines of type A and one machine of type B. The weekly repair costs X for type A machine are normally distributed with mean 1 and variance 2 . The weekly repair costs Y for machines of type B are also normally distributed but with mean 2 and variance 3 2 . The expected repair cost per week for the factory is thus 21 + 2 . If you are given a random sample X 1,X2,,Xn on costs of type A machines and an independent random sample Y1, Y2, ,Ym on costs for type B machines, show how you would construct a 95% confidence interval for 21 + 2 : a. If 2 is known. b. If 2 is not known. Solution a: Let = 21 + 2 and = 2 + The 95% Confidence interval for = 21 + 2 is: . ( ) < < + . ( )
2 2

Where = (2 + ) = 4 + = 2 + 1.96.

4 2

3 2

and = 0.25 = 1.96. Therefore:

2

4 2

3 2

< < (2 + ) + 1.96. (

4 2 3 2 + )

+ .

+ < + < (2 + ) + . +

Solution b: When 2 is not known, we should use pooled variance and t-distribution. Pooled variance, is calculated as follow: =
2 2 1 1 + 1 2 + 2

4 3 + In order to make an inference about the population variance 2 based on a random sample Y1, Y2, ,Ym from a normal population, a good estimator of 2 is the sample variance. (2 + ) /2 . 1 = 2 1 =1 1 2 =1 2 2 = 1 3
2 1

2 =

=1

=1

+ 2

+ .

Ramin Shamshiri

STA 5328, HW #3

Due 07/20/09

Page 6 of 6 6. Suppose on the average I will receive one phone call per evening. Show that under reasonable assumptions that the probability y that I will receive exact one phone call tonight is e -1 Solution

Ramin Shamshiri

STA 5328, HW #3

Due 07/20/09