第 13 組

Week1
Question 1 Answer 1
Suppose that the following observations drawn 𝐻 : 𝜇 = 25
(1) { 0
from a normal population whose standard 𝐻1 : 𝜇 ≠ 25
deviation is .10. Test with α = 10 to determine (2) Significance level α = 0.1
whether there is enough evidence to conclude (3) 𝑋~𝑁(25, 10)
that the population mean differs from 25. (4) Rejection region:
10
RR = {𝑋 ≤ 25 − 1.64 × or
Observations: √10
21, 37, 33, 47, 28, 16, 29, 37, 41, 20 10
𝑋 ≥ 25 + 1.64 × }
√10
RR = {𝑋 ≤ 19.81 or 𝑋 ≥ 30.19}
21+37+33+47+28+16+29+37+41+20
(5) 𝑋0 = 10

309
𝑋0 = = 30.9 > 30.19
10
(6) ∵ 𝑋0 ∈ RR,
∴ rejecct 𝐻0 .

Therefore, there is enough evidence to conclude

that the population mean differs from 25.
Question 2 Answer 2
Normally, uncorrelated random variables Marginal densities of 𝑋 and 𝑌:
don’t imply independence among them. But −
(𝑥−𝜇𝑋 )
2
(𝑥−𝜇𝑋 )
−
2
1 2 1 2
there are exceptions. 𝑓𝑋 (𝑥 ) = 𝑒 2𝜎𝑋 , 𝑓𝑌 (𝑦) = 𝑒 2𝜎𝑋
√2𝜋𝜎𝑋 √2𝜋𝜎𝑋
Two normal random variables 𝑋 and 𝑌 has
means 𝜇𝑋 , 𝜇𝑌 , and standard deviations 𝜎𝑋 , 𝑋 and 𝑌 uncorrelated: 𝝆 = 𝟎.
𝜎𝑌 , respectively. The correlation coefficient of (𝑥−𝜇𝑋 )2 (𝑦−𝜇𝑦)
2
( )
𝐵 𝑥, 𝑦 = 𝜎 2 + 𝜎 2
𝐶𝑜𝑣(𝑋,𝑌) 𝑋 𝑦
𝑋 and 𝑌 is 𝜌 = 𝜎 𝜎 . The joint distribution
𝑋 𝑌

of 𝑋 and 𝑌 is called the bivariate normal 𝑓𝑋,𝑌 (𝑥, 𝑦)

distribution, and its probability density 1(𝑥−𝜇𝑋 )
2
(𝑦−𝜇𝑦 )
2
𝐵(𝑥,𝑦) − +
1 − 1 2 𝜎𝑋 2 2
function is: = 𝑒 2 = 2𝜋𝜎 𝑒 𝜎𝑦
𝑋 𝜎𝑌
2𝜋𝜎𝑋𝜎𝑌 √1−𝜌2
𝐵(𝑥,𝑦)
1 −
𝑓𝑋,𝑌 (𝑥, 𝑦) = 𝑒 2(1−𝜌2 )
2 2 2
2𝜋𝜎𝑋 𝜎𝑌 √1−𝜌 (𝑥−𝜇𝑋 ) (𝑥−𝜇𝑋 )
1 − 1 −
= 𝑒 2𝜎𝑋 2 𝑒 2𝜎𝑋 2 = 𝑓𝑋 (𝑥)𝑓𝑌 (𝑦)
where √2𝜋𝜎𝑋 √2𝜋𝜎𝑋
2
(𝑥−𝜇𝑋 )2 (𝑦−𝜇𝑦) 2𝜌(𝑥−𝜇𝑋 )(𝑦−𝜇𝑦)
𝐵(𝑥, 𝑦) = + − .
𝜎𝑋 2 𝜎𝑦 2 𝜎𝑋 𝜎𝑌 ⇒ independent (∵ 𝑓𝑋,𝑌 (𝑥, 𝑦) = 𝑓𝑋 (𝑥)𝑓𝑌 (𝑦))
Show that if 𝑋 and 𝑌 are uncorrelated, then
they are independent.
Question 3 Answer 3
Let p equal the proportion of drivers who use a seat perform a large sample hypothesis test to test
belt in a country that does not have a mandatory whether the value of p increased after the
seat belt law. It was claimed that p = 0.14. An advertising campaign.
advertising campaign was conducted to increase this
proportion. Two months after the campaign, y = 104 We test whether the data support rejection of the
out of a random sample of n = 590 drivers were null hypothesis H0 : p = 0.14 in favor of the
wearing their seat belts. Was the campaign right-tailed alternative hypothesis Ha : p > 0.14.
successful?
We will use the random variable
𝑝̂−𝑝
Z=
√𝑝(1−𝑝)/𝑛

hose distribution is approximately the standard

normal distribution, as the test statistic. We will test
at the significance level of α = 0.05. The approximate
rejection region is z > z0.05 = 1.645.

From the given data, the realized value of ˆp is ˆp =

104/590 .= 0.176 and, assume the null hypothesis is
true, the realized value of Z is
0.176 − 0.14
z= = 2.539
√p (0.14)(1 − 0.14)/590

and the approximate p-value of this test is

p = P(Z > 2.539) = 0.0056.
Since z > 1.645
these data support rejection of the null hypothesis
at the significance level of α = 0.05.

In fact, the p-value shows that these data would

support rejection of H0 in favor of Ha even at the
significance level of α = 0.01. These data certainly
support the claim that the p