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University of Maryland *

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400

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Statistics

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May 8, 2024

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Confidence Intervals. 1. To determine an average weight of a bag of apples in certain supermarket 100 bags were examined. Assume that the wieghts of different bags are independent normal random variables with unknown mean μ and standard deviation σ = 0 . 5 . The mean weight of the bags under consideration was 2.8 lbs. (a) Construct confidence intervals for μ with confidence levels 90%, 95% and 99%. (b) How many bags need to be examined so that the length of the 99% confidence interval is less than 0.1 lbs? Solution. (a) The confidence interval with known variance has form x - σ n z α/ 2 , ¯ x + σ n z α/ 2 ] = [2 . 8 - 0 . 05 z α/ 2 , 2 . 8 + 0 . 05 z α/ 2 ] . So the answers are 90% CI: [2 . 8 - 0 . 05 × 1 . 65 , 2 . 8 + 0 . 05 × 1 . 65] = [2 . 7175 , 2 . 8825] 95% CI: [2 . 8 - 0 . 05 × 1 . 96 , 2 . 8 + 0 . 05 × 1 . 96] = [2 . 702 , 2 . 898] 99% CI: [2 . 8 - 0 . 05 × 2 . 33 , 2 . 8 + 0 . 05 × 2 . 33] = [2 . 6835 , 2 . 9165] (b) The width of the confidence interval is 2 σ * z α/ 2 / n = 2 × 0 . 5 × 2 . 33 n = 2 . 33 n . So n should satisfy 2 . 33 n 0 . 1 n 23 . 3 n 23 . 3 2 = 542 . 89 . So we need 543 bags. 2. 50 statistics students pick up 100 bags of apples each in 50 different Maryland stores and construct 95% confidence intervals using their data. Find the probability that exactly 3 students will come up with intervals which do not contain population mean. Solution. The number N of students who gets a wrong answer has binomial distribution with parameters (50 , 0 . 05) . So N is approximately Poissonian with parameter 50 × 0 . 05 = 2 . 5 . Thus P ( N = 3) e - 2 . 5 2 . 5 3 3! 0 . 21 . 3. A waiting time for a bus at John’s work has uniform distribution on the interval [0 , θ ] . During the first 10 days at work the maximal time John had to wait for the bus was 12 min. Construct 95% confidence interval for the maximal waiting time θ. Solution. P X max θ a = a 10 so P ( X max θ [ a, 1] = 1 - a 10 . If 1 - a 10 = 0 . 95 , then a = 0 . 05 1 / 10 0 . 74 . Thus the confidence interval is 0 . 74 X max θ 1 . The second inequlaity gives θ X max while the fist ones gives θ X max 0 . 74 . So the answer is 12 , 12 0 . 74 [12 , 16 . 22] . 4. An avergage water consumption for a certain home during 2011 was 135 gal/day with sample standard deviation of 25 gal/day. Compute large sample confidence interval for the mean water consumption at that home with confidence level 95%. 1
2 Solution. ¯ x - s n z α/ 2 , ¯ x + s n z α/ 2 = [135 - 25 365 × 1 . 96 , 135 + 25 365 × 1 . 96] = [132 . 44 , 137 . 56] . 5. A new drug given to 49 patients resulting in lowering their systolic blood pressure on average by 20 units with sample standard deviation of 10 units. Let μ be the mean drop in the blood pressure achived by the drug. Compute large sample lower 95% confidence bound for μ. Solution. μ ¯ x - s n × z α = 20 - 10 7 × 1 . 65 = 17 . 64 . 6. 62 out of 100 Maryland students admitted that they will not do homework assignment if it is ungraded. (a) Find the score confidence interval with confidence level 95% for the proportion of students who will not do homework if it is ungraded. (b) Compare this interval with large sample confidence interval using estimated variance. Solution. (a) The score CI is ˆ p + z 2 α/ 2 2 n - z α/ 2 q ˆ p (1 - ˆ p ) n + z α/ 2 4 n 2 1 + z 2 α/ 2 /n , ˆ p + z 2 α/ 2 2 n + z α/ 2 q ˆ p (1 - ˆ p ) n + z α/ 2 4 n 2 1 + z 2 α/ 2 /n = 0 . 62 + 1 . 96 2 200 - 1 . 96 q 0 . 68 × 0 . 32 100 + 1 . 96 2 40000 1 + 1 . 96 2 / 100 , 0 . 62 + 1 . 96 2 200 = 1 . 96 q 0 . 68 × 0 . 32 100 + 1 . 96 2 40000 1 + 1 . 96 2 / 100 = [0 . 522 , 0 . 709] (b) The large sample CI is " ˆ p - z α/ 2 r ˆ p (1 - ˆ p ) n , ˆ p + z α/ 2 r ˆ p (1 - ˆ p ) n # = " 0 . 62 - 1 . 96 r 0 . 62 × 0 . 38 100 , 0 . 62 + 1 . 96 r 0 . 62 × 0 . 38 100 # = [0 . 525 , 0 . 715] . 7. Calls to a technical support center of a certain company form Poisson process. During 168 hours the center received 210 calls. (a) Find the score confidence interval with confidence level 95% for the intensity of calls. (b) Compare this interval with large sample confidence interval using estimated variance. Solution. (a) We have ¯ x ≈ N ( λ, λ n ) . We score CI has form | ¯ x - λ | p λ/n = z α/ 2 . Thus ( λ - ¯ x ) 2 = z 2 α/ 2 λ n λ 2 - + ¯ x 2 = z 2 α/ 2 n λ λ 2 - 2 ¯ x + z 2 α/ 2 2 n ! λ + ¯ x 2 = 0 .
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