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IN
STATISTICS
(MATH 2)
Gatab, Jem
Lavarez, Lester
Lebanan, Michael
Problem 8-1: For a normal population with known variance σ2, answer the following questions:
2.14𝜎 2.14𝜎
(a) What is the confidence level for the interval 𝑥̅ − ≤ 𝜇 ≤ 𝑥̅ + ?
√𝑛 √𝑛
2.49𝜎 2.49𝜎
(b) What is the confidence level for the interval 𝑥̅ − ≤ 𝜇 ≤ 𝑥̅ + ?
√𝑛 √𝑛
1.85𝜎 1.85𝜎
(c) What is the confidence level for the interval 𝑥̅ − ≤ 𝜇 ≤ 𝑥̅ + ?
√𝑛 √𝑛
2.00𝜎
(d) What is the confidence level for the interval 𝜇 ≤ 𝑥̅ + ?
√𝑛
1.96𝜎
(e) What is the confidence level for the interval 𝑥̅ − ≤ 𝜇?
√𝑛
SOLUTIONS:
𝛼 = (1 − 0.9772) = 0.0228
𝐶𝑜𝑛𝑓𝑖𝑑𝑒𝑛𝑐𝑒 𝐿𝑒𝑣𝑒𝑙 = (1 − 0.0228) 𝑥 100 = 97.72%
𝛼 = (1 − 0.9750) = 0.0250
𝐶𝑜𝑛𝑓𝑖𝑑𝑒𝑛𝑐𝑒 𝐿𝑒𝑣𝑒𝑙 = (1 − 0.0250) 𝑥 100 = 97.5%
ANSWERS:
a) 96.7656%
b) 98.72%
c) 93.56%
d) 97.72%
e) 97.5%
Problem 8.3: Consider the one-sided confidence interval expressions for a mean of a normal
population.
SOLUTIONS:
SOLUTIONS:
𝑍0.05
*For 95% CI; = 1.96
2
𝑍0.01
*For 99% CI; = 2.58
2
40
*𝐸 = = 20
2
*𝜎 = 20
𝑍 𝜎
*𝑛 = ( 2𝛼 × 𝐸)2
20 2
𝑛 = [(1.96) × ] = 3.86
20
n must be an integer, ∴ 𝑛 = 4
20 2
𝑛 = [(2.58) × ] = 6.66
20
n must be an integer, ∴ 𝑛 = 7
ANSWER:
a.) 4
b.) 7
PROBLEM 8.11: The yield of a chemical process is being studied. From previous experience, yield
is known to be normally distributed and σ = 3. The past five days of plant operation have resulted in the
following percent yields: 91.6, 88.75, 90.8, 89.95, and 91.3. Find a 95% two-sided confidence interval on
the true mean yield.
SOLUTION:
*σ = 3 (standard deviation)
91.6 + 88.75 + 90.8 + 89.95 + 91.3
* 𝑀𝑒𝑎𝑛 𝑜𝑓 𝑠𝑎𝑚𝑝𝑙𝑒 = 5
= 90.48
𝑍𝛼
For 95% two-sided CI, 𝛼 = 0.05 , = 1.96
2
𝑍𝛼 𝑆 𝑍𝛼 𝑆
∴ 𝑥̅ − ≤ 𝜇 ≤ 𝑥̅ +
2 √𝑛 2 √𝑛
3 3
→ 90.48 − (1.96 × ) ≤ 𝜇 ≤ 90.48 + (1.96 × )
√5 √5
→ 87.85 ≤ 𝜇 ≤ 93.1096
ANSWERS:
87.85 ≤ 𝜇 ≤ 93.1096
PROBLEM 8-27: A random sample has been taken from a normal distribution. Output from a
software package follows:
SOLUTION:
∑ 𝑥𝑖 251.848
𝑀𝑒𝑎𝑛 = 𝑥̅ = = = 𝟐𝟓. 𝟏𝟖𝟒𝟖
𝑁 10
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝜎 2 = (1.605)2 = 𝟐. 𝟓𝟕𝟔
*𝛼 = 0.05, 𝑛 = 10
∗ 𝑑𝑒𝑔𝑟𝑒𝑒𝑠 𝑜𝑓 𝑓𝑟𝑒𝑒𝑑𝑜𝑚 = 𝑛 − 1 = 10 − 1 = 9
∴ 𝑡𝛼, 𝑛−1 = 𝑡0.025, 9 = 2.262 (𝑓𝑟𝑜𝑚 𝑇𝑎𝑏𝑙𝑒 𝑜𝑛 𝑝𝑎𝑔𝑒 745)
2
𝑆 𝑆
𝑥̅ − 𝑡𝛼, 𝑛−1
× ≤ 𝜇 ≤ 𝑥̅ + 𝑡𝛼, 𝑛−1
×
2 √𝑛 2 √𝑛
1.605 1.605
25.1848 − 2.262 × ≤ 𝜇 ≤ 25.1848 + 2.262 ×
√10 √10
𝟐𝟒. 𝟎𝟑𝟕 ≤ 𝝁 ≤ 𝟐𝟔. 𝟑𝟑𝟑
ANSWER:
SOLUTION:
𝑆 𝑆
𝑥̅ − 𝑡𝛼, 𝑛−1
× ≤ 𝜇 ≤ 𝑥̅ + 𝑡𝛼, 𝑛−1
×
2 √𝑛 2 √𝑛
3645.94 3645.94
60,139.7 − 2.131 ( ) ≤ 𝜇 ≤ 60,139.7 + 2.131 ( )
√16 √16
𝟓𝟖, 𝟏𝟗𝟕. 𝟑𝟐 ≤ 𝝁 ≤ 𝟔𝟐, 𝟎𝟖𝟐. 𝟎𝟕𝟒𝟓
ANSWER:
(c) Construct a 95% lower confidence bound on the mean strength. Compare this bound with the lower
bound of the two-sided confidence interval and discuss why they are different.
SOLUTION:
a.) The data values are on the horizontal axis and the standardized normal scores are on the
vertical axis.
If the data contains n data values, then the standardized normal scores in table III
𝑗−0.5
corresponding to an area of (or the closest area) with j ∈ {1,2,3, …, n}.
𝑛
The smallest standardized score corresponds with the smallest data value, the second
smallest standardized score corresponds with the second smallest data value, and so on.
The normal probability plot does not contain strong curvature and the pattern is roughly
linear, then we can conclude that the data values are approximately normally distributed.
b.) The mean is the sum of all values divided by the number of values:
2216 + 2237 + 2249 + 2204 + 2225 + 2301 + 2281 + 2263 + 2318 + 2255 + 2275 + 2295
𝑥̅ =
12
≈ 2,259.9167
n is the number of values in the data set.
n=12
The variance is the sum of squared deviations from the mean divided by n – 1. The standard
deviation is the square root of the variance:
(2216 − 2259.9167)2 + ⋯ + (2295 − 2259.9167)2
𝑠=√ ≈ 35.5693
12 − 1
Determine the t-value by looking in the row starting with degrees of freedom df = n-1= 12-1 =
11 and in the column with (1-c)/2= (1-95%)/2=0.025 in table V:
tα/2=2.201
The confidence interval is:
𝑠 𝑠
x̅ - tα/2·· 𝑛 to x̅ + tα/2·· 𝑛
√ √
Simplify:
2237.3169 to 2282.5165
c.)
2216 + 2237 + 2249 + 2204 + 2225 + 2301 + 2281 + 2263 + 2318 + 2255 + 2275 + 2295
𝑥̅ =
12
≈ 2,259.9167
n is the number of values in the data set.
n=12
The variance is the sum of squared deviations from the mean divided by n – 1. The standard
deviation is the square root of the variance:
(2216 − 2259.9167)2 + ⋯ + (2295 − 2259.9167)2
𝑠=√ ≈ 35.5693
12 − 1
Determine the t-value by looking it the row starting with degrees of freedom df = n-1 =12-1 =
11 and in the column with 1-c = 1-95% = 0.05 in table V:
tα/2=1.796
The lower bound is then:
𝑠
μ ≥ x̅ - tα/2··
√𝑛
35.5693
μ ≥ 2259.9167 – 1.796·
√12
Simplify:
μ ≥ 2241.4754
Answers:
(a) Approximately normally distributed
(b) 2237.3169 to 2282.5165
(c) μ ≥ 2241.4754
CHAPTER 7
PROBLEM 9-33: A hypothesis will be used to test that a population mean equals 10 against the
alternative that the population mean is more than 10 with known variance σ. What is the critical value
for the test statistic Z0 for the following significance levels?
SOLUTIONS:
b.) 𝑍𝛼 = 𝑍0.05 = 𝟏. 𝟔𝟒𝟓 (from the cumulative standard normal distribution table)
ANSWERS:
a.) 2.33
b.) 1.645
c.) 1.28
Problem 9-47: Super cavitation is a propulsion technology for undersea vehicles that can greatly
increase their speed. It occurs above approximately 50 meters per second when pressure drops
sufficiently to allow the water to dissociate into water vapor, forming a gas bubble behind the vehicle.
When the gas bubble completely encloses the vehicle, super cavitation is said to occur. Eight tests were
conducted on a scale model of an undersea vehicle in a towing basin with the average observed speed
𝑥̅ = 102.2 meters per second. Assume that speed is normally distributed with known standard deviation
σ = 4 meters per second.
(a) Test the hypothesis H0: μ = 100 versus H1: μ <100 using α = 0.05.
(c) Compute the power of the test if the true mean speed is as low as 95 meters per second.
(d) What sample size would be required to detect a true mean speed as low as 95 meters per second if
you wanted the power of the test to be at least 0.85?
(e) Explain how the question in part (a) could be answered by constructing a one-sided confidence
bound on the mean speed.
SOLUTIONS:
𝑥̅ −𝑢𝑜 102.2−100
𝑧= 𝜎 = = 1.56
4/√8
√𝑛
−𝑍0.05 = −1.645 (Using the one-sided test)
δ = μ – μo = 95 – 100 = -5
𝛿 √𝑛 5√8
β = 1 – Φ (−𝑍𝑑 − ) = 1 – Φ (−1.645 − )
𝜎 4
∴ β = 1 – Φ(1.89) = 0.0294
→ 𝑃𝑜𝑤𝑒𝑟 𝑜𝑓 𝑡𝑒𝑠𝑡, 1 − β = 1 − 0.0294 = 𝟎. 𝟗𝟕𝟎𝟔
Req’d Sample Size:
𝜎2 42
𝑛 = (𝑍𝛼 + 𝑍𝛽 )2 = (𝑍0.05 + 𝑍0.15 )2
𝛿2 52
16
𝑛 = (1.645 + 1.04)2 = 𝟒. 𝟔𝟏 ≈ 𝒏 = 𝟓
25
11-7. The number of pounds of steam used per month by a chemical plant is thought to be related to
the average ambient temperature (in °F) for that month. The past year’s usage and temperatures are in
the following table:
(a) Assuming that a simple linear regression model is appropriate, fit the regression model relating
steam usage (y) to the average temperature (x). What is the estimate of σ2? Graph the regression line.
(b) What is the estimate of expected steam usage when the average temperature is 55°F?
(c) What change in mean steam usage is expected when the monthly average temperature changes by
1°F?
(d) Suppose that the monthly average temperature is 47°F. Calculate the fitted value of y and the
corresponding residual.
SOLUTION:
𝒏
∑ 𝑥𝑖 = 558
𝑖=1
𝒏
∑ 𝑥𝑖2 = 29256
𝑖=1
𝒏
∑ 𝑦𝑖 = 5062.24
𝑖=1
𝒏
∑ 𝑦𝑖2 = 2416143.6836
𝑖=1
𝒏
∑ 𝑥𝑖 𝑦𝑖 = 265864.63
𝑖=1
n = 12
a.)
∑𝑛𝑖=1 𝑥𝑖 ∑𝑛𝑖=1 𝑦𝑖 558(5062.24)
∑𝑛𝑖=1 𝑥𝑖 𝑦𝑖 − 265864.63 −
̂1 =
𝛽 𝑛 = 12 ≈ 9.2084
𝑛 2 2
(∑ 𝑥𝑖 ) (558)
∑𝑛𝑖=1 𝑥𝑖2 − 𝑖=1 29256 − 12
𝑛
̂0 + 𝛽
𝑦̂ = 𝛽 ̂1 𝑥̅ = −6.3355 + 9.2084𝑥
𝒏 2 𝑛
(∑𝑛𝑖=1 𝑦𝑖 ) ∑𝑛𝑖=1 𝑥𝑖 ∑𝑛𝑖=1 𝑦𝑖
̂1 𝑆𝑥𝑦 =
𝑆𝑆𝐸 = 𝑆𝑆𝑇 − 𝛽 ∑ 𝑦𝑖2 − ̂
− 𝛽1 (∑ 𝑥𝑖 𝑦𝑖 − )
𝑛 𝑛
𝑖=1 𝑖=1
(5064.24)2 558(5062.24)
= 2,416,143.6836 − − 0.1086 (265,864.63 − ) ≈ 37.7461
12 12
𝑆𝑆𝐸 37.7461
𝜎2 ≈ = ≈ 3.7746
𝑛−2 12 − 2
*Basing on the graph, there is an increase of 0.1086, because the slope is 0.1086 and the slope I the
average increase/decrease of y per unit x
Evaluating the least squares regression line (𝑥̅ = 47):
̂0 + 𝛽
𝑦̂ = 𝛽 ̂1 𝑥̅ = −6.3355 + 9.2084(47) = 𝟒𝟐𝟔. 𝟒𝟓𝟕𝟓
ANSWERS:
̂0 + 𝛽
a. 𝑦̂ = 𝛽 ̂1 𝑥̅ = −6.3355 + 9.2084𝑥, 𝜎 2 ≈ 3.7746
b. 500.1244
c. increase of 0.1086
d. 426.4575, -1.6175
CHAPTER 9
PROBLEM 13-7: 13-7. The compressive strength of concrete is being studied, and four different
mixing techniques are being investigated. The following data have been collected.
(a) Test the hypothesis that mixing techniques affect the strength of the concrete. Use α = 0.05
(b) Find the P-value for the F-statistic computed in part (a)
Mixing
Compressive Strength (psi)
Technique
1 3129 3000 2865 2890
2 3200 3300 2975 3150
3 2800 2900 2985 3050
4 2600 2700 2600 2765
SOLUTIONS:
𝐻𝑜 : 𝜇1 = 𝜇2 = 𝜇3 = 𝜇4
𝐻1 : 𝑛𝑜𝑡 𝑎𝑙𝑙 𝑜𝑓𝜇1 , 𝜇2 , 𝜇3 , 𝜇4 𝑎𝑟𝑒 𝑒𝑞𝑢𝑎𝑙
2
(∑ 𝑥𝑇𝑂𝑇 )2 469092
𝑆𝑆𝑇𝑂𝑇 = ∑ 𝑥𝑇𝑂𝑇 − = 138,172,041 − ≈ 643648.4375
𝑁 16
𝑆𝑆𝐵𝐸𝑇 ≈ 489,740.1875
𝑑. 𝑓.𝐵𝐸𝑇 = 𝑘 − 1 = 4 − 1 = 3
𝑑. 𝑓.𝑊 = 𝑁 − 𝑘 = 16 − 4 = 12
𝑆𝑆𝐵𝐸𝑇 489,740.1875
𝑀𝑆𝐵𝐸𝑇 = = = 163,246.7292
𝑑. 𝑓.𝐵𝐸𝑇 3
𝑆𝑆𝑊 153,908.25
𝑀𝑆𝑊 = = = 12,825.6875
𝑑. 𝑓.𝑊 312
*The v we obtain from Table IV in the row dfn = 3 and dfd = 12:
P < 0.01
therefore
ANSWERS:
a. Yes
b. P < 0.01