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MA20228: Statistics for Business I

Assessed Coursework 1
Alberto Martn Izquierdo (ami29)
A
To simulate the 11 on-hold times in the cells A1:A11, we use the Random Number
Generator built in the Excel Analysis ToolPak, by setting the following parameters to these
values:

Number of Variables:
1
Number of Random Numbers:11
Distribution:
Normal
Mean:
2.7
Standard deviation:
0.6
Output range:
$A$1:$A$11

B
To simulate the 11 speaking times in the cells B1:B11, we can follow the same steps as
before, changing only the value of the following parameters:

Mean:
Standard deviation:
Output range:

5.8
0.9
$B$1:$B$11

C
Typing =AVERAGE(A1:A11) in the cell A13 calculates the mean value of the observed
on-hold times.
D
The formula =PERCENTRANK.INC(B1:B11,5.5) in the cell B13 computes the
proportion of speaking times that are shorter than or equal to 5.5 minutes. Therefore,
=1-PERCENTRANK.INC(B1:B11,5.5) will compute the proportion of speaking times
that are longer than 5.5 minutes.

The expected number is one minus the


CDF evaluated at 5.5, since
that is the probability of observing a speaking time longer than 5.5. The formula
=1-NORM.DIST( 5.5,5.8,0.9,1) in the B14 cell returns a value of p=0.631.
We can consider each observation as a Bernoulli trial with probability of success
(being longer than 5.5) equal to p=0.631. Then, the number of successes
has

distribution and the proportion of successes,


distribution as n tends to infinity.

, approaches

E
To add the two variables, we type =A1+B1 in the cell C1 cell and then select and drag
down to C11. This new variable is normally distributed, with mean the sum of the means
and variance the sum of the variances. This is,

In the cell C13, the formula =PERCENTILE.INC(C1:C11,0.4)returns how long


the 40% longest call lasted. The expected value for this quantity is the number that
cumulates a probability of 0.4 under the distribution of the sum of the two variables.
In Excel, it is calculated by =NORM.INV(0.4,2.7+5.8,SQRT(0.6^2+0.9^2)),
which returns 8.226 in the cell C14.

F
In cell C15, =CORREL(A1:A11,C1:C11) gives the correlation between the two samples.

Let A and B be the on-hold and speaking times respectively, the expected value of the
correlation between A and A+B is

The statistic for the test is

, which is calculated in cell A14 with the formula

=SQRT(11)*ABS(A13-2.7)/0.6, which returns a value of 0.060 for this sample.


H
Since the test is double-sided, the critical value of the 5%-level test is computed by
=NORM.S.INV(0.975), which returns the famous 1.96 in cell A15.
In cell A16, the p-value for this particular sample is computed:
=2*(1-NORM.S.DIST(A14,1)), which returns a value of 0.952, so the null hypothesis
is not rejected for this sample at 5% level.

Given that the null hypothesis is true, it is expected to reject the null hypothesis
for
of the simulated samples.