Probstat/homework 2

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This is part of probstat.

Deadline: December 7th, 2014.

Part 1: Review of the normal distributions.

Part 2: Distribution of sample means.

2.1 Consider a discrete random variable where , , and .

(a) If we take a sample of size 2, and let be the sample mean. Describe the distribution of .

(b) If we take a sample of size 3, and let be the sample mean. Describe the distribution of . (Note: you can write a computer program to help you calculate the distribution. But if you don't, thinking about 9 cases is not too bad.)

Hint: To describe the distribution of normally distributed random variables, you can just specify their means and their variances (or s.d.'s).

2.2 Suppose that the population is normally distributed with mean and variance . Let be the mean of a sample of size 10. Describe the distribution of .

2.3 Find . (Hint: use the standard normal table to find the answer.)

2.4 Find . (Hint: use the standard normal table to find the answer.)

Part 3: Estimations and confidence intervals.

1. You take a sample of size 15 from a population with the known variance of 6. Let be the mean of the population. What is the probability that the sample mean is such that .

Note: this question has be corrected.

2. You take a sample of size 15 from a population with the known variance of 6. Let be the mean of the population. What is the probability that the sample mean is such that .

Note: this question has be corrected.

3. You take a sample of size 20 from a population with the known variance of 5. Let be the sample mean. Find the confidence interval for the confidence level of 90% and 95%.

4. You take a sample of size 10 from a population with an unknown variance. Let be the sample mean and let be the sample variance. Find the confidence interval for the confidence level of 95% and 99%. (Hint: use t-distribution.)

5. The following sample is taken from a population whose standard deviation is 10. Find the sample mean together with the confidence interval with the confidence level of 90%.

254.8364581731
232.9768161925
244.2857506108
241.4092424584
238.7415013585
238.8916551149
225.6090880531
243.1193936041
227.8234629926
235.6030158527

6. The following sample is taken from a population whose standard deviation is unknown. Find the sample mean together with the confidence interval with the confidence level of 90%. Is it possible to say that the population mean is greater than 0 with confidence level 90%? Why?

29.6788710493
30.2171658494
10.3209296273
-30.8989271632
-9.6774494881
19.862254862
1.6794611651
-4.5608921106
3.8877580944
-3.1861137644
51.6477880725
17.9539116735
21.3801555032
32.6735671462
6.1932339461