Applied Statistics and Probability For Engineers, 5th Edition

Applied Statistics and Probability for Engineers, 5th edition
10 February 2010
CHAPTER 7
Section 7-2
7-1.
The proportion of arrivals for chest pain is 8 among 103 total arrivals. The proportion = 8/103.
7-2.
The proportion is 10/80 =1/8.
7-3.
P(2.560 X 2.570) = P
2.560 2.565
0.008 / 9
X/ n
2.570 2.565
0.008 / 9
= P(1.875 Z 1.875) = P( Z 1.875) P( Z 1.875)

= 0.9696 0.0304 = 0.9392
7-4.
X i ~ N (100,10 2 )
X = 100 X =
n = 25
10
=2
25
P[(100 1.8(2)) X (100 + 2)] = P (96.4 X 102)

= P 96.42100
/ n
102 2100
= P ( 1.8 Z 1) = P ( Z 1) P ( Z 1.8)
= 0.8413 0.0359 = 0.8054
7-5.
X = 520 kN / m 2 ; X =
P ( X 525 ) = P
25
= 10.206
6
525 520
10 . 206
= P ( Z 0 . 4899 ) = 1 P ( Z 0 .4899 )
= 1 0 .6879 = 0 . 3121
7-6.
n=6
X =
n = 49
=
n
= 1.429
3.5
X =
n
= 0.5
X is reduced by 0.929
psi
7-7.
Assuming a normal distribution,
7-1
3.5
49
X = 13237; X =
345
= 154.289
5
P (17230 X 17305) = P
17230 13237
154.289
17237
X/ n 17305
154.289
10 February 2010
= P(0.045 Z 0.4407) = P( Z 0.44) P( Z 0.045)

= 0.6700 0.482 = 0.188
7-8.
X =
7-9.
2 = 25
50
X =
= 22.361 psi = standard error of X
n
2
5
n = = = 11.11 ~ 12
X 1.5
7-10.
Let Y = X 6
X =
a + b (0 + 1)
=
=
2
2
1
2
X = X
X2 =
X2 =
(b a) 2
=
12
2
n
1
12
12
1
12
1
144
X = 121
Y = 12 6 = 5 12
1
Y2 = 144
1
Y = X 6 ~ N (5 12 , 144
) , approximately, using the central limit theorem.
7-11.
n = 36
X =
a + b (3 + 1)
=
=2
2
2
X =
(b a + 1) 2 1
=
12
X = 2, X =
z=
2/3
36
(3 1 + 1)2 1
= 8 =
12
12
2/3
6
X
/ n
Using the central limit theorem:
7-2
2
3
P(2.1 < X < 2.5) = P 2.21/ 32 < Z <
2.5 2
2/3
6
10 February 2010
= P(0.7348 < Z < 3.6742)

= P( Z < 3.6742) P( Z < 0.7348)
= 1 0.7688 = 0.2312
7-12.
X = 8.2 minutes
X = 15
. minutes
n = 49
X =
15
.
= 0.2143
49
X = X = 8.2 mins
Using the central limit theorem, X is approximately normally distributed.

a) P ( X < 10) = P( Z <
10 8.2
) = P( Z < 8.4) = 1
0.2143
8.2
10 8.2
<Z <
)
b) P(5 < X < 10) = P( 05.2143
0.2143
= P ( Z < 8.4) P ( Z < 14.932) = 1 0 = 1
c) P ( X < 6) = P( Z <
6 8.2
) = P ( Z < 10.27) = 0
0.2143
7-13.
n1 = 16
n2 = 9
1 = 75
1 = 8
2 = 70
2 = 12
X 1 X 2 ~ N ( X X , 2 + 2 )
1
X1
~ N ( 1 2 ,
~ N (75 70,
n1
82
16
+
+
X2
22
n2
12 2
9
~ N (5,20)
a) P ( X 1 X 2 > 4)
P(Z >
4 5
)
20
= P ( Z > 0.2236) = 1 P ( Z 0.2236)

= 1 0.4115 = 0.5885
b) P (3.5 X 1 X 2 5.5)
P( 3.5205 Z
5.5 5
20
) = P ( Z 0.1118) P( Z 0.3354)
= 0.5445 0.3687 = 0.1759

7-14.
If B = A , then X B X A is approximately normal with mean 0 and variance

Then, P ( X B X A > 3.5) = P ( Z >
3.5 0
20.48
B2
25
A2
25
= 20.48 .
) = P ( Z > 0.773) = 0.2196
The probability that X B exceeds X A by 3.5 or more is not that unusual when B and A are
equal. Therefore, there is not strong evidence that B is greater than A .
7-15.
Assume approximate normal distributions.
7-3

2
( X high X low ) ~ N (60 55, 416 +
42
16
10 February 2010
~ N (5,2)
P ( X high X low 2) = P( Z
2 5
)
2
= 1 P( Z 2.12) = 1 0.0170 = 0.983
Section 7-3
7-16.
s
1.815
=
= 0.4058
a)
n
20
Variance = 2 = 1.8152 = 3.294
SE Mean = X =
b) Estimate of mean of population = sample mean = 50.184

7-17.
s
10.25
= SE Mean
= 2.05 N = 25
N
N
3761.70
Mean =
= 150.468
25
Variance = S 2 = 10.252 = 105.0625
Sum of Squares
ss
Variance =
105.0625 =
SS = 2521.5
25 1
n 1
a)
b) Estimate of mean of population = sample mean = 150.468

7-18.
a)
b)
7-19.
()
E =E
()
n
i =1
(X
Bias = E =
7-20.
2n
Xi
E X 1 = E i =1
2n
( )
E (X 2 )
n
Xi
= E i =1
n
X ) / c = (n 1) 2 / c
2
( n 1) 2 2 = 2 ( n 1 1)
c
2n
= 1 E X = 1 (2n ) =
i
2n
i =1 2n
n
= 1 E X = 1 (n ) = ,
i
n
i =1 n
The variances are V (X1 ) =
2
2n
and V (X 2 ) =
X 1 and X 2 are unbiased estimators of .
2
n
7-4
; compare the MSE (variance in this case),
10 February 2010
1
MSE (1 ) 2 / 2n
n
= 2
=
=
2
2
n
/n
MSE ( 2 )
Since both estimators are unbiased, examination of the variances would conclude that X1 is the
better estimator with the smaller variance.
7-21.
( )
1
[E ( X 1 ) + E ( X 2 ) +
7
( )
1
[E (2 X 1 ) + E ( X 6 ) + E ( X 7 )] = 1 [2 + ] =
2
2
E 1 =
E 2 =
+ E ( X 7 )] =
1
1
(7 E ( X )) = (7 ) =
7
7
a) Both 1 and 2 are unbiased estimates of since the expected values of these statistics are
equivalent to the true mean, .
( )
X 1 + X 2 + ... + X 7 1
= 2 (V ( X 1 ) + V ( X 2 ) +
7
b) V 1 = V
V (1 ) =
( )
+ V ( X 7 )) =
1
1
(7 2 ) = 2
49
7
2
7
1
2 X1 X 6 + X 4 1
= 2 (V (2 X 1 ) + V ( X 6 ) + V ( X 4 ) ) = 4 (4V ( X 1 ) + V ( X 6 ) + V ( X 4 ))
2
2
1
= 4 2 + 2 + 2
4
1
= (6 2 )
4
V 2 = V
3 2
V ( 2 ) =
2
Since both estimators are unbiased, the variances can be compared to select the better
estimator. The variance of 1 is smaller than that of 2 , 1 is the better estimator.
7-22.
Since both 1 and 2 are unbiased, the variances of the estimators can compared to select the
better estimator. The variance of 2 is smaller than that of 1 thus 2 may be the better estimator.
Relative Efficiency =
7-23.
E (1 ) =
MSE (1 ) V (1 ) 10
=
=
= 2.5
4
MSE ( 2 ) V ( 2 )
E ( 2 ) = / 2
Bias = E ( 2 )
=
2
2
V (1 ) = 10
V ( 2 ) = 4
For unbiasedness, use 1 since it is the only unbiased estimator.

As for minimum variance and efficiency we have:
(V (1 ) + Bias 2 )1
where bias for 1 is 0.
(V ( ) + Bias 2 )
2
Thus,
(10 + 0)
40
=
2
16
+ 2
4 +
If the relative efficiency is less than or equal to 1, 1 is the better estimator.
7-5

Use 1 , when
40
(16 + 2 )
10 February 2010
1
40 (16 + 2 )
24 2
4.899 or 4.899
If 4.899 < < 4.899 then use 2 .

For unbiasedness, use 1 . For efficiency, use 1 when 4.899 or 4.899 and use 2 when
4.899 < < 4.899 .
7-24.
E (1 ) =
No bias
V (1 ) = 12 = MSE(1 )
E ( 2 ) =
No bias
V ( 2 ) = 10 = MSE( 2 )
MSE( 3 ) = 6 [note that this includes (bias2)]

Bias
To compare the three estimators, calculate the relative efficiencies:
E ( 3 )
7-25.
MSE (1 ) 12
=
= 1 .2 ,
MSE ( 2 ) 10
since rel. eff. > 1 use 2 as the estimator for
MSE (1 ) 12
=
=2,
MSE ( 3 ) 6
MSE ( 2 ) 10
=
= 1 .8 ,
MSE ( 3 ) 6
Conclusion:
3 is the most efficient estimator with bias, but it is biased. 2 is the best unbiased estimator.
n1 = 20, n2 = 10, n3 = 8
Show that S2 is unbiased:
20 S12 + 10 S 22 + 8S 32
E S 2 = E
38
1
=
E 20S12 + E 10S 22 + E 8S 32
38
1
1
=
20 12 + 10 22 + 8 32 =
38 2 = 2
38
38
( )
( (
) (
) ( ))
Therefore, S2 is an unbiased estimator of 2 .
(X i X )
n
7-26.
Show that
i =1
is a biased estimator of 2 :
a)
7-6

n
2
(X i X )
E i =1
10 February 2010
2
1 n
1 n
1 n
2
E ( X i nX ) = E X i2 nE X 2 = 2 + 2 n 2 +
n i =1
n
n i =1
n i =1
2
1
1
= n 2 + n 2 n 2 2 = ((n 1) 2 ) = 2
n
n
n
( )
( )
(X X ) is a biased estimator of 2 .
i
2
b) Bias = E
(X
2
i
nX
)
2
=2
2
n
2 =
2
n
c) Bias decreases as n increases.
7-27.
( )
a) Show that X 2 is a biased estimator of 2. Using E X2 = V( X) + [ E ( X) ]2
( )
E X2 =
1
n2
2
2
1 n
1 n
n

E
X
V
X
E
X
=
+
i n2
i
i
n 2 i =1
i =1 i =1
2 n 2 1
2
n + =
n 2 + (n )
2
n
i =1
2
1
2
2 2
2
n
n
E
X
=
+ 2
n2
n
Therefore, X 2 is a biased estimator of .2
=
)( )
( )
b) Bias = E X 2 2 =
2
n
+ 2 2 =
2
n
c) Bias decreases as n increases.

7-28.
a) The average of the 26 observations provided can be used as an estimator of the mean pull force
because we know it is unbiased. This value is 336.36 N.
b) The median of the sample can be used as an estimate of the point that divides the population
into a weak and strong half. This estimate is 334.55 N.
c) Our estimate of the population variance is the sample variance or 54.16 N2. Similarly, our
estimate of the population standard deviation is the sample standard deviation or 7.36 N.
d) The estimated standard error of the mean pull force is 7.36/26 = 1.44. This value is the
standard deviation, not of the pull force, but of the mean pull force of the sample.
e) No connector in the sample has a pull force measurement under 324 N.
7-29.
Descriptive Statistics
Variable
N
Oxide Thickness 24
Mean
423.33
Median
424.00
7-7
TrMean
423.36
StDev
9.08
SE Mean
1.85
10 February 2010
a) The mean oxide thickness, as estimated by Minitab from the sample, is 423.33 Angstroms.
b) Standard deviation for the population can be estimated by the sample standard deviation, or 9.08
Angstroms.
c) The standard error of the mean is 1.85 Angstroms.
d) Our estimate for the median is 424 Angstroms.
e) Seven of the measurements exceed 430 Angstroms, so our estimate of the proportion requested is 7/24
= 0.2917
7-30.
1
1
E ( X ) = np = p
n
n
p (1 p )
b) We know that the variance of p is
so its standard error must be
n
a) E ( p ) = E ( X n) =
p (1 p )
. To
n
estimate this parameter we would substitute our estimate of p into it.
7-31.
a) E ( X1 X 2 )
b) s.e. =
= E ( X1) E ( X 2 ) = 1 2
V ( X 1 X 2 ) = V ( X 1 ) + V ( X 2 ) + 2COV ( X 1 , X 2 ) =
12
n1
22
n2
This standard error could be estimated by using the estimates for the standard deviations
of populations 1 and 2.
c)
(n1 1) S12 + (n2 1) S 2 2

1
(n1 1) E ( S12 ) + (n2 1) E ( S2 2 )
E (S p ) = E
=
n1 + n2 2
n1 + n2 2
1
n +n 2 2
(n1 1) 12 + (n2 1) 2 2 ) = 1 2
=
=2
n1 + n2 2
n1 + n2 2
2
7-32.
a) E( ) = E(X1 + (1 ) X 2 ) = E( X1) + (1 )E( X 2 ) = + (1 )

b)
s.e.( ) = V ( X 1 + (1 ) X 2 ) = 2 V ( X 1 ) + (1 ) 2 V ( X 2 )
= 2
= 1
c)
12
n1
+ (1 ) 2
22
n2
= 2
12
n1
+ (1 ) 2 a
2 n 2 + (1 ) 2 an 1
n1 n 2
The value of alpha that minimizes the standard error is:

=
an1
n2 + an1
7-8
12
n2
10 February 2010
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
s.e.( ) = 1
(8 / 9 ) 2 n 2 + (1 / 9 ) 2 8 n 2
2n 2
0 .667 1
n2
If =0.5 the standard error is

s.e.( ) = 1
7-33.
a)
b)
E(
( 0 .5) 2 n 2 + ( 0 .5) 2 8 n 2
2n 2
1 .0607 1
n2
X1 X 2
1
1
1
1
)=
E( X 1 )
E ( X 2 ) = n1 p1
n2 p 2 = p1 p 2 = E ( p1 p 2 )
n1
n2
n1
n2
n1
n2
p1 (1 p1 ) p 2 (1 p 2 )
+
n1
n2
c) An estimate of the standard error could be obtained substituting

for
p2 in the equation shown in (b).
d) Our estimate of the difference in proportions is 0.01

e) The estimated standard error is 0.0413
7-9
X1
for
n1
p1 and
X2
n2

Section 7-4
7-34.
f ( x) = p(1 p) x 1
n
L( p) = p(1 p) xi 1
i =1
= p (1 p)
n
n
xi
i =1
n
ln L( p ) = n ln p + xi n ln(1 p )
i =1
n
i
ln L( p) n
= i =1
1 p
p
p
x n
0
(1 p )n p xi n
i =1
0=
p (1 p )
n
n np p xi + pn
0=
i =1
p (1 p )
n
0 = n p xi
i =1
p =
x
i =1
7-35.
f ( x) =
e
x!
L ( ) =
i =1
e
e
=
xi !
xi
n
xi
i =1
x !
i
i =1
i =1
i =1
ln L( ) = n ln e + x i ln ln x i !
d ln L( )
1 n
= n + xi 0
d
i =1
n
n+
n
x
i =1
x
i =1
=0
= n
n
x
i =1
7-10
10 February 2010

7-36.
10 February 2010
f ( x) = ( + 1) x
n
L( ) = ( + 1) xi = ( + 1) x1 ( + 1) x2 ...
i =1
= ( + 1) n xi
i =1
ln L( ) = n ln( + 1) + ln x1 + ln x2 + ...
n
= n ln( + 1) + ln xi
i =1
n
n
ln L( )
=
+ ln xi = 0
+ 1 i =1
n
n
= ln xi
+1
i =1
n
= n
1
ln xi
i =1
7-37.
f ( x) = e
( x )
L( ) = e ( x ) = ne
for x
(x
i =1
n
x n

i =1
=e
i =1
ln L( , ) = n ln x i n
i =1
d ln L( , ) n
= x i n 0
d
i =1
n
= x i n
i =1
= n / x i n
i =1
1
=
x
The other parameter cannot be estimated by setting the derivative of the log likelihood with
respect to to zero because the log likelihood is a linear function of . The range of the likelihood
is important. The joint density function and therefore the likelihood is zero for <
Min( X 1 , X 2 ,, X n ) . The term in the log likelihood -n is maximized for as small as possible
within the range of nonzero likelihood. Therefore, the log likelihood is maximized for estimated
with Min( X 1 , X 2 ,, X n ) so that = xmin
b) Example: Consider traffic flow and let the time that has elapsed between one car passing a fixed
point and the instant that the next car begins to pass that point be considered time headway. This
headway can be modeled by the shifted exponential distribution.
Example in Reliability: Consider a process where failures are of interest. Suppose that a unit is
put into operation at x = 0, but no failures will occur until period of operation. Failures will
occur only after the time .
7-11
7-38.
n x e x
L( ) = i
2
i
i =1
10 February 2010
x
ln L( ) = ln( xi ) i 2n ln
1
2n
ln L( )
=
xi
2
Setting the last equation equal to zero and solving for theta yields
n
7-39.
xi
i =1
2n
E( X ) =
a0 1 n
= X i = X , therefore: a = 2 X
n i =1
2
The expected value of this estimate is the true parameter so it is unbiased. This estimate is
reasonable in one sense because it is unbiased. However, there are obvious problems. Consider the
sample x1=1, x2 = 2 and x3 =10. Now x = 4.37 and a = 2 x = 8.667 . This is an unreasonable
estimate of a, because clearly a 10.
1
x2
a) c (1 + x ) dx = 1 = (cx + c
) = 2c
2 1
1
1
7-40.
so that the constant c should equal 0.5

b)
E( X ) =
1 n
Xi =
n i =1
3
= 3
1 n
Xi
n i =1
c)
1 n
E () = E 3 X i = E (3 X ) = 3E ( X ) = 3 =
3
n i =1
d)
n 1
L( ) = (1 + X i )
i =1 2
n
1
ln L( ) = n ln( ) + ln(1 + X i )
2 i =1
n
ln L( )
Xi
=
i =1(1 + X i )
By inspection, the value of that maximizes the likelihood is max (Xi)
7-12
7-41.
1 n 2
X i so
n i =1
E ( X 2 ) = 2 =
a)
1 n 2
Xi
2n i =1
xi e x 2
10 February 2010
b)
L( ) =
i =1
x2
ln L( ) = ln( xi ) i n ln
2
ln L( )
n
1
=
xi 2
2 2
Setting the last equation equal to zero, the maximum likelihood estimate is
=
1 n 2
Xi
2n i =1
and this is the same result obtained in part (a)

c)
a
f ( x)dx = 0.5 = 1 e
a 2 / 2
a = 2 ln(0.5) = 2 ln(2)
We can estimate the median (a) by substituting our estimate for into the equation for a.
7-42.
a) a cannot be unbiased since it will always be less than a.

b) bias =
na
a (n + 1)
a
0.
=
n +1
n +1
n + 1 n
c) 2 X
n
y
d) P(Yy)=P(X1, ,Xn y)=(P(X1y)) = . Thus, f(y) is as given. Thus,
a
an
a
.
bias=E(Y)-a =
a =
n +1
n +1
e) For any n >1, n(n+2) > 3n so the variance of a2 is less than that of a1 . It is in this sense that the
n
second estimator is better than the first.

7-43.
a)
L( , ) =
i =1
n
=e
i =1
xi

xi

x
i

xi

i =1
n
7-13

n
ln L( , ) = ln
i =1
[() ]
xi 1
x
i

= n ln( ) + ( 1) ln
b)
ln L( , ) n
= + ln
10 February 2010
( ) ( )
xi
xi
( ) ln( )( )
xi
xi
xi
x
ln L( , )
n
n
= ( 1) + +i1
ln L( , )
equal to zero, we obtain
Upon setting
n = xi
Upon setting
n
1/
equal to zero and substituting for , we obtain
+ ln xi n ln =
+ ln xi
and
xi
and =
n
ln L( , )
1
x
ln i =
n
n
xi (ln xi ln )
n
xi
xi ln xi
n
xi
xi
x
ln i
n
xi ln xi ln xi
=
+
xi
n
1
c) Numerical iteration is required.

7-44.
a) Using the results from Example 7-12 we obtain that the estimate of the mean is 423.33 and the estimate
of the variance is 82.4464
b)
-200000
log L
-400000
-600000
425
7
Std. Dev.
10
11
12
13
14
410
415
420
430
435
Mean
15
The function seems to have a ridge and its curvature is not too pronounced. The maximum value for std
deviation is at 9.08, although it is difficult to see on the graph.
c) When n is increased to 40, the graph looks the same although the curvature is more pronounced. As n
increases, it is easier to determine the maximum value for the standard deviation is on the graph.
7-14
7-45.
10 February 2010
( 2 / n) 0 + 02 x
and
02 + 2 / n
From Example 7-16 the posterior distribution for is normal with mean
/( 2 / n)
.
2 /n
2
The Bayes estimator for goes to the MLE as n increases. This
variance
/n
2
follows since
goes to 0, and the estimator approaches
f (x | ) =
a) Because
distribution is
02 s cancel).
Thus, in
the limit = x .
7-46.
(the
( x )2
2 2
and f ( ) =
f ( x, ) =
(b a) 2
( x )2
2 2
1
for a b , the joint
ba
for - < x < and a b . Then,
( x )
1
1
2 2
f ( x) =
e
d and this integral is recognized as a normal probability.
b a a 2
1
[(b x ) ( a x )] where (x) is the standard normal cumulative
Therefore, f ( x) =
ba
distribution function. Then, f ( | x) =
~=
b) The Bayes estimator is
f ( x, )
=
f ( x)
(x )2
2
e 2
2 [ ( b x ) ( a x )]
( x )2
e d
.
2 [ ( b x ) ( a x )]
2 2
Let v = (x - ). Then, dv = - d and
~ =
xa
( x v )e
v2
2 2
dv
2 [ ( ) ( a x )]
b x
x b
x[ ( x a ) ( xb )]
[( ) ( )]
b x
a x
xa
x b
ve
v2
2 2
dv
2 [( b x ) ( a x )]
v2
. Then, dw = [ 2 v2 ]dv = [ v2 ]dv and
Let w =
2
2 2
( x a) 2
~ = x
2 2
( x b) 2
ewdw
2 [(b x ) ( a x )]
2 2
( x b)
( x a2)
2
e 2 e 2
( b x ) ( a x )

= x+
2
7-47.
e x
m + 1
a) f ( x) =
for x = 0, 1, 2, and f ( ) =
x!
0
7-15
m +1
m e
( m +1)
(m + 1)
for > 0.
10 February 2010
Then,
m +1
(
m + 1) m + x e
f ( x, ) =
( m +1)
m0 +1(m + 1) x!
This last density is recognized to be a gamma density as a function of . Therefore, the posterior
distribution of is a gamma distribution with parameters m + x + 1 and 1 +
m+1
.
0
b) The mean of the posterior distribution can be obtained from the results for the gamma
distribution to be
m + x +1
[ ]
1+
7-48
16
25
(4) + 1(4.85)
= 4.518
16
+1
25
= x = 4.85 The Bayes estimate appears to underestimate the mean.
a) From Example 7-16,

b)
7-50.
~=
a) From Example 7-16, the Bayes estimate is
b.)
7-49.
m +1
m + x +1
= 0
+
+
m
1
0
~ =
(0.0045)(2.28) + (0.018)(2.29)
= 2.288
0.0045 + 0.018
= x = 2.29 The Bayes estimate is very close to the MLE of the mean.
a) f ( x | ) = e
, x 0 and f ( ) = 0.01e 0.01 . Then,
f ( x1 , x 2 , ) = 2 e ( x1 + x2 ) 0.01e 0.01 = 0.01 2 e ( x1 + x2 + 0.01) . As a function of , this is

recognized as a gamma density with parameters 3 and x1 + x 2 + 0.01 . Therefore, the posterior
mean for is
3
3
=
= 0.00133 .
x1 + x2 + 0.01 2 x + 0.01
1000
b) Using the Bayes estimate for , P(X<1000)=
0.00133e
.00133 x
dx =0.736.
Supplemental Exercises
n
7-51.
f ( x1 , x 2 ,..., x n ) = e xi
for x1 > 0, x 2 > 0,..., x n > 0
i =1
7-52.
1
f ( x1 , x 2 , x3 , x 4 , x5 ) =
2
5
2
exp ( x2i 2 )
i =1
7-16

7-53.
f ( x1 , x 2 , x 3 , x 4 ) = 1
7-54.
X 1 X 2 ~ N (100 105,
7-55.
X ~ N (50,144)
10 February 2010
for 0 x1 1,0 x 2 1,0 x 3 1,0 x 4 1
2.0 2 2.52
+
)
25
30
~ N (5,0.3683)
P ( 47 X 53) = P 47 50 Z
12 / 36
53 50
12 / 36
= P ( 1.5 Z 1.5)
= P ( Z 1.5) P ( Z 1.5)
= 0.9332 0.0668 = 0.8664
No, because Central Limit Theorem states that with large samples (n 30), X is approximately
normally distributed.
7-56.
Assume X is approximately normally distributed.
P ( X > 34) = 1 P ( X 34) = 1 P( Z
34 38
0.7 / 9
= 1 P( Z 17.14) = 1 0 = 1
7-57.
z=
X
s/ n
52 50
2 / 16
= 5.6569
P(Z > z) ~0. The results are very unusual.

7-58.
P ( X 37) = P( Z 5.36) = 0
7-59.
Binomial with p equal to the proportion of defective chips and n = 100.
7-60.
E (aX 1 + (1 a) X 2 = a + (1 a) =
V ( X ) = V [aX 1 + (1 a) X 2 ]
= a 2V ( X 1 ) + (1 a) 2 V ( X 2 ) = a 2 ( n1 ) + (1 2a + a 2 )( n2 )
2
2
a 2 2 2 2a 2 a 2 2
+
+
= (n2 a 2 + n1 2n1a + n1a 2 )( )
n
n
n
n
n
n1
2
2
2
1 2
2
V ( X )
= ( )(2n2 a 2n1 + 2n1a) 0
n
n
a
1 2
0 = 2n2 a 2n1 + 2n1a

2a(n2 + n1 ) = 2n1
a(n2 + n1 ) = n1
a=
n1
n2 + n1
7-61.
7-17

n
10 February 2010
1 n 2
e
L( ) =
xi
2 3
i =1
n
i =1
n x
n
1
ln L( ) = n ln
+ 2 ln xi i
3
2 i =1
i =1
ln L( ) 3n n xi
=
+
2
i =1
Making the last equation equal to zero and solving for theta, we obtain:
n
xi
i =1
3n
as the maximum likelihood estimate.

7-62.
n
L( ) = n xi 1
i =1
ln L( ) = n ln + ( 1) ln( xi )
i =1
ln L( ) n n
= + ln( xi )
i =1
making the last equation equal to zero and solving for theta, we obtain the maximum likelihood estimate.
=
n
n
ln( xi )
i =1
7-63.
L( ) =
i =1
ln L( ) = n ln +
n 1
ln L( )
= 2

ln( x )
i
i =1
ln( x )
i =1
making the last equation equal to zero and solving for the parameter of interest, we obtain the maximum
likelihood estimate.
=
1 n
ln( xi )
n i =1
7-18
10 February 2010
1 n
1 n
1 n
E () = E ln( xi ) = E ln( xi ) = E[ln( xi )]
n i =1
n i =1
n i =1
n
1 n
= =
=
n i =1
n
1
E (ln( X i )) = (ln x ) x
dx
let u = ln x and dv = x
then,
E (ln( X )) = x
dx =
7-64.
a) Let
Therefore,
. Then
and
is a
Therefore
b)
7-65.
=x=
23.5 = 15.6 + 17.4 +

10
+ 28.7
= 21.9
Demand for all 5000 houses is = 5000
= 5000 = 5000(21.9) = 109,500

The proportion estimate is
7-19
dx
10 February 2010
Mind-Expanding Exercises
7-66.
P( X 1 = 0, X 2 = 0) =
M ( M 1)
N ( N 1)
P( X 1 = 0, X 2 = 1) =
M (N M )
N ( N 1)
( N M )M
N ( N 1)
( N M )( N M 1)
P( X 1 = 1, X 2 = 1) =
N ( N 1)
P( X 1 = 1, X 2 = 0) =
P ( X 1 = 0) = M / N
P ( X 1 = 1) = N M
N
P ( X 2 = 0) = P ( X 2 = 0 | X 1 = 0) P( X 1 = 0) + P( X 2 = 0 | X 1 = 1) P( X 1 = 1)
M 1 M
M
N M
M
=
N 1 N N 1
N
N
P ( X 2 = 1) = P( X 2 = 1 | X 1 = 0) P( X 1 = 0) + P ( X 2 = 1 | X 1 = 1) P ( X 1 = 1)
=
N M M N M 1 N M
N M
=
N 1 N
N 1
N
N
Because P( X 2 = 0 | X1 = 0) =
M 1
N 1
is not equal to P( X 2 = 0) =
M
, X1
N
and
X 2 are not
independent.
7-67.
a)
cn =
[(n 1) / 2]
(n / 2) 2 /(n 1)
b) When n = 10, cn = 1.0281. When n = 25, cn = 1.0105. So S is a fairly good estimator for the standard
deviation even when relatively small sample sizes are used.
7-68.
a)
Zi = Yi X i ; so Zi is N(0, 2 2 ). Let *2 = 2 2 . The likelihood function is

n
i =1
* 2
L( * ) =
2
1
2 *2
( zi2 )
zi
1
2 *2 i =1
e
=
( *2 2 ) n / 2
The log-likelihood is ln[ L( * )] =

2
n
1
ln(2 *2 )
2
2 *2
Finding the maximum likelihood estimator:
7-20
z
i =1
2
i
d ln[ L( *2 )]
n
1
=
+
2
d *
* 2 *4
10 February 2010
z
i =1
2
i
=0
2n * = zi2
2
i =1
*2 =
1 n 2
1 n
=
z
( yi xi )2
i
2n i =1
2n i =1
But *2 = 2 2 , so the MLE is

2 2 =
2 =
1 n
( yi xi )2
n i =1
1 n
( yi xi ) 2
2n i =1
b)
1 n
E ( 2 ) = E (Yi X i ) 2
4n i =1
n
1
=
E (Yi X i )2
4n i =1
=
1 n
E (Yi 2 2Yi X i + X i2 )
4n i =1
1 n
[ E (Yi 2 ) E (2Yi X i ) + E ( X i2 )]
4n i =1
1 n
[ 2 0 + 2 ]
4n i =1
2n 2
4n
2
2
So the estimator is biased. Bias is independent of n.

c) An unbiased estimator of
7-69.
P | X |
c
n
2 is given by 2 2
1 from Chebyshev's inequality. Then, P | X |<

c2
c
n
1 1 . Given an , n
c2
and c can be chosen sufficiently large that the last probability is near 1 and
c
n
7-70.
a) P(X ( n) t ) = P X i t for i = 1,..., n = [ F (t )]n
) (
P X (1) > t = P X i > t for i = 1,..., n = [1 F (t )]n
7-21
is equal to .
10 February 2010
Then, P(X (1) t ) = 1 [1 F (t )] n
b)
F X (t ) = n[1 F (t )] n 1 f (t )
t (1)
f X ( n ) (t ) = F X ( n ) (t ) = n[ F (t )] n 1 f (t )
t
f X (1) (t ) =
c) P (X (1) = 0) = F X (1) (0) = 1 [1 F (0)] n = 1 p n because F(0) = 1 - p.
P X ( n ) = 1 = 1 F X ( n ) (0) = 1 [ F (0)] n = 1 (1 p )
d) P( X t ) = F (t ) =
[ ]. From Exercise 7-62, part(b)

t
{ [ ]}
f X (1) (t ) = n 1
n 1
{ [ ]}
f X ( n ) (t ) = n
n 1
(t )2
2 2
(t )2
2 2
e) P( X t ) = 1 et . From Exercise 7-62, part (b)
7-71.
F X (1) (t ) = 1 e nt
f X (1) (t ) = ne nt
F X ( n ) (t ) = [1 e t ] n
f X ( n ) (t ) = n[1 e t ] n 1 e t
(( ) ) (
P F X ( n) t = P X ( n) F 1 (t ) = t n from Exercise 7-62 for 0 t 1 .

1
If Y = F ( X ( n ) ) , then fY ( y ) = ny n 1 ,0 y 1 . Then, E (Y ) = ny n dy =
n
n +1
P (F (X (1) ) t ) = P X (1) F 1 (t ) = 1 (1 t ) n from Exercise 7-62 for
0 t 1.
If Y = F ( X (1) ) , then fY ( y ) = n(1 t ) n 1 ,0 y 1 .

1
Then, E (Y ) = yn(1 y )n 1 dy =
0
E[ F ( X ( n) )] =
7-72.
1
where integration by parts is used. Therefore,
n +1
n
1
and E[ F ( X (1) )] =
n +1
n +1
n 1
E (V ) = k [ E ( X i2+1 ) + E ( X i2 ) 2 E ( X i X i +1 )]
i =1
n 1
= k ( 2 + 2 + 2 + 2 2 2 )
i =1
= k (n 1)2
7-73.
Therefore, k =
1
2 ( n 1)
a) The traditional estimate of the standard deviation, S, is 3.26. The mean of the sample is 13.43 so the
values of X i X corresponding to the given observations are 3.43, 1.43, 4.43, 0.57, 4.57, 1.57 and 2.57.
The median of these new quantities is 2.57 so the new estimate of the standard deviation is 3.81; slightly
larger than the value obtained with the traditional estimator.
b) Making the first observation in the original sample equal to 50 produces the following results. The
traditional estimator, S, is equal to 13.91. The new estimator remains unchanged.
7-22
7-74.
10 February 2010
a)
Tr = X 1 +
X1 + X 2 X1 +
X1 + X 2 X1 + X 3 X 2 +
... +
X1 + X 2 X 1 + X 3 X 2 + ... + X r X r 1 +
(n r )( X1 + X 2 X1 + X 3 X 2 + ... + X r X r 1 )
Because X1 is the minimum lifetime of n items, E ( X 1 ) =
1
.
n
Then, X2 X1 is the minimum lifetime of (n-1) items from the memoryless property of the
exponential and E ( X 2 X1 ) =
Similarly, E ( X k X k 1 ) =
E (Tr ) =
1
.
( n 1)
1
. Then,
(n k + 1)
n
n 1
n r +1
r
T 1
=
+ ... +
+
and E r = =
n (n 1)
(n r + 1)
r
b) V (Tr / r ) = 1 /(2 r ) is related to the variance of the Erlang distribution

V ( X ) = r / 2 . They are related by the value (1/r2). The censored variance is (1/r2) times the
uncensored variance.
7-23

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Applied Statistics and Probability for Engineers, 5th edition

The proportion is 10/80 =1/8.

= P(1.875 Z 1.875) = P( Z 1.875) P( Z 1.875)

P[(100 1.8(2)) X (100 + 2)] = P (96.4 X 102)

Assuming a normal distribution,