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Mind-Expanding Exercises

10-80 The estimate of μ is given by X . Therefore X =


1
2
( )
X1 + X 2 − X 3 . The variance of X can be shown to

be V ( X ) = 1 ⎛⎜ σ 1 + σ 2 ⎞⎟ + σ 3 . Use s1, s2, and s3 as estimates for σ1 σ2 and σ3 respectively.


2 2 2


4 ⎝ n1 n2 ⎠ n3 ⎟
a) A 100(1 – α)% confidence interval on μ is then:
1 ⎛ s1 s 2 ⎞ s 32 1 ⎛ s12 s 22 ⎞ s 32
2 2
X − Zα / 2 ⎜ + ⎟+ ≤ μ ≤ X + Z ⎜ + ⎟+
4 ⎜⎝ n1 n 2 ⎟ n 4 ⎜⎝ n1 n 2 ⎟ n
α / 2
⎠ 3 ⎠ 3

b) A 95% confidence interval for μ is

⎛1 ⎞ 1 ⎛ 0.7 2 0.6 2 ⎞ 0.8 2 ⎛1 ⎞ 1 ⎛ 0.7 2 0.6 2 ⎞ 0.8 2


⎜ (4.6 + 5.2) − 6.1⎟ −1.96 ⎜⎜ + ⎟⎟ + ≤ μ ≤ ⎜ (4.6 + 5.2) − 6.1⎟ + 1.96 ⎜⎜ + ⎟+
⎝2 ⎠ 4 ⎝ 100 120 ⎠ 130 ⎝2 ⎠ 4 ⎝ 100 120 ⎟⎠ 130
−1.2 − 0.163 ≤ μ ≤ −1.2 + 0.163
−1.363 ≤ μ ≤ −1.037

Because zero is not contained in this interval, and because the possible mean difference (–1.363, –1.037) is
negative, we can conclude that there is sufficient evidence to indicate that pesticide three is more effective.
The V ( X − X ) = σ 1 + σ 2 and suppose this is to equal a constant k. Then, we are to minimize
2 2
10-81
1 2
n1 n2
σ 12 σ 22
C1n1 + C 2 n2 subject to + = k . Using a Lagrange multiplier, we minimize by setting the partial
n1 n2
⎛σ 2 σ2 ⎞
derivatives of f ( n1 , n2 , λ ) = C1n1 + C2 n2 + λ ⎜ 1 + 2 − k ⎟ with respect to n1, n2 and λ equal to zero.
⎜n ⎟
⎝ 1 n2 ⎠
These equations are
∂ λσ 2
f ( n1 , n2 , λ ) = C1 − 21 = 0 (1)
∂n1 n1
∂ λσ 2
f (n1 , n2 , λ ) = C2 − 2 2 = 0 (2)
∂n2 n2
∂ σ2 σ2
f (n1 , n2 , λ ) = 1 + 2 = k (3)
∂λ n1 n2
Upon adding equations (1) and (2), we obtain C + C − λ ⎛⎜ σ 1 + σ 2 ⎞⎟ = 0
2 2

1 2 ⎜n ⎟
⎝ 1 n2 ⎠
Substituting from equation (3) enables us to solve for λ to obtain C1 + C 2 = λ
k
Then, equations (1) and (2) are solved for n1 and n2 to obtain
σ 2 (C + C2 ) σ 2 (C + C2 )
n1 = 1 1 n2 = 2 1
kC1 kC2
It can be verified that this is a minimum and that with these choices for n1 and n2.
σ 12 σ 22 .
V (X1 − X 2 ) = +
n1 n2

10-1
10-82 Maximizing the probability of rejecting H 0 is equivalent to minimizing
⎛ ⎞ ⎛ ⎞
⎜ x1 − x2 ⎟ ⎜ δ δ ⎟
P⎜ − zα / 2 < < zα / 2 | μ1 − μ 2 = δ ⎟ = P⎜ − zα / 2 − < Z < zα / 2 − ⎟
σ1 σ 2
⎜ σ 12 σ 22 σ 12 σ 22

2 2
⎜ + ⎟ + +
⎝ n1 n 2 ⎠ ⎝ n1 n2 n1 n2 ⎠
δ
where z is a standard normal random variable. This probability is minimized by maximizing .
σ 12 σ 22
+
n1 n2

σ 12 σ 22
Therefore, we are to minimize + subject to n1 + n2 = N.
n1 n2

From the constraint, n2 = N − n1, and we are to minimize f (n ) = σ 1 + σ 2 . Taking the derivative of f(n1)
2 2

n1 N − n1
1

with respect to n1 and setting it equal to zero results in the equation − σ 1 + σ 22


2
= 0.
2
n1 ( N − n1 ) 2

Upon solving for n1, we obtain n = σ 1 N and n =


σ2N
σ1 + σ 2 σ1 + σ 2
1 2

Also, it can be verified that the solution minimizes f(n1).

10-83 a) α = P ( Z > z ε or Z < − z α −ε ) where Z has a standard normal distribution.


Then, α = P ( Z > zε ) + P ( Z < − zα − ε ) = ε + α − ε = α
b) β = P( − zα − ε < Z 0 < z ε | μ1 = μ 0 + δ)
x−μ0
β = P( − z α − ε < < z ε | μ 1 = μ 0 + δ)
σ2 /n
= P( − z α − ε − δ < Z < zε − δ )
2
σ /n σ2 /n
= Φ( z ε − δ ) − Φ( − z α − ε − δ )
σ2 /n σ2 /n

10-84 The requested result can be obtained from data in which the pairs are very different. Example:
pair 1 2 3 4 5
sample 1 100 10 50 20 70
sample 2 110 20 59 31 80
x1 = 50 x2 = 60
s1 = 36.74 s 2 = 36.54 s pooled = 36.64
Two-sample t-test : t 0 = −0.43 P-value = 0.68
xd = −10 s d = 0.707
Paired t-test: t 0 = −3162
. P-value ≈ 0

p1 pˆ 1
10-85 a) θ= and θˆ = and ln(θˆ) ~ N [ln(θ ), ( n1 − x1 ) / n1 x1 + ( n 2 − x 2 ) / n 2 x 2 ]
p2 pˆ 2

The (1 – α) confidence interval for ln(θ) can use the relationship ln(θˆ) − ln(θ )
Z= 1/ 4
⎛ ⎛ n1 − x1 ⎞ ⎛ n2 − x2 ⎞ ⎞
⎜⎜ ⎜ ⎟⎟
⎜ ⎜ n x ⎟⎟ + ⎜ n x ⎟ ⎟
⎝⎝ 1 1 ⎠ ⎝ 2 2 ⎠⎠

10-2
1/ 4 1/ 4
⎛ ⎛ n − x1 ⎞ ⎛ n 2 − x 2 ⎞ ⎞ ⎛ ⎛ n − x1 ⎞ ⎛ n2 − x 2 ⎞ ⎞
ln(θˆ) − Z α ⎜⎜ ⎜⎜ 1 ⎟⎟ + ⎜⎜ ⎟⎟ ⎟
⎟ ≤ ln(θ ) ≤ ln(θˆ) + Z α ⎜⎜ ⎜⎜ 1 ⎟⎟ + ⎜⎜ ⎟⎟ ⎟

2
⎝ ⎝ n1 x1 ⎠ ⎝ n 2 x 2 ⎠ ⎠ 2
⎝ ⎝ n1 x1 ⎠ ⎝ n2 x 2 ⎠ ⎠

b) The (1 – α) confidence interval for θ can use the CI developed in part (a) where θ = e^( ln(θ))

1/ 4 1/ 4
⎛⎛ n −x ⎞ ⎛ n −x ⎞⎞ ⎛⎛ n −x ⎞ ⎛ n −x ⎞⎞
− Zα ⎜⎜ ⎜ 1 1 ⎟ + ⎜ 2 2 ⎟ ⎟⎟ Zα ⎜⎜ ⎜ 1 1 ⎟ + ⎜ 2 2 ⎟ ⎟⎟
θˆe 2 ⎝ ⎝ n1 x1 ⎠ ⎝ n2 x2 ⎠ ⎠
≤ θ ≤ θˆe
2 ⎝ ⎝ n1 x1 ⎠ ⎝ n2 x2 ⎠ ⎠

c)
⎛⎛ n −x ⎞ ⎛ n −x ⎞⎞ ⎛⎛ n −x ⎞ ⎛ n −x ⎞⎞
− Zα ⎜ ⎜ 1 1 ⎟ + ⎜ 2 2 ⎟ ⎟ Zα ⎜ ⎜ 1 1 ⎟ + ⎜ 2 2 ⎟ ⎟
2⎜ ⎟ 2⎜ ⎟
θˆe ⎝ ⎝ n1 x1 ⎠ ⎝ n2 x2 ⎠ ⎠.25
≤ θ ≤ θˆe ⎝ ⎝ n1 x1 ⎠ ⎝ n2 x2 ⎠ ⎠.25

1/ 4 1/ 4
⎛ ⎛ 100 − 27 ⎞ ⎛ 100 −19 ⎞ ⎞ ⎛ ⎛ 100 − 27 ⎞ ⎛ 100 −19 ⎞ ⎞
−1.96⎜ ⎜ ⎟+⎜ ⎟⎟ 1.96⎜ ⎜ ⎟+⎜ ⎟⎟
1.42e ⎝ ⎝ 2700 ⎠ ⎝ 1900 ⎠ ⎠
≤ θ ≤ 1.42e ⎝ ⎝ 2700 ⎠ ⎝ 1900 ⎠ ⎠

0.519 ≤ θ ≤ 3.887

Because the confidence interval contains the value 1, we conclude that there is no significant difference in the
proportions at the 95% level of significance.

10-86 H 0 : σ 12 = σ 22
H1 : σ 12 ≠ σ 22
⎛ S12 σ 12 ⎞
β = P⎜⎜ f 2
< < f 2
| = δ ≠ 1⎟⎟
σ2
1− α / 2 , n1 −1, n 2 −1 α / 2 , n1 −1, n 2 −1
⎝ S22 2

⎛σ 2 S2 /σ 2 σ
2
σ2 ⎞
= P⎜⎜ 22 f 1−α / 2 , n1 −1, n2 −1 < 12 12 < 22 f α / 2 , n1 −1, n 2 −1 | 12 = δ ⎟⎟
⎝σ1
S2 / σ 2 σ 1 σ2 ⎠
S /σ1
2 2

where 12 2 has an F distribution with n1 − 1 and n2 − 1 degrees of freedom.


S2 / σ 2

10-3

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