Mathematical Statistics with Applications
7th Edition
ISBN: 9780495110811
Author: Dennis Wackerly, William Mendenhall, Richard L. Scheaffer
Publisher: Cengage Learning
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Textbook Question
Chapter 11.5, Problem 29E
Let Y1, Y2, . . . , Yn be as given in Exercise 11.28. Suppose that we have an additional set of independent random variables W1, W2, . . . , Wm, where Wi is
11.28 Suppose that Y1, Y2, . . . , Yn are independent, normally distributed random variables with E(Yi) = β0 + β1 xi and V(Yi) = σ2, for i = 1, 2, . . . , n. Show that the likelihood ratio test of H0 : β1 = 0 versus Ha : β1 ≠ 0 is equivalent to the t test given in this section.
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A certain automobile manufacturer equips a particular model with either a turbo or a standard engine. Let X1 and X2 be fuel efficiencies for independently and randomly selected turbo and
standard cars, respectively. Assume the two random variables are normally distributed with the following parameters:
H = 22 and o,2 =1.44 (mean and variance of X1]
Hi = 26 and
= 2.25 [mean and variance of X2]
Define a random variable Y as the difference between the first engine minus three times the second engine, X, - 3X,
Find V(Y), the variance of the linear combination Y
Consider the one-way analysis of variance model
Xij = µ + a; + Eij, i= 1,.., m, j= 1,..., ni,
where ɛij ~ N(0,0²) are independent. Let n= n1 + · ·+ nm,
...
ni
1
ni
1
X;.
>Xii for i = 1,..., m, and X. = -
ΣΣΧ.
ni
j=1
i=1 j=1
(a) Show that SS(TO) = SS(T) + SS(E), where SS(TO) = E E
i=12j=1 (Xij – X..)²,
m
m
ni
SS(T) Σι (X.-Χ.) and SS(E) -ΣΣ (Χ- X.) .
i=1
i=1 j=1
Let Y1, Y2, Y3, Y4, and Y, be i.i.d. random variables from a population with mean µ and variance
o².
Further, let Y = (Y, +Y½ +Y3 +Y4+Y;) denote the average of these five random variables.
Now consider a different estimator of µ called W
w = }Y + }Y½ + }Y, + }Y, + Y,
What is the variance of W? That is, calculate Var|W]
Hint: Use the properties of expectations, variances, etc.
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Chapter 11 Solutions
Mathematical Statistics with Applications
Ch. 11.3 - If 0 and 1 are the least-squares estimates for the...Ch. 11.3 - Prob. 2ECh. 11.3 - Fit a straight line to the five data points in the...Ch. 11.3 - Auditors are often required to compare the audited...Ch. 11.3 - Prob. 5ECh. 11.3 - Applet Exercise Refer to Exercises 11.2 and 11.5....Ch. 11.3 - Prob. 7ECh. 11.3 - Laboratory experiments designed to measure LC50...Ch. 11.3 - Prob. 9ECh. 11.3 - Suppose that we have postulated the model...
Ch. 11.3 - Some data obtained by C.E. Marcellari on the...Ch. 11.3 - Processors usually preserve cucumbers by...Ch. 11.3 - J. H. Matis and T. E. Wehrly report the following...Ch. 11.4 - a Derive the following identity:...Ch. 11.4 - An experiment was conducted to observe the effect...Ch. 11.4 - Prob. 17ECh. 11.4 - Prob. 18ECh. 11.4 - A study was conducted to determine the effects of...Ch. 11.4 - Suppose that Y1, Y2,,Yn are independent normal...Ch. 11.4 - Under the assumptions of Exercise 11.20, find...Ch. 11.4 - Prob. 22ECh. 11.5 - Use the properties of the least-squares estimators...Ch. 11.5 - Do the data in Exercise 11.19 present sufficient...Ch. 11.5 - Use the properties of the least-squares estimators...Ch. 11.5 - Let Y1, Y2, . . . , Yn be as given in Exercise...Ch. 11.5 - Prob. 30ECh. 11.5 - Using a chemical procedure called differential...Ch. 11.5 - Prob. 32ECh. 11.5 - Prob. 33ECh. 11.5 - Prob. 34ECh. 11.6 - For the simple linear regression model Y = 0 + 1x...Ch. 11.6 - Prob. 36ECh. 11.6 - Using the model fit to the data of Exercise 11.8,...Ch. 11.6 - Refer to Exercise 11.3. Find a 90% confidence...Ch. 11.6 - Refer to Exercise 11.16. Find a 95% confidence...Ch. 11.6 - Refer to Exercise 11.14. Find a 90% confidence...Ch. 11.6 - Prob. 41ECh. 11.7 - Suppose that the model Y=0+1+ is fit to the n data...Ch. 11.7 - Prob. 43ECh. 11.7 - Prob. 44ECh. 11.7 - Prob. 45ECh. 11.7 - Refer to Exercise 11.16. Find a 95% prediction...Ch. 11.7 - Refer to Exercise 11.14. Find a 95% prediction...Ch. 11.8 - The accompanying table gives the peak power load...Ch. 11.8 - Prob. 49ECh. 11.8 - Prob. 50ECh. 11.8 - Prob. 51ECh. 11.8 - Prob. 52ECh. 11.8 - Prob. 54ECh. 11.8 - Prob. 55ECh. 11.8 - Prob. 57ECh. 11.8 - Prob. 58ECh. 11.8 - Prob. 59ECh. 11.8 - Prob. 60ECh. 11.9 - Refer to Example 11.10. Find a 90% prediction...Ch. 11.9 - Prob. 62ECh. 11.9 - Prob. 63ECh. 11.9 - Prob. 64ECh. 11.9 - Prob. 65ECh. 11.10 - Refer to Exercise 11.3. Fit the model suggested...Ch. 11.10 - Prob. 67ECh. 11.10 - Fit the quadratic model Y=0+1x+2x2+ to the data...Ch. 11.10 - The manufacturer of Lexus automobiles has steadily...Ch. 11.10 - a Calculate SSE and S2 for Exercise 11.4. Use the...Ch. 11.12 - Consider the general linear model...Ch. 11.12 - Prob. 72ECh. 11.12 - Prob. 73ECh. 11.12 - An experiment was conducted to investigate the...Ch. 11.12 - Prob. 75ECh. 11.12 - The results that follow were obtained from an...Ch. 11.13 - Prob. 77ECh. 11.13 - Prob. 78ECh. 11.13 - Prob. 79ECh. 11.14 - Prob. 80ECh. 11.14 - Prob. 81ECh. 11.14 - Prob. 82ECh. 11.14 - Prob. 83ECh. 11.14 - Prob. 84ECh. 11.14 - Prob. 85ECh. 11.14 - Prob. 86ECh. 11.14 - Prob. 87ECh. 11.14 - Prob. 88ECh. 11.14 - Refer to the three models given in Exercise 11.88....Ch. 11.14 - Prob. 90ECh. 11.14 - Prob. 91ECh. 11.14 - Prob. 92ECh. 11.14 - Prob. 93ECh. 11.14 - Prob. 94ECh. 11 - At temperatures approaching absolute zero (273C),...Ch. 11 - A study was conducted to determine whether a...Ch. 11 - Prob. 97SECh. 11 - Prob. 98SECh. 11 - Prob. 99SECh. 11 - Prob. 100SECh. 11 - Prob. 102SECh. 11 - Prob. 103SECh. 11 - An experiment was conducted to determine the...Ch. 11 - Prob. 105SECh. 11 - Prob. 106SECh. 11 - Prob. 107SE
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- Let X1, X2, ..., Xn be independent random variables, Xi ∼ N(µi, σ2i), i = 1, ..., n. Show that Pn i=1 Xi is normally distributed with mean µ = Pni=1 µi and variance σ2 = Pni=1 σ2i. Use the convolution property.arrow_forwardLet X1, X2, ..., X, be a random sample from N(µ, o²). Find the MSE (S?).arrow_forwardbe a random sample from N (H , oʻ) population. Find Xn Example 7: Let x1 , X2 , ... , sufficient estimators for µ and oʻ.arrow_forward
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