Solutions to STA 4032 Assignment 5

7-38.a)

b)

c)The value of alpha that minimizes the standard error is:

d)With a = 4 and n1=2n2, the value of alpha to choose is 8/9. The arbitrary value of =0.5 is too small and will result in a larger standard error. With =8/9 the standard error is

If =0.5 the standard error is

7-44.

7-46.

7-52a) cannot be unbiased since it will always be less than a.

b) bias = .

c)

d) P(Yy)=P(X1, …,Xn y)=(P(X1y))n=. Thus, f(y) is as given. Thus,

bias=E(Y)-a = .

e) For any n >1, n(n+2) > 3n so the variance of is less than that of . It is in this sense that the second estimator is better than the first.

8-4a) 95% CI for

b) .95% CI for

c) 99% CI for

d) 99% CI for

e) When n is larger, the CI will get narrower. The higher the confidence level, the wider the CI.

8-14.a) 95% Two-sided CI on the true mean life of a 75-watt light bulb

For  = 0.05, z/2 = z0.025 = 1.96 , and x = 1014,  =25 , n=20

b) 95% One-sided CI on the true mean life

For  = 0.05, z = z0.05 =1.65 and  x = 1014,  =25 , n=20

The lower bound of the one sided confidence interval is lower than the lower bound of the two-sided confidence interval even though the level of significance is the same. This is because all of the Type I probability (or  is in the left tail (or in the lower bound).

8-3295% confidence interval on mean peak power

8-42.95% lower bound confidence for the mean wall thickness

given = 4.05 s = 0.08 n = 25

t,n-1 = t0.05,24 = 1.711

4.023 

There is high confidence that the true mean wall thickness is greater than 4.023 mm.

8-56a) 99% two-sided confidence interval on 2

and

b) 99% lower confidence bound for 2

For  = 0.01 and n = 10, 21.67

c) 90% lower confidence bound for 2

For  = 0.1 and n = 10, 14.68

d) The lower confidence bound of the 99% two-sided interval is less than the one-sided interval. The lower confidence bound for 2 is in part (c) is greater because the confidence is lower.

8-64a) 95% Confidence Interval on the true proportion of helmets showing damage

b)

c)