CHAPTER 7 ..

Estimation Using Confidence Intervals

7.2 a.

= E ( y ) = E y1 + y2 + E 1 n

( )

+ yn 1 = E [ y1 + y2 + n
+ E ( yn ) ] = 1 [ + + n

+ yn ]
+ ]

1 [ E ( y1 ) + E ( y2 ) + n 1 (n ) = n

= E n ( y + y + E 2 1 2

( )

+ yn ) = nE [ y1 + y2 +

+ yn ]

= n [ + +

+ ] = n(n ) = n 2

= E y1 + y2 = 1 E [ y + y ] = 1 [ E ( y ) + E ( y ) ] E 3 1 2 1 2 2 2 2

( )

1 2 = ( + ) = 2 2

= E y1 = 1 E ( y ) = 1 ( ) = E 4 1 n n n n

( )

and are unbiased 1 3 b. = V ( y ) = V y1 + y2 + V 1 n

( )

+ yn 1 = 2 V ( y1 + y2 + n + V ( yn ) ]

+ yn )

1 [V ( y1 ) + V ( y2 ) + n2 1 [ + + n2 + ] =

(assuming independence)

n = n2 n

Estimation Using Confidence Intervals

133

 = V y1 + y2 = 1 V ( y + y ) = 1 [V ( y ) + V ( y )] V 3 1 2 1 2 2 4 2 2

( )

1 2 = ( + ) = 4 4 2

is smallest. Since n > 2, the variance of 1 7.4 a.

y +y + E( y) = E 1 2 n + yn 1 = E [ y1 + y2 + n + yn ]

1 [ E ( y1 ) + E ( y2 ) + n 1 [ 2 + 2 + n

+ E ( yn ) ] 2 n = 2 n

= Bias = b.

+ 2 ] =

= E y = 1 E ( y ) = 1 (2 ) = E 2 2 2
= V y = 1 V ( y ) = 1 V y1 + y2 + V 2 4 n 2 2

( )

c.

( )

+ yn + V ( yn ) ]

1 V ( y1 + y2 + 4n 2

+ yn ) =

1 [V ( y1 ) + V ( y2 ) + 4n 2

1 2 2 + 2 2 + 4n 2

+ 2 2

1 2 2 = 2 n 2n 4n 2
2 + 2

7.6

a. b.

E ( y1 ) =

Bias = E ( y1 ) =

2 + = 1+ = 1 2 2 2

E [ 2( y1 1) ] = E [ 2 y1 2] = 2 E ( y1 ) E (2)
2 + = 2 2 2 = 2 + 2 =

134

Chapter 7

c.

V [ 2( y1 1) ] = V [ 2 y1 2] = V (2 y1 ) = 22V ( y1 ) = 4V ( y1 )

( 2) 2 ( 2) 2 = 4 = 3 12 7.8 a. The moment estimator of p is found by setting the 1st population moment, E ( yi ), equal to the first sample moment, y . For the binomial experiment E ( yi ) = p.
=y= Thus, the moment estimator p 1 y1 E E ( y) = E n nn = It is unbiased. c. If y1 , y2 , , yn is a random sample of n observations from a binomial distribution, then the likelihood function is:
n L = p y (1 p) n y y n Then, ln L = ln + y ln p + (n y ) ln(1 p) . y The derivative of ln L with respect to p is:
n

y
n
1

y . n + E ( yn ) ]

b.

= [ E( y ) + E( y ) + y n
i

i =1

1 [p+ p+ n

+ p] =

np =p n

1 1 d ln L y (n y ) = y + (n y ) (1) = dp p 1 p p 1 p Setting this equal to 0 and solving, we get: y (n y ) =0 1 p ) p ) p (n y ) = 0 y (1 p pn + py =0 y py =0 y pn y = p n

Estimation Using Confidence Intervals

135

d.

np y 1 ) = E = E ( y) = =p E( p n n n

It is unbiased. 7.10 a. If y1 , y2 , , yn is a random sample of n observations from a Gamma distribution, then the likelihood function is: L = p( y1 ) p( y2 )
y / e t

y e y1 / y e y2 / p ( yn ) = 1 2 2 2

y n e yn / 2

L=

2n

yi

Then ln L =

+ ln( yi ) 2n ln

The derivative of ln L with respect to is:

d ln L = d 1 1 ( y ) 2n =
i 2

yi
2

2n

Setting this equal to 0 and solving, we get:

2
i

2n

=0

y 2n = 0
=

yi

2n

y 2 + E ( yn ) ]

b.

= E y = E y1 + y2 + + yn = 1 [ E ( y ) + E ( y ) + E 1 2 2n 2 2n

( )

1 [ 2 + 2 + 2n

+ 2 ] =

2 n = 2n

136

Chapter 7

 = V y = V y1 + y2 + + yn = 1 [V ( y ) + V ( y ) + V 1 2 4n 2 2n 2

( )

+ V ( yn ) ]

1 2 2 + 2 2 + 4n 2

+ 2 2 =

2 n 2 2 = 2n 4n 2

7.12

If y1 y2

yn is a random sample of n observations from a normal distribution with mean 0 2 2 1 e y1 / 2 and the likelihood function is: and variance 2 , then f ( yi ) = 2
L = p( y1 ) p( y2 )
2 2 2 2 1 1 p ( yn ) = e y1 / 2 e y2 / 2 2 2 2 2 1 e yn / 2 2

1 i2 / 2 2 = e 2 1 Then, ln L = n ln 2 yi 2 2

= n ln(1) n ln 2 2

2 i

/ 2 2

= n ln(1) n ln 2 n ln 2

2 i

/ 2 2

The derivative of ln L with respect to is:

yi2 yi2 1 1 1 n d ln L = + = + n 2 2 2 d 2 2 2 2 2 2 2 2 2

( )

( )

Setting this equal to 0 and solving, we get:

yi n + =0 2 2 2 2 2
2 + n

( )
2 i

=0

2 = 7.14 a.

yi2

For confidence coefficient .99, = 1 .99 = .01 and /2 = .01/2 = .005. From Table 7, Appendix B, t.005 = 2.898 with degrees of freedom equal to n 1 = 18 1 = 17.

Estimation Using Confidence Intervals

137

b.

For confidence coefficient .95, = 1 .95 = .05 and /2 = .05/2 = .025. From Table 7, Appendix B, t.025 = 2.262 with degrees of freedom equal to n 1 = 10 1 = 9. For confidence coefficient .90, = 1 .90 = .10 and /2 = .10/2 = .05. From Table 7, Appendix B, t.05 = 1.761 with degrees of freedom equal to n 1 = 15 1 = 14.

c.

7.16

Using the pivotal statistic, z =

p p , the confidence interval for p is: pq n

p p z / 2 P ( z / 2 z z / 2 ) = P z / 2 pq n
pq pq = P z / 2 n p p z / 2 n pq = P p z / 2 n p p + z / 2 = P p + z / 2 or = P p z / 2 pq z / 2 p p n pq + z / 2 p p n pq n pq n

pq = 1 n pq = 1 n

z / 2 The 100(1 )% confidence interval for p is p 7.18

By Theorem 6.9, the sampling distribution of y is approximately normal with mean

y = = and standard deviation x = / n = / n . (The standard deviation of an

exponential distribution is .) Thus, z =
y has an approximate standard normal / n distribution. Using z as the pivotal statistic, the confidence interval for is:

y P ( z / 2 z z / 2 ) = P z / 2 z / 2 = 1 / n Now, substitute y for in the denominator. (We know the moment estimator for is y from Exercise 7.6)

138

Chapter 7

 y z / 2 = P z / 2 y / n y z / 2 y / n P z / 2 y/ n

)
)

= P y z / 2 y / n y + z / 2 y / n

= P y + z / 2 y / n y z / 2 y / n = 1 or = P y z / 2 y / n y + z / 2 y / n = 1

The 100(1 )% confidence interval for is y z / 2 y / n 7.20 a. E ( y1 y2 ) = E ( y1 ) E ( y2 ) y +y + = E 1 2 n1 = b. y1 + y2 + + yn E n2 + yn

1 1 ( n11 ) ( n2 2 ) = 1 2 n1 n2

V ( y1 y2 ) = V ( y1 ) + V ( y2 ) 2Cov( y1 , y2 ). Since the two samples are independent, Cov ( y1 , y2 ) = 0 . Thus, V ( y1 y2 ) = V ( y1 ) + V ( y2 ) y1 + y2 + = V n1 = + yn1 y1 + y2 + + yn2 +V n2 1 + V yn1 + 2 V ( y1 ) + V ( y2 ) + n
2

1 V ( y1 ) + V ( y2 ) + n12

( )

+ V yn2

( )

= c.

1 1 2 2 2 2 n n + = + 1 2 2 n1 n2 n12 n2

By Theorem 6.10, the sampling distribution of y1 and y2 are normal, and also, the sampling distribution of y1 y2 is normal. For any normal variable, if we subtract the mean and divide by the standard deviation, we get a standard normal random variable.

Estimation Using Confidence Intervals

139

Thus, z =

( y1 y2 ) ( 1 2 )

2
n1

2
n2

is a standard normal random variable.

7.22

We know from Exercise 7.20 that z =

( y1 y2 ) ( 1 2 ) has a standard normal distribution. 1 1 + n1 n2

2 1 2 2 1) s2

( n 1)s ) + ( n From Exercise 7.21, we know that

1

of freedom n1 + n2 2 .

) has a

distribution with degrees

( y1 y2 ) ( 1 2 ) ( y1 y2 ) ( 1 2 ) 1 1 1 1 + + n1 n2 n1 n2 ( y y ) ( 1 2 ) Thus, t = = = 1 2 2 2 1 2 (n1 1) s1 + (n2 1) s2 1 1 s s + 2 (n1 + n2 2) n1 n2 has a t distribution with df = n1 + n2 2 . 7.24 a. b. 7.26 a. b. The 95% confident interval is shown on the printout to be (1.63580, 2.12620). Since all of the values in the confidence interval fall below 2.5. we would not expect the average surface roughness to as high as 2.5 micrometers. The interval constructed in Exercise 2.39 was an interval within which 95% of all actual observations should fall. It is not trying to estimate the mean velocity. For confidence coefficient .95, = .05 and /2 = .05/2 = .025. From Table 5, Appendix B, z.025 = 1.96. The confidence interval is:
y z.025

s n

27,117 1.96

1,280 103

27,117 247.20 (26,869.8, 27,364.2)

We are 95% confident that the mean light velocity emitted from all galaxies in cluster A2142 is between 26,869.8 and 27,364.2 km/s. 7.28 For confidence coefficient .99, = .01 and /2 = .01/2 = .005. From Table 7 in Appendix B, t.005 = 2.845 with df = n 1 = 21 1 = 20. The 99% confidence interval is: y t.005 y y 2.845

3.27 2.845

.40 3.27 0.248 (3.022, 3.518) 21

We are 99% confident that the average Perry score for all undergraduate engineering students is between 3.022 and 3.518.

140

Chapter 7

7.30

a.

For confidence coefficient .95, = .05 and /2 = .05/2 = .025. From Table 7 in Appendix B, t.025 = 2.262 with df = n 1 = 10 1 = 9. The 95% confidence interval is: y t.025 y y 2.262

19.5 2.262

4.7 19.5 3.36 (16.14, 22.86) 10

We are 95% confident that the average SNR impedance change is between 2.985 and 3.555. b. The interval we created in Exercise 2.36 was an interval that contained most of the SNR impedance change values. This interval is attempting to estimate the average of all the SNR impedance change values. We would not expect the two intervals to be the same because they are attempting to estimate different values.

7.32

Some preliminary calculations:

y=

y = 6.44 = 1.073
n

s2 =

( y)
n 1 n

7.1804

6.442 6 = .0536 6 1

s = .0536 = .2316

a.

For confidence coefficient .95, = .05 and /2 = .05/2 = .025. From Table 7, Appendix B, with df = n 1 = 6 1 = 5, t.025 = 2.571. The confidence interval is: y t / 2 s .2316 1.073 2.571 1.073 .243 (.830, 1.316) n 6

We are 95% confident that the true average decay rate of fine particles produced from oven cooking or toasting is between .830 and 1.316. b. c. The phrase 95% confident means that in repeated sampling, 95% of all confidence intervals constructed will contain the true mean. In order for the inference above to be valid, the distribution of decay rates must be normally distributed.

Estimation Using Confidence Intervals

141

7.34

a.

Using a computer package, we find the 90% confidence interval for the true mean visible albedo value of all Canadian Arctic ice ponds
Descriptive Statistics N Lo 90% CI Mean Up 90% CI SD Minimum Maximum visible 504 0.3503 0.3602 0.3702 0.1356 0.0500

0.7700

b.

We are 90% confident that the true mean visible albedo value of all Canadian Arctic ice ponds is between 0.3503 and 0.3702. In repeated sampling 90% of the intervals created would contain the mean visible albedo value of all Canadian Arctic ice ponds.

c.

Breaking the data down by ice type, we get the following results:
Descriptive Statistics for icetype = First-year Variable visible N 88 Lo 90% CI 0.2718 Up 90% CI 0.3334

Descriptive Statistics for icetype = Multiyear Variable visible N 220 Lo 90% CI 0.3712 Up 90% CI 0.3914

Descriptive Statistics for icetype = Landfast Variable visible N 196 Lo 90% CI 0.3447 Up 90% CI 0.3802

We are 90% confident that the true mean visible albedo value of all first-year Canadian Arctic ice ponds is between 0.2718 and 0.3334. We are 90% confident that the true mean visible albedo value of all multiyear Canadian Arctic ice ponds is between 0.3712 and 0.3914. We are 90% confident that the true mean visible albedo value of all landfast Canadian Arctic ice ponds is between 0.3447 and 0.3802. 7.36 Let 1 = mean IBI value of the Muskingum river and 2 = mean IBI value of the Hocking river. The large sample confidence interval for 1 2 is

( y1 y2 ) z

2 s12 s2 + n1 n2

142

Chapter 7

For confidence coefficient .90, = .10 and /2 = .10/2 = .05. From Table 5 in Appendix B, z.05 = 1.645. The 90% confidence interval is: (.035 .340) 1.645 7.38 a. 1.0462 .9602 + = .305 .3237 (0.6287, 0.0187) 53 51

Using MINITAB, the descriptive statistics are:

Descriptive Statistics: Text-line, Witness-line, Intersection

Variable Text-lin WitnessIntersec Variab Text-lin WitnessIntersec N 3 6 5 Minimum 0.3350 0.1880 0.2850 Mean 0.3830 0.3042 0.3290 Maximum 0.4400 0.4390 0.3930 Median 0.3740 0.2955 0.3190 Q1 0.3350 0.2045 0.2900 TrMean 0.3830 0.3042 0.3290 Q3 0.4400 0.4075 0.3730 StDev 0.0531 0.1015 0.0443 SE Mean 0.0306 0.0415 0.0198

Let 1 = mean zinc measurement for the text-line, 2 = mean zinc measurement for the witness-line, and 3 = mean zinc measurement for the intersection.
2 = sp 2 (n1 1) s12 + ( n3 1) s3 (3 1).05312 + (5 1).04432 = = .00225 n1 + n3 2 3+5 2

For = .05, /2 = .05/2 = .025. Using Table 7, Appendix B, with df = n1 + n3 2 = 3 + 5 2 = 6, t.025 = 2.447. The 95% confidence interval is: 1 1 1 2 1 ( y1 y3 ) t / 2 sp + (.3830 .3290) 2.447 .00225 + 3 5 n1 n3 0.0540 .0848 (0.0308, 0.1388) We are 95% confident that the difference in mean zinc level between text-line and intersection is between 0.0308 and 0.1388. b.
2 = sp 2 2 + (n3 1) s3 (n2 1) s2 (6 1).10152 + (5 1).04432 = = .00660 n2 + n3 2 6+52

For = .05, /2 = .05/2 = .025. Using Table 7, Appendix B, with df = n2 + n3 2 = 6 + 5 2 = 9, t.025 = 2.262. The 95% confidence interval is: 1 1 1 2 1 ( y2 y3 ) t / 2 sp + (.3042 .3290) 2.262 .00660 + 6 5 n2 n3 0.0248 .1113 (0.1361, 0.0865)

Estimation Using Confidence Intervals

143

We are 95% confident that the difference in mean zinc level between witness-line and intersection is between 0.1361 and 0.0865. c. From parts a and b, we know that there is no difference in the mean zinc measurement between text-line and intersection and that there is no difference in the mean zinc measurement between witness-line and intersection. However, we did not compare the mean zinc measurement between text-line and witness-line which have sample means that are the furthest apart. Thus, we can make no conclusion about the difference between these two means. In order for the above inferences to be valid, we must assume: 1. 2. 3. The three samples are randomly selected in an independent manner from the three target populations. All three sampled populations have distributions that are approximately normal.
2 2 All three population variances are equal (i.e., 12 = 2 = 3 ).

d.

Since there are so few observations per treatment, it is hard to check the assumptions. 7.40 a. The large sample confidence interval for the difference between two means is:

( y1 y2 ) z / 2

12
n1

2 2

n2

For confidence coefficient .90, = 1 .90 = .10 and /2 = .10/2 = .05. From Table 5, Appendix B, z.05 = 1.645. The 90% confidence interval is:
(9.80 9.42) 1.645 .2926 .2293 + .38 .217 (.163, .597) 30 30

b.

No. We are 90% confident the difference in mean voltage readings is between .163 and .597. Since both values are greater than 0, there is evidence the mean voltage reading at the old location is greater than that at the new location.

7.42

Let 1 = mean surface deflection of mineral pavement subgrade and 2 = mean surface deflection of peat pavement subgrade. The large sample confidence interval for 1 2 is ( y1 y2 ) z
2 s12 s2 + n1 n2

For confidence coefficient .95, = .05 and /2 = .05/2 = .025. From Table 5 in Appendix B, z.05 = 1.96. The 95% confidence interval is:

144

Chapter 7

(1.53 3.80) 1.96

3.392 14.32 + = 2.27 4.585 (6.855, 2.315) 32 40

Because the value of 0 is contained in the confidence interval, we are unable to determine which pavement type, mineral or peat, has a higher average strength when using the 95% reliability level. 7.44 a. Let 1 = mean change in S V for sintering time of 10 minutes and 2 = mean change in S V for sintering time of 150 minutes. The large sample confidence interval for ( 1 2 ) is:

( y1 y2 ) z / 2

2 s12 s2 + n1 n2

For confidence coefficient .95, = 1 .95 = .05 and /2 = .05/2 = .025. From Table 5, Appendix B, z.025 = 1.96. The 95% confidence interval for ( 1 2 ) is: (73.60 299.5) 1.96 181.92 161.02 + 436.5 47.61 (388.89, 484.11) 100 100

We are 95% confident that the mean change in S V for sintering times of 10 minutes exceeds the mean change in S V for sintering times of 150 minutes. b. The 95% confidence interval for ( 1 2 ) is: (96.73 97.82) 1.96 2.12 1.52 + 1.09 .506 (1.596, .584) 100 100

We are 95% confident the mean change in VV for sintering times of 10 minutes is less than the mean change in VV for sintering times of 150 minutes. 7.46 Summary information yields the following for the differences: d = 0.13 and sd = 0.1393 . For confidence coefficient .95, = 1 - .95 = .05 and /2 = .05/2 = .025. From Table 7 in Appendix B with df = n - 1 = 11 - 1 =10, t.025 = 2.228 The 95% confidence interval is
d t sd n 0.1393 0.13 2.228 0.13 0.0936 11

(0.0364, 0.2236)

Estimation Using Confidence Intervals

145

Every value in the interval is above the value 0. We are 95% confident that the mean compression ratio of the standard method exceeds the mean compression ratio of the Huffman-based coding method. 7.48
Pair Difference 1 189 2 293 3 198 4 193 5 188 6 171 7 154

d=

d = 189 + 293 + 198 + 193 + 188 + 171 + 154 = 1386 = 198

n 7 7

2 sd =

( d )
n 1 n

(189) 2 +

+ (154) 2 7 1

(1386) 2 286324 274428 7 = 6

2 sd = 1982.67

2 sd = sd = 1982.67 = 44.527

Confidence coefficient .95 1 = .95 = 1 .95 = .05; /2 = .05/2 = .025. t / 2 = t.025 = 2.447 with n 1 = 6 degrees of freedom. The 95% confidence interval is: s 44.527 d t / 2 d = 198 2.447 = 198 41.18 7 n 7.50 a. Let 1 = mean severity of the drivers chest injury and 2 = mean severity of the passengers chest injury. The target parameter is D = 1 2, the difference in the mean severity of the drivers and passengers chest injuries. For each car, there are measures for the severity of the drivers chest injury and the severity of the passengers chest injury. Since both measurements came from the same car, they are not independent. Using MINITAB, the descriptive statistics for the difference data (driver chest passenger chest) are:

b.

c.

Descriptive Statistics: Crash-Diff

Variable Crash-Diff Variable Crash-Diff N 98 N* 0 Mean -0.561 SE Mean 0.557 StDev 5.517 Minimum -15.000 Q1 -4.000 Median Q3 0.000000000 3.000

Maximum 13.000

146

Chapter 7

For confidence coefficient .99, = .01 and /2 = .01/2 = .005. From Table 5, Appendix B, z.005 = 2.58. The 99% confidence interval is: yD z.005 d. sD 5.517 .561 2.58 .561 1.438 (1.999, 0.877) nD 98

We are 99% confident that the difference in the mean severity of chest injury between drivers and passengers is between 1.999 and 0.877. Since 0 is contained in this interval, there is no evidence of a difference in the mean severity of chest injuries between drivers and passengers. Since the sample size is so large (n = number of pairs = 98), the Central Limit Theorem applies. Thus, the only necessary condition is that the sample is random from the target population of differences. = The point estimate of p, the true driver phone cell use rate, is p To see if the sample size is sufficiently large: 3 p 3 p p pq .030(.970) .030 3 .030 .015 (.015, .045) 1,165 n y 35 = = .030 . n 1,165

e.

7.52

a. b.

Since this interval is wholly contained in the interval (0, 1), we may conclude that the normal approximation is reasonable. For confidence coefficient .95, = .05 and /2 = .05/2 = .025. From Table 5, Appendix B, z.025 = 1.96. The 95% confidence interval is: z.025 p 1.96 p p .030(.970) pq .030 1.96 .030 .010 (.020, .040) 1,165 n

We are 95% confident that the true driver phone cell use rate is between .020 and .040. 7.54 We first check the sample size by checking to make sure that both np 4 and nq 4. np = 150(.11) = 16.5 and nq = 150(.89) = 133.5 The sample can be considered sufficiently large and the confidence interval can be constructed. For confidence coefficient .95, = 1 - .95 = .05 and /2 = .05/2 = .025. From Table 5 in Appendix B, z.025 = 1.96. The 95% confidence interval is z p pq n .11 1.96 (.11)(.89) 150 .11 .050 (0.060, 0.160)

Estimation Using Confidence Intervals

147

7.56

a.

Two of the 26 buried till specimens have Al/Be ratios that exceed 4.5. The estimate of 2 = = 0.0769 . the proportion that exceed 4.5 is p 26 We first check the sample size by checking to make sure that both np 4 and nq 4. np = 26(.0769) = 2 and nq = 26(.9231) = 24 The sample cannot be considered sufficiently large and the confidence interval should not be constructed.

b.

7.58

The estimate of the proportion of U.S. design engineers who consider the shear wall of the building too lightly reinforced is:
Number of U.S. design engineers who consider the shear wall too lightly reinforced 36 = p = = .75 Total number of U.S. design engineers sampled 48

= 1 p = .25 and q
Confidence coefficient .95 = 1 = 1 .95 = .05; /2 = .05/2 = .025. From Table 5, Appendix B, t.025 = 1.96. The large-sample confidence interval for p, the population proportion of U.S. design engineers who consider the shear wall too lightly reinforced, is:
z / 2 p pq (.75)(.25) .75 1.96 .75 .1225 (.6275, .8725) n 48

7.60

a.

The point estimated for the true proportion of public wells with a detectable level of y 48 1 = 1 = = .40 . MTBE is p n1 120 The point estimated for the true proportion of private wells with a detectable level of y 22 1 = 1 = = .2136 . MTBE is p n1 103 For confidence coefficient .95, = 1 .95 = . 50 and /2 = .05/2 = .025. From Table 5 in Appendix B, z.025 = 1.96. The 95% confidence interval is 1 p 2 z p 1q 1 p q p + 2 2 n1 n2 (.40 .2136) 1.96 (.40)(.60) (.2136)(.7864) + 120 103

b.

c.

0.1864 .1181 (0.0683, 0.3045)

148

Chapter 7

d.

We are 95% confident that the difference between the proportion of public and private wells with a detectable level of MTBE is between 0.0683 and .3045. Since the entire interval is above the value 0, there is evidence to suggest that public wells have a higher proportion with a detectable level of MTBE.

7.62

The point estimated for the true proportion of world-class athletes that did not participate in y 159 1 = 1 = = .1916 . 2000 is p n1 830 The point estimated for the true proportion of world-class athletes that did not participate in y 133 2 = 2 = = .1612 . 1999 is p n2 825 For confidence coefficient .90, = 1 .90 = .10 and /2 = .10/2 = .05. From Table 5 in Appendix B, z.05 = 1.645. The 90% confidence interval is
1 p 2 z p 1q 1 p q (.1916)(.8084) (.1612)(.8388) p + 2 2 (.1916 .1612) 1.645 + n1 n2 830 825

.0304 .0308 (0.0004, 0.0612) We are 90% confident that the difference between the proportion of world-class athletes that did not participate in 2000 and the proportion that did not participate in 1999 is between .0004 and .0612. Since 0 is contained in the interval, there is not enough evidence to suggest that the new test was effective in deterring an athlete from participating in the 2000 Olympics. 7.64 a. The point estimated for the true proportion of flightless birds for the extinct species is y 21 1 = 1 = p = .5526 . n1 38 The point estimated for the true proportion of flightless birds for the nonextinct species y 7 2 = 2 = = .0897 . is p n2 78 For confidence coefficient .95, = 1 - .95 = . 50 and /2 = .05/2 = .025. From Table 5 in Appendix B, z.025 = 1.96. The 95% confidence interval is
1 p 2 z p 1q 1 p q (.5526)(.4474) (.0897)(.9103) p + 2 2 (.5526 .0897) 1.96 + n1 n2 38 78

.4629 .1703 (0.2926, 0.6332) b. Since the entire interval is contained above the value 0, we are 95% confident that the proportion of flightless birds is greater for the extinct species than for the nonextinct species. The confidence interval supports the theory.

Estimation Using Confidence Intervals

149

7.66

The point estimated for the accuracy rate of algorithm when applied to modules with y 20 1 = 1 = = .4082 . defective code is p n1 49 The point estimated for the accuracy rate of algorithm when applied to modules with correct y 400 1 = 1 = = .8909 . code is p n1 449 For confidence coefficient .99, = 1 - .99 = . 01 and /2 = .015/2 = .005. From Table 5 in Appendix B, z.005 = 2.576. The 99% confidence interval is
1 p 2 z p 1q 1 p q (.4082)(.5918) (.8909)(.1091) p + 2 2 (.4082 .8909) 2.576 + n1 n2 49 449

0.4827 .1848 (0.6675, 0.2979) 7.68 The confidence interval for 2 is: (n 1) s 2
2 2

(n 1) s 2

12 2

For confidence coefficient .95, = 1 .95 = .05 and /2 = .01/2 = .025. From Table 8 in 2 2 = 19.0228 and .975 = 2.70039. The 95% Appendix B, with df = n 1 = 10 1 = 9, .025 confidence interval is: (10 1)(4.7 2 ) (10 1)(4.7 2 ) 2 10.451 2 73.6227 19.0228 2.70039 We take the square root of these endpoints to get the 95% confident interval for .
3.2328 8.5804

We are 95% confident that the true standard deviation for the SNR impedance changes falls between 3.2328 and 8.5804. 7.70 From a computer package, we find the sample standard deviation is s = .1356, 2 2 ..050 = 556.2827 , and ..950 = 451.9908 . The confidence interval for 2 is: (n 1) s 2
2 2

(n 1) s 2

12 2

(504 1)(.13562 ) (504 1)(.13562 ) 2 0.01663 2 0.02046 556.2827 451.9908

150

Chapter 7

We are 90% confident that the true variance of the visible albedo values of all Canadian Arctic ice ponds falls between 3.2328 and 8.5804. In repeated sampling 90% of the intervals created would contain variance of the visible albedo values of all Canadian Arctic ice ponds. 7.72 The confidence interval for 2 is: (n 1) s 2 (n 1) s 2 2 2 2 1 /2 /2 For confidence coefficient .90, = 1 .90 = .10 and /2 = .10/2 = .05. From Table 8, 2 2 = 9.48773 and .95 = 0.710721 with n 1 = 5 1 = 4 df. The 90% Appendix B, .05 confidence interval is: (5 1)(.45) (5 1)(.45) 2 2 (.0854 2 1.1397) 9.48773 0.710721 7.74 a. b. c. 7.76 Using Table 11, Appendix B, with 1 = 15 and 1 = 12, F.025 = 3.18 Using Table 10, Appendix B, with 1 = 15 and 1 = 12, F.05 = 2.62 Using Table 9, Appendix B, with 1 = 15 and 1 = 12, F.10 = 2.10
2

2 The confidence interval for 12 2 is

s12 1 2 s2 i 12 12 i F 2( 2 ,1 ) 2 s2 F 2(1 , 2 ) 2 s2 For confidence coefficient .95, = 1 - .95 = .05 and /2 = .05/2 = .025. From Table 11 in Appendix B, F.025(31,39) 2.01. The 95% confidence interval is 3.392 1 12 3.392 12 2.01 .02796 i i 0.1130 2 2 14.32 2.01 2 14.32 2 Since the endpoints of this interval are both less than 1, we can say that we are 95% confident that the mineral subgrade surface deflection variance exceeds the peat subgrade surface deflection variance.

Estimation Using Confidence Intervals

151

7.78

2 . First, we must compute s12 and s2

s12 =

y12

( y )
1

n1 1

n1

=
2

23.5812

(12.3) 2 11 = .9828 11 1 (2.01) 2 3 = .0427 3 1

2 s2 =

2 y2

( y )
2

n2 1

n2

1.4321

2 is: The confidence interval for 12 / 2

s12 1 12 s12 i 2 F / 2( 2 ,1 ) 2 2 F / 2(1 , 2 ) 2 s2 s2

1 = n1 1 = 11 1 = 10 2 = n2 1 = 3 1 = 2
For confidence coefficient .90, = .90 = .10 and /2 = .10/2 = .05. From Table 10, Appendix B, F.05(10, 2) = 19.40 and F.05(2, 10) = 4.10. The 90% confidence interval is: .9828 1 2 .9828 2 i 12 i 4.10 1.186 1 94.367 2 .0427 19.40 2 .0427 2
2 since the entire interval exceeds 1. We are 90% confident 12 > 2

7.80

a.

2 is: The confidence interval for 12 / 2

s12 1 12 s12 i 2 i F / 2( 2 ,1 ) 2 2 F / 2(1 , 2 ) 2 s2 s2 For confidence coefficient .90, = 1 .90 = .10 and /2 = .10/2 = .05. From Table 10, Appendix B, F.05(4.4) = 6.39. The 90% confidence interval is: .452 1 12 .452 12 i i 1.63 6.39 .040 2 2 2 .892 6.39 2 .892 b. The two assumptions needed are: 1) 2) Both of the population distributions must have approximate normal distributions. The random samples must be selected in an independent manner from the two populations.

152

Chapter 7

7.82

For confidence coefficient .90, = .10 and /2 = .10/2 = .05. From Table 5, Appendix B, z.05 = 1.645. Since we have no estimate given for the value of p, we will use .5. The confidence interval is: n=
2 z 1.6452.5(.5) / 2 pq = 1,691.3 1,692 = ( H )2 .022

7.84

From Exercise 7.32, s = .2316. For confidence coefficient .95, = .05 and /2 = .05/2 = .025. From Table 5, Appendix B, z.025 = 1.96. n=
2 2 z 1.962 (.2316) 2 / 2 = = 128.786 129 ( H )2 .042

7.86

To choose the sample size for estimating the differences between two population means, we use the formula
z 2 2 2 n1 = n2 = ( 1 + 2 ) H
2

For confidence coefficient .95, = 1 .95 = .05 and /2 = .05/2 = .025. From Table 5 in 2 Appendix B, z.005 = 1.96. From Exercise 7.37, we have estimates of s12 = 372.49 and s2 = 153.76. 1.96 n1 = n2 = [372.49 + 153.76] = 8.985 n1 = n2 = 9 15 7.88 To choose the sample size for estimating a difference in proportions, we use the formula: z n1 = n2 = n = / 2 ( p1q1 + p2 q2 ) H For confidence coefficient .90, = 1 .90 = .10 and /2 = .10/2 = .05. From Table 5, Appendix B, z.05 = 1.645. Using p1 = p2 = .10 and q1 = q2 = .90, and H = .05, the sample sizes are: 1.645 n1 = n2 = n = [ (.10)(.90) + (.10)(.90)] = 194.8338 n1 = n2 = 195 .05
2 2 2

Estimation Using Confidence Intervals

153

7.94

xPoisson(n) p ( x ) =

(n )e n x!

Exp() f() =

g ( x ) = p ( x ) f ( ) / p ( x )
p ( x) = = =

e /

0 0 0

p ( x ) f ( ) d =

(n ) x e n 1 / e d x!

(n ) x 1 ( n +1/ ) nx 1 d = e x! x!

x e ( n +1/ ) d
( x + 1) " x!

( x +1) 1 /( / n +1)

d = n + 1

x +1

p ( x) =

(n ) x 1 /( n +1/ ) e d x! 1

= nx

( x +1) 1e ( / n +1)
( x + 1)
x +1

nx = n + 1

n n + 1 =x+1 Gamma with

x

g ( x ) =

( n ) x e n 1 / e x!
x +1

= K (

x +1) 1 /( / n +1)

=
7.96 a. b. c. d.

( n + 1)

The confidence coefficient is .95. In repeated sampling, 95% of the intervals created would contain the population mean rate. We are 95% confident that the population mean rate is contained in the interval 49.66 to 51.48. We must assume that the population rates of the passive samplers are approximately normally distributed.

154

Chapter 7

7.98

s We will use the formula y z / 2 y z / 2 as our 100(1 )% confidence n n interval for . a. For confidence coefficient .90 = 1 = 1 .90 = .10. /2 = .10/2 = .05. Using Table 5, Appendix B, z.05 = 1.645. y =.044, s = .884, n = 197. s .884 y z / 2 = .044 1.645 = .044 .104 (.06, .148) n 197 b. Since 0 is a believable value in our 90% confidence interval, we can state it is possible that this species of wasp has a tendency to inbreed.
2 is: The confidence interval for 12 / 2

7.100

a.

s12 1 2 s2 i 12 12 i F / 2( 2 ,1 ) 2 s2 F / 2(1 , 2 ) 2 s2 For confidence coefficient .90, = 1 .90 = .10 and /2 = .10/2 = .05. From Table 10, Appendix B, F.05 1.53 for 1 = 2 = 60 1 = 59 df (use 1 = 2 = 60 as an approximation). The 90% confidence interval is: 8.562 1 2 8.562 2 i 12 i 1.53 4.95 1 11.59 2 2 2 3.11 1.53 2 3.11 2 b. The two assumptions needed are: 1) 2) 7.102 Both of the population distributions must have approximate normal distributions. The random samples must be selected in an independent manner from the two populations.

The estimate of the proportion of American homeowners who do most of the home improvement/repair work themselves is: = p 705 = 1 p = 1 .47 = .53 = .47 q 1500

Confidence coefficient .95 = 1 = 1 .95 = .05. /2 = .05/2 = .025. From Table 5, Appendix B, z.025 = 1.96. The 95% confidence interval for the population proportion is: z / 2 p pq .47(.53) = .47 1.96 .47 .025 (.445, .495) n 1500

We are 95% confident the true proportion of all American homeowners who do most of the home improvement/repair work themselves falls between .445 and .495.

Estimation Using Confidence Intervals

155

7.104

First, we must compute the difference, di , between the CO 2 readings of the two fluid inclusions.
Day Inclusion FREO Inclusion FRITZ D 1 86.6 83.8 2.8 2 84.6 85.3 0.7 3 85.5 84.6 0.9 4 85.9 83.4 2.5
d=

d = 5.5 = 1.375
n 4

2 sd =

( d )
n

n 1

15.39

(5.5) 2 4 = 2.6092 4 1

Let 1 = mean CO 2 concentration of inclusion FREO and 2 = mean CO 2 concentration reading of inclusion FRITZ. The 95% confidence interval for d = 1 2 is: d t / 2 sd / n For confidence coefficient .95, = 1 .95 = .05 and /2 = .05/2 = .025. From Table 7, Appendix B, t.025 = 3.182 with df = n 1 = 4 1 = 3. The 95% confidence interval is: 1.375 3.182 7.106 a. 2.6092 1.375 2.570 (1.195, 3.945) 4

The respective differences ( y0 y2 ) are 4.4, 7.3, 4.8, 2.4, 4.7, 9.1 d=

d = 32.7 = 5.45
n 6

2 sd =

( d )
n

n 1

206.35

32.7 2 6 = 5.627 6 1

sd = 5.627 = 2.372 For confidence coefficient .95 = 1 = 1 .95 = .05 and /2 = .05/2 = .025. For df = n 1 = 6 1 = 5, t.025 = 2.571 from Table 7, Appendix B. The confidence interval is: s 2.372 d t / 2 d 5.45 2.571 5.45 2.490 (2.96, 7.94) n 6

156

Chapter 7

b.

Since 0 is not contained in the interval, there is evidence that exposure to GBE blocks cell activity. The confidence interval for is y z / 2 s / n For confidence coefficient .90, = 1 .90 = .10 and /2 = .10/2 = .05. From Table 5, Appendix B, z.05 = 1.645. For Late gabbro, the 90% confidence interval is: 3.04 1.645(.13) / 36 3.04 .036 (3.004, 3.076) For Massive gabbro, the 90% confidence interval is: 2.83 1.645(.11) / 148 2.83 .015 (2.815, 2.845) For Cumberlandite, the 90% confidence interval is: 3.05 1.645(.31) / 135 3.05 .044 (3.006, 3.094)

7.108

a.

b.

For Late gabbro, we are 90% confident that the mean density falls between 3.004 and 3.076 grams per cubic centimeter. For Massive gabbro, we are 90% confident that the mean density falls between 2.815 and 2.845 grams per cubic centimeter. For Cumberlandite, we are 90% confident that the mean density falls between 3.006 and 3.094 grams per cubic centimeter.

7.110

First, we must compute s 2 .

s2 =

( y)
n 1 n

302.87498

55.0342 10 = .0008684 = .0000965 10 1 9

The confidence interval for 2 is: (n 1) s 2 (n 1) s 2 2 2 2 1 /2 /2 For confidence coefficient .95, = 1 .95 = .05 and /2 = .05/2 = .025. From Table 8, 2 2 Appendix B, .025 = 19.0228 and .975 = 2.70039 with n 1 = 10 1 = 9 degrees of freedom. The 95% confidence interval is: (10 1)(.0000965) (10 1)(.0000965) 2 .0000457 2 .0003216 19.0228 2.70039 We are 95% confident the variance of the concentrations is between .0000457 and .0003216.

Estimation Using Confidence Intervals

157

7.112

a.

y1 + y2 + E ( y y2 ) = E n1
= 1 E y1 + y2 + n1

+ yn1

y1 + y2 + n2

+ yn2
+ yn2

+ yn1

1 E y1 + y2 + n2

1 ( 1 + 1 + n1

+ 1 )

1 ( 2 + 2 + n2

+ 2 )

n11 n22 = ( 1 2 ) n1 n2

( y1 y2 ) is an unbiased estimator of ( 1 2 ) b. y1 + y2 + V ( y1 y2 ) = V n1
= 1 V y1 + y2 + n12

+ yn1

y1 + y2 + n2

+ yn2
+ yn2

+ yn1

1 V y1 + y2 + 2 n2

1 ( 1 + 1 + n12

+ 1 )

1 + 2 + 2 ( 2 n2

+ 2 )

n11 n22 1 2 + 2 = + n1 n2 n12 n2

We would estimate this using 1 n1 c. + 2 n1 = y1 y2 + n1 n2

By Theorem 6.9, the sampling distribution of ( y1 y2 ) has an approximate normal distribution with mean y1 y2 = 1 2 and standard deviation

y1 y2 =

1
n1

2
n2

y1 y2 + n1 n2

158

Chapter 7

Using z as the pivotal statistic, the confidence interval for 1 2 is: y1 y2 ) ( 1 2 ) ( z / 2 = 1 P ( z / 2 z z / 2 ) = P z / 2 y1 y2 + n1 n2 y1 y2 y1 y2 z y y z + + = P ( ) ( ) / 2 1 2 1 2 / 2 n1 n2 n1 n2 y1 y2 y1 y2 = P ( y1 y2 ) z / 2 n + n ( 1 2 ) ( y1 y2 ) + z / 2 n + n 1 2 1 2 y1 y2 y1 y2 = P ( y1 y2 ) z / 2 n + n ( 1 2 ) ( y1 y2 ) + z / 2 n + n 1 2 1 2 =1 Thus, the 100(1 )% confidence interval for 1 2 is:

( y1 y2 ) z / 2
7.114 a.

y1 y2 + n1 n2

y has a normal distribution with y = = 0 and y = z= y

y2

y0

has a normal distribution.

z2 =

will have a 2 distribution with 1 degree of freedom.

b.

Using

y2

as the pivotal statistic,

2 y2 2 P 1 /2 = 1 1/2 2 1 y2 2 1 y2 = P 2 2 2 = P 2 2 2 1 /2 1 /2 /2 y /2 Thus, the 100(1 )% confidence interval for 2 is: y2 y2 , 2 2 / 2 1 / 2

Estimation Using Confidence Intervals

159

7.116

P ( z.025 y z.025 ) = P(1.96 y 1.96) = P( y 1.96 y + 1.96) = P ( y 1.96 y + 1.96) = .95 Thus, the 95% confidence interval for is y 1.96 .

7.118

Let g = y / . The density function of y is:

1 f ( y ) = 0 0 y otherwise

Since the range of y is 0 y , the range of g is: 0 / g / or 0 g 1

P( g g 0 ) = G ( g 0 ) = F ( y0 ) = P( y y0 ) where g 0 = y0 /
which implies y0 = g 0 Thus, F ( y0 ) = F ( g 0 ) =
g 0

y g 0 dy = = 0 = g 0 0 1

g 0

The cumulative distribution function of g is F ( g ) = g The density function of g is 1 Thus, f ( g ) = 0 dF ( g ) d [ g ] = =1 dg dg

0 g 1 otherwise
.95

y From the hint, P 0 < < .95 = 1 dy = .95 0

y 1 y Therefore, P 0 < < .95 = P > > = P > > = .95 y .95 .95
y or P < > = .95 .95

The 95% LCL is

y .95

160

Chapter 7