Answers to Chapter 1

Exercise 1A Exercise 1D
1 a X6 1 a 0.0430
b 0.0197, 0.9527 c   2 ⇒ s  0.6767  0.68 (2 d.p.)
2 a X1   5 ⇒ t  0.1247  0.12 (2 d.p.)
b 0.0076, 0.9757 d
3 a {X  1} 傼 {X  9} Power
b 0.0278, 0.9519
1
4 a X  11
b 0.0426, 0.9015
5 a X0 0.9
b 0.0111, 0.9698
6 a { X  3 } 傼 { X  16 }
b 0.9494 0.8

Exercise 1B
__ 0.7
1 a x  51.5605…
b 0.01
c 0.0162, awrt 0.016
__ 0.6
2 a x  29.178
b 0.05
c 0.0869,
__ awrt 0.087__ ⬃ 0.088 0.5
3 a { X  37.939 } 傼 { X  42.061 }
b 0.01
c 0.5319, awrt 0.53 0.4
__ __
4 a x  14.608 or x  15.392
b 0.1492, awrt 0.1492
__
5 a x  42.4025… 0.3
b 0.6103, awrt 0.61
c Only way of reducing P(Type II) error and changing
0.2
significance level is to increase sample size.

Exercise 1C 0.1
__
1 a x  20.9869…
b 0.3783, awrt 0.378 0
2 a 0.0196 0 1 2 3 4 5 6 λ
b 0.0247
3 a 0.0111 e Correct conclusion is arrived at when   6.5,
b 0.0166 (3 s.f.) H0 is accepted. So since size is 0.0430 probability of
4 0.3522, awrt 0.352 ⬃ 0.353 accepting   6.5 is 0.957 ∴   6.5
5 a 0.0548 or for   6.5, correct conclusion is to reject H0.
b 0.8791 So require where power  0.5 i.e.   2.65 (from
c The test is more powerful for values of p further graph).
away from p  0.3 2 a 0.0421
6 a Type I error is when H0 is rejected when H0 is in fact c 0.2528
true.
b 0.0571 3 a 0.0547
b 0.6778
c The test is more powerful for values of p further
away from 0.4
4 a 0.0547
b (1  p)10 10p(1  p)9 45p2(1  p)8
c 0.06152
d (1  p)5 [2  (1  p)5]
e p  0.25 ⇒ powerA  0.5256
p  0.35 ⇒ powerB  0.2616
f Use test A as this is always more powerful.

1
 ANSWERS

Exercise 1E ii
1 a Var(^ 2

1)  ___ 3 2

2)  ____
Var(^ Power
3 8 1
b Recommend ^
1 ∴ Var(^

1)  Var(^

2)
2 a unbiased
b bias  _41
0.9
c unbiased
d unbiased 0.8
e bias  _51

3 a __ 
13 2
0.7
32
b Estimator is biased so would not prefer
c _5  2 or 0.5550  2
9 0.6
d _1  2 or 0.333  2
3
e Estimator is biased.
0.5
Best estimator is unbiased with smallest variance.
Since _13  2  __   _59  2
13 2
32
0.4
∴ _13 (X1 X2 X3)

4 a
a i __ ii unbiased iii bias  3a
2 0.3
a2
b i __ a2
ii __ iii 2a2
4 9
0.2
c use _3 (X1 X2 X3) since it is unbiased (and has
2

smallest. variance)
d ^a  5.13 0.1
5 m
X  ___ ^ to be unbiased you need c  50
∴ for m
50
0
7 a p(1  p) or pq 0 1 2 3 4 5 6 7 8 9 10 λ
c pq(a12 a22 a32)
9pq 5 a 0.0424
____
d i
25 b Power  P(X  3 | X ⬃ B(15, p))
ii not unbiased p  0.2 ⇒ s  0.6482
iii Best estimator is _15 X1 _25X2 _25 X3 since it is p  0.4 ⇒ t  0.0905

unbiased and has smaller variance ( __

9
 __
41 c Power
25 81 )
1

Exercise 1F 0.9
1 b ^ __
p  259
__
2 b 2X is a consistent estimator of a.
6 X ⬃ B(n, p) Y ⬃ B(n, p) 0.8
E(X) 
 np Var(X)   2  np(1  p)
__
b ∵ 49  2
25 _
1
0.7
__ __
∴ Choose X Y since it has smaller variance.
______
2n
0.6

Mixed exercise 1G 0.5

1 a X9
b 0.0422
c 0.3036 0.4
2 a X0
b 0.0302
0.3
c 0.0498
__ __
3 a X  6.614… or X  9.3859…
b 0.05 0.2
c awrt 0.707 ⬃ 0.708
d 0.293 ⬃ 0.292
4 a 0.0866 0.1
b i r  1  0.9489  0.0511
s  1  0.7440  0.2560
t  1  0.3239  0.6761 0
0 0.1 0.2 0.3 0.4 0.5 λ

2
 ANSWERS

6 a c  __
25
2
13 a E(1)  unbiased
__
2m
b ___
25 (
√3
E(2)  bias   ___  1
3 )
7 3m
If 3 balls are selected E(X )  ___ E(3)  unbiased
25
b Var(1)  __2
4m
If 4 balls are selected E(Y )  ___ 6
25
Var(2)  __2
b X Y
______ ∵ variance is smallest. 6
7
Var(3)  __2
8 a H0:   2 H1:   2 8
(Quality the same) (Quality is poorer) c 3 is best since it is unbiased and it has smallest
b critical region X  5 variance
c 0.3712 d 2 is worst since it is biased (and variance is just
9 a H0:   2 H1:   2 same as 1)
b critical region X  5
c 0.1847
d critical region X  11
e 0.294
f Second test is more powerful as it uses more days.
10 a 0.0620
c s  0.6767
t  0.1247
d
Power
1

0.9

0.8

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 1 2 3 4 5 6 7 u

e
 1.55
11 a E(X )  p
E(X2)  p, Var(X)  p(1  p)
b a1 a2 a3  1
c (a12 a22 a32)pq
d _61 X1 _31 X2 _21 X3
12 X ∼ B(n, p) ⇒
X  np X2  np(1  p)
Y ∼ B(m, p) ⇒
Y  mp Y2  mp(1  p)
(m n)( p(1  p)
b Var( p1)  _______________
∧

4mn
p(1  p)
________
Var( p2) 
∧

n m
∧
c ∴ use p2 ∵ unbiased and has smaller variance.