Beruflich Dokumente
Kultur Dokumente
5(15.12 ) + 8(8.12 )
9.2.8 sp = = 11.317
6+9− 2
70.83 − 79.33
t= = −1.43
11.317 1/ 6 + 1/ 9
Since −t.005,13 = −3.0123 < t = −1.43 < t.005,13 = 3.0123, accept H0.
30(1.4692 ) + 56(1.3502 )
9.2.9 sp = = 1.393
31 + 57 − 2
3.10 − 2.43
t= = 2.16
1.393 1/ 31 + 1/ 57
9.2.11 (a) Reject H0 if | t | > t.005,15 = 2.9467, so we seek the smallest value of x − y such that
x−y x−y
t= = > 2.9467, or x − y > (15.3)(0.5075)(2.9467)
s p 1/ n + 1/ m 15.3 1/ 6 + 1/11
= 22.880
(b) Reject H0 if t > t.05,19 = 1.7291, so we seek the smallest value of x − y such that
x−y x−y
t= = > 1.7291, or x − y > (214.9)(0.4494)(1.7291)
s p 1/ n + 1/ m 214.9 1/13 + 1/ 8
=166.990
9.2.14 E ( X − Y ) = E ( X ) − E (Y ) = µX − µY
Var( X − Y ) = Var( X ) + Var(Y ) = σ X2 / n + σ Y2 / m
Also, we know that X − Y is normal. The Z variable in Equation 9.2.1 is a Z transformation of a
normal variable, and thus is standard normal.
9.2.16 Take ω = {(µX, µY): −∞ < µX = µY < ∞}. Since the X’s and Y’s are normal and independent,
n+ m
n m
⎛ 1 ⎞ ⎡ 1 ⎛ n m
⎞⎤
L(ω) =
i =1
∏
f X ( xi )
i =1
∏
fY ( yi ) = ⎜ ⎟
⎝ 2πσ ⎠
exp ⎢ − 2 ⎜
⎢⎣ 2σ ⎝ i =1
( xi − µ ) 2
+ ∑
i =1
∑
( yi − µ )2 ⎟ ⎥ ,
⎠ ⎥⎦
where µ = µX = µY. Differentiating the expression with respect to µ and setting it equal to 0 yields
n m
∑ xi +
nx + my
∑y i
the maximum likelihood estimate µˆ = i =1
. Substituting µ̂ for µ in L(ω)
i =1
=
n+m n+m
gives the numerator of the generalized likelihood ratio. After algebraic simplification, we
n+m
⎛ 1 ⎞ ⎡ 1 ⎛ n 2 m 2 (nx + my ) 2 ⎞ ⎤
obtain L(ωˆ ) = ⎜
⎝ 2πσ ⎠⎟
exp ⎢ − 2 ⎜ xi + ∑
yi − ∑
⎥.
n + m ⎠⎟ ⎦⎥
⎣⎢ 2σ ⎝ i =1 i =1
Rejecting H0 when 0 < λ < λ* is equivalent to ln λ < ln λ* or −2ln λ > −2lnλ* = λ**.
( x − y )2 x−y
But −2ln λ = . Thus, we reject H0 when < − λ **
2 ⎛1 1⎞ 1 1
σ ⎜ + ⎟ σ +
⎝n m⎠ n m
x−y
or > λ ** , and we recognize this as a Z test when σ2 is known.
1 1
σ +
n m
9.2.17 For the data given, x = 545.45, sX = 428, and y = 241.82, sY = 183. Then
x−y 545.45 − 241.82
t= = = 2.16
s X / n + sY / m
2 2
4282 /11 + 1832 /11
s 2 4282
Let θˆ = X2 = = 5.47 . The degrees of freedom associated with this statistic is greatest
sY 1832
2 2
⎛ˆ n⎞ ⎛ 11 ⎞
⎜⎝θ + ⎟⎠ ⎜⎝ 5.47 + ⎟⎠
m 11
integer in ν = 2
= 2
= 13.5
1 ˆ2 1 ⎛n⎞ 1 1 ⎛ 11 ⎞
θ + ⎜ ⎟ (5.47) 2 + ⎜ ⎟
(n − 1) (m − 1) ⎝ m ⎠ (11 − 1) (11 − 1) ⎝ 11 ⎠
Thus, the greatest integer is 13. Since t = 2.16 > t.05,13 = 1.7709, reject H0.
9.2.18 Decreasing the degrees of freedom also decreases the power of the test.
9.2.19 (a) The sample standard deviation for the first data set is approximately 3.15; for the second,
3.29. These values seem close enough to permit the use of Theorem 9.2.2.
(b) Intuitively, the states with the comprehensive law should have fewer deaths. However, the
average for these data is 8.1, which is larger than the average of 7.0 for the states with a more
limited law.
9.2.20 For the data given, x = 29.43, s X2 = 93.073, and y = 35.73, sY2 = 234.946. Then
x−y 29.43 − 35.73
t= = = −0.95
s X / n + sY / m
2 2 93.073/ 9 + 234.946 / 7
s2 93.073
Let θˆ = X2 = = 0.396 . The degrees of freedom associated with this statistic is greatest
sY 234.946
2
⎛ 9⎞
⎜⎝ 0.396 + ⎟⎠
7
integer in ν = 2
= 8.08 , that is, 8
1 1 ⎛9⎞
(0.396)2 + ⎜ ⎟
(9 − 1) (6 − 1) ⎝ 7 ⎠
35.7604
9.3.1 From the case study, sX2 = 115.9929 and sY2 = 35.7604. The observed F = = 0.308 .
115.9929
Since F.025,11,11 = 0.288 < 0.308 < 3.47 = F.975,11,11 , we can assume that the variances are equal.
0.2578
9.3.2 The observed F = = 2.625. Since F.025,4,7 = 0.110 < 2.625 < 5.52 = F.975,4,7 , we can
0.0982
accept H0 that the variances are equal.
9.3.3 (a) The critical values are F.025,19,19 and F.975,19,19. These values are not tabulated, but in this case,
we can approximate them by F.025,20,20 = 0.406 and F.975,20,20 = 2.46. The observed
F = 2.41/3.52 = 0.685. Since 0.406 < 0.685 < 2.46, we can assume that the variances are
equal.
3.182
9.3.4 The observed F = = 0.315. Since F.025,9,9 = 0.248 < 0.315 < 4.03 = F.975,9,9, we can accept
5.67 2
H0 that the variances are equal.
9.3.5 F = 0.202/0.372 = 0.292. Since F.025,9,9 = 0.248 < 0.292 < 4.03 = F.975,.9,9, accept H0.
9.3.6 The observed F = 398.75/274.52 = 1.453. Let α = 0.05. The critical values are F.025,13,11 and
F.975,13,11. These values are not in Table A.4, so approximate them by F.025,12,11 = 0.301 and
F.975,12,11 = 3.47. Since 0.301 < 1.453 < 3.47, accept H0 that the variances are equal. Theorem
9.2.2 is appropriate.
9.3.7 Let α = 0.05. F = 65.25/227.77 = 0.286. Since F.025,8,5 = 0.208 < 0.286 < 6.76 = F.975,8,5, accept
H0. Thus, Theorem 9.2.2 is appropriate.
9.3.8 For these data, s X2 = 56.86 and sY2 = 66.5. The observed F = 66.5/56.86 = 1.170. Since
F.025,8,8 = 0.226 < 1.170 < 4.43 = F.975, 8, 8, we can accept H0 that the variances are equal. Thus,
Theorem 9.2.2 can be used, as it has the hypothesis that the variances are equal.
⎛ ⎞ 1
( n+ m) / 2 − 2⎜
2σˆ ⎝ i =1
∑ ∑
( xi − x ) 2 + ( yi − y )2 ⎟
⎠ ⎛ 1 ⎞
(n+m) / 2
Then L(ωˆ ) = ⎜ i =1
e−( n+m) / 2
⎝ 2πσˆ 2 ⎟⎠
= ⎜
⎝ 2πσˆ 2 ⎟⎠
e
∑ ∑( y − y)
1 1
σˆ X2 = ( xi − x ) 2 and σˆY2 = i
2
.
n i =1 m i =1
1 ⎛ ⎞ 1 ⎛ ⎞
n m
n/2
∑ m/2
∑
ˆ)=⎛ 1 ⎞ ⎛ 1 ⎞
− 2 ⎜
( xi − x )2 ⎟ − 2⎜
( yi − y )2 ⎟
2σˆ X ⎝ i=1 ⎠ 2σˆY ⎝ i =1 ⎠
Then L(Ω ⎜ 2πσˆ 2 ⎟ e ⎜ 2πσˆ 2 ⎟ e
⎝ X ⎠ ⎝ Y ⎠
n/2 m/2
⎛ 1 ⎞ −m / 2 ⎛ 1 ⎞
= ⎜ 2 ⎟
e ⎜ 2πσˆ 2 ⎟ e− n / 2
⎝ 2πσˆ X ⎠ ⎝ Y ⎠
9.3.10 Since µX and µY are known, the maximum likelihood estimator uses µX instead of x and µY
instead of y . For the GLRT, λ is as in Question 9.3.9 with those substitutions.
x+ y 55 + 40
9.4.1 pe = = = 0.2375
n + m 200 + 200
x y 55 40
− −
z= n m = 200 200 = 1.76
pˆ (1 − pˆ ) pˆ (1 − pˆ ) 0.2375(0.7625) 0.2375(0.7625)
+ +
n m 200 200
Since −1.96 < z = 1.76 < 1.96 = z.025, accept H0.
x+ y 66 + 93
9.4.2 pe = = = 0.188
n + m 423 + 423
x y 66 93
− −
z= n m = 423 423 = −2.38
pˆ (1 − pˆ ) pˆ (1 − pˆ ) 0.188(0.812) 0.188(0.812)
+ +
n m 423 423
For this experiment, H0: pX = pY and H1: pX < pY. Since z = −2.38 < −1.64 = −z.05, reject H0.
24 + 27
9.4.3 Let α = 0.05. pe = = 0.836
29 + 32
24 27
−
z= 29 32 = −0.17
0.836(0.164) 0.836(0.164)
+
29 32
For this experiment, H0: pX = pY and H1: pX ≠ pY. Since −1.96 < z = −0.17 < 1.96 = z.025, accept
H0 at the 0.05 level of significance.
53 + 705
9.4.4 pe = = 0.627
91 + 1117
53 705
−
z= 91 1117 = −0.92
0.627(0.373) 0.627(0.373)
+
91 1117
Since −2.58 < z = −0.92 < 2.58 = z.005, accept H0 at the 0.01 level of significance.
1033 + 344
9.4.5 pe = = 0.590
1675 + 660
0.617 − 0.521
z= = 4.25
0.590(0.410) 0.590(0.410)
+
1675 660
Since z = 4.25 > 2.33 = z.01 , reject H0 at the 0.01 level of significance.
60 + 48
9.4.6 pe = = 0.54
100 + 100
60 48
−
z= 100 100 = 1.70
0.54(0.46) 0.54(0.46)
+
100 100
The P value is P(Z ≤ −1.70) + P(Z ≥ 1.70) = 2(1 − 0.9554) = 0.0892.
2915 + 3086
9.4.7 pe = = 0.697
4134 + 4471
2915 3086
−
z= 4134 4471 = 1.50
0.697(0.303) 0.697(0.303)
+
4134 4471
Since −1.96 < z = 1.50 < 1.96 = z.025, accept H0 at the 0.05 level of significance.
175 + 100
9.4.8 pe = = 0.358
609 + 160
175 100
−
z= 609 160 = −7.93. Since z = −7.93 < −1.96 = −z.025, reject H0.
0.358(0.642) 0.358(0.642)
+
609 160
78 + 50
9.4.9 pe = = 0.256
300 + 200
78 50
−
z= 300 200 = 0.25. In this situation, H1 is pX > pY.
0.256(0.744) 0.256(0.744)
+
300 200
Since z = 0.25 < 1.64 = z.05, accept H0. The player is right.
8(0.542 ) + 6(0.362 )
9.5.1 The center of the confidence interval is x − y = 6.7 − 5.6 = 1.1. s p =
14
1 1 1 1
+ = 1.7613(0.47)
= 0.47. The radius is tα / 2,n + m − 2 s p + = 0.42. The confidence interval
n m 9 7
is (1.1 − 0.42, 1.1 + 0.42) = (0.68, 1.52). Since 0 is not in the interval, we can reject the null
hypothesis that µX = µY.
9.5.2 The center of the confidence interval is x − y = 83.96 − 84.84 = −0.88. The radius is
1 1 1 1
+ = 2.2281(11.2)
tα / 2,n + m − 2 s p + = 14.61. The confidence interval is (−0.88 − 14.61,
n m 5 7
−0.88 + 14.61) = (−15.49, 13.73). Since the confidence interval contains 0, the data do not
suggest that the dome makes a difference.
9.5.3 In either case, the center of the confidence interval is x − y = 18.6 – 21.9 = −3.3.
11(115.9929) + 11(35.7604)
For the assumption of equal variances, calculate s p = = 8.71
22
1 1 1 1
The radius of the interval is t.005,22 s p + = 2.8188(8.71) + = 10.02
12 12 12 12
The confidence interval is (−3.3 − 10.02, −3.3 + 10.02) = (−13.32, 6.72).
For the case of unequal variances, the radius of the interval is
s 2X sY2 115.9929 35.7604
t.005,17 + = 2.8982 + = 10.31
12 12 12 12
The confidence interval is (−3.3 − 10.31, −3.3 + 10.31) = (−13.61, 7.01).
⎛ ⎞
⎜ X − Y − ( µ X − µY ) ⎟
9.5.4 Equation (9.5.1) is P ⎜ −tα / 2,n + m − 2 ≤ ≤ tα / 2,n + m − 2 ⎟ = 1 − α
⎜ 1 1
+ ⎟
⎜⎝ Sp ⎟⎠
n m
⎛ 1 1 1 1⎞
so P ⎜ −tα / 2,n + m − 2 S p + ≤ X − Y − ( µ X − µY ) ≤ tα / 2,n + m − 2 S p + = 1 − α, or
⎝ n m n m ⎠⎟
⎛ 1 1 1 1⎞
P ⎜ − ( X − Y ) − tα / 2,n + m − 2 S p + ≤ − ( µ X − µY ) ≤ − ( X − Y ) + tα / 2, n + m − 2 S p + = 1 − α.
⎝ n m n m ⎠⎟
Multiplying the inequality above by −1 gives the inequality of the confidence interval of Theorem
9.5.1.
( )
P − zα / 2 σ X2 / n + σ Y2 / m ≤ X − Y − ( µ X − µY ) ≤ zα / 2 σ X2 / n + σ Y2 / m = 1 − α.
(
Thus the confidence interval is x − y − zα / 2 σ X2 / n + σ Y2 / m , x − y + zα / 2 σ X2 / n + σ Y2 / m . )
s X2 0.0002103
9.5.6 The observed ratio is F = = = 2.20. The confidence interval is
sY2 0.0000955
⎛ s X2 s X2 ⎞
⎜ s2 F0.025,9,7 , F0.975,9,7 ⎟ = (0.238(2.20), 4.82(2.20)) = (0.52, 10.60). Because the confidence
⎝ Y ⎠
2
sY
interval contains 1, it supports the assumption of Case Study 9.2.1 that the variances are equal.
⎛ s2 s2 ⎞ ⎛ 137.4 137.4 ⎞
9.5.7 The confidence interval is ⎜ X2 F.025,5,7 , X2 F.975,5,7 ⎟ = ⎜ (0.146), (5.29) ⎟
⎝ sY sY ⎠ ⎝ 340.3 340.3 ⎠
= (0.06, 2.14). Since the confidence interval contains 1, we can accept H0 that the variances are
equal, and Theorem 9.2.1 applies.
SY2 / σ Y2
9.5.8 Since has an F distribution with m − 1 and n − 1 degrees of freedom,
S X2 / σ X2
⎛ S 2 /σ 2 ⎞ ⎛ S2 σ 2 S2 ⎞
P ⎜ Fα / 2, m −1,n −1 ≤ 2Y Y2 ≤ F1−α / 2,m −1, n−1 ⎟ = P ⎜ X2 Fα / 2,m −1,n −1 ≤ X2 ≤ X2 F1−α / 2,m−1,n −1 ⎟ = 1 − α .
⎝ SX /σ X ⎠ ⎝ SY σ Y SY ⎠
The inequality provides the confidence interval of Theorem 9.5.2.
x y 126 111
9.5.9 The center of the confidence interval is − = − = 0.015. The radius is
n m 782 758
⎛ x⎞⎛ x⎞ ⎛ y ⎞⎛ y⎞ ⎛ 126 ⎞ ⎛ 126 ⎞ ⎛ 111 ⎞ ⎛ 111 ⎞
1− 1− ⎟ ⎜1 − ⎟ ⎜1 −
⎝⎜ n ⎠⎟ ⎝⎜ n ⎠⎟ ⎝⎜ m ⎠⎟ ⎝⎜ m ⎠⎟ ⎜⎝ ⎟ ⎜
782 ⎠ ⎝ 782 ⎠ ⎝ 758 ⎠ ⎝ 758 ⎠
⎟
z.025 + = 1.96 + = 0.036.
n m 782 758
The 95% confidence interval is (0.015 − 0.036, 0.015 + 0.036) = (−0.021, 0.051)
Since 0 is in the confidence interval, one cannot conclude a significantly different frequency of
headaches.
x y 55 60
9.5.10 The center of the confidence interval is − = − = 0.031. The radius is
n m 160 192
⎛ x⎞⎛ x⎞ ⎛ y ⎞⎛ y⎞ ⎛ 55 ⎞ ⎛ 55 ⎞ ⎛ 60 ⎞ ⎛ 60 ⎞
⎜⎝ ⎠⎟ ⎝⎜1 − ⎠⎟ ⎝⎜ ⎠⎟ ⎝⎜1 − ⎠⎟ ⎜⎝ ⎟⎠ ⎝⎜1 − ⎟⎠ ⎝⎜ ⎟⎠ ⎝⎜1 − ⎟
n n m m 160 160 192 192 ⎠
z.10 + = 1.28 + = 0.064.
n m 160 192
The 80% confidence interval is (0.031 − 0.064, 0.031 + 0.064) = (−0.033, 0.095)
⎛X Y ⎞ ( X / n)(1 − X / n) (Y / m)(1 − Y / m) ⎞
≤ − ⎜ − ⎟ + zα
⎝ n m⎠
+ ⎟ = 1− α
n m ⎠
x y 106 13
9.5.12 The center of the confidence interval is − = − = −0.083. The radius is
n m 3522 115
⎛ x⎞⎛ x⎞ ⎛ y ⎞⎛ y⎞ ⎛ 106 ⎞ ⎛ 106 ⎞ ⎛ 13 ⎞ ⎛ 13 ⎞
⎜⎝ ⎠⎟ ⎝⎜1 − ⎠⎟ ⎝⎜ ⎠⎟ ⎝⎜1 − ⎠⎟ ⎜⎝ ⎟⎠ ⎝⎜1 − ⎟⎠ ⎝⎜ ⎟⎠ ⎝⎜1 − ⎟
n n m m 3522 3522 115 115 ⎠
z.025 + = 1.96 + = 0.058
n m 3522 115
The 95% confidence interval is (−0.083 − 0.058, −0.083 + 0.058) = (−0.141, −0.025)
Since the confidence interval lies to the left of 0, there is statistical evidence that the suicide rate
among women members of the American Chemical Society is higher.