Chapter 11

11.1 P (0  θ  kx )  1  α
 θ
 px  
 k


1 
 θe
 x /θ
dx   e  x /θ  e1/ k  1  α
θ /k
θ/k
1 1
  ln(1  α ) and k 
k ln(1  α )

11.2 (a) p[0  θ  k ( x1  x2 )]  1  α

 θ
p  ( x1  x2 )    1  α
 k
 θ
p  ( x1  x2 )    α
 k
1 θ2 1 1 1 1
  α α k2  k
2 k2 θ2 2k 2 2α 2α

 θ
(b) p  x1  x2    1  α
 k
2
1 θ  1
  2θ  2  1  α
2 k θ
2
1  1
  2   2(1  α ),  2   2(1  α )
k k
1
k
2  2(1  α )
1
k
2  2(1  α )

162
Chapter 11 163

11.3 p( R  θ  cR )  1  α
θ 
p   R  θ   1 α
c 
θ θ
2 2  R2 
θ 2 θ/ c
(θ  R )dR  1  α θ R  
θ2  2 
θ /c
2  2 θ2 θ2 θ2 
θ    2   1 α
θ 2  2 c 2c 
2 1
1  2  1  α , c 2  2c  1  (1  α )c 2
c 2c
2  4  4α 1  1  α
ac 2  2c  1  0 and c  
2α α

11.4 By inspection
zα /3  zα /2  zα /2  z2α /3
2 zα /2  zα /3  z2α /3

length of first confidence interval is less than that of 2nd confidence interval

11.5 Length of confidence interval:

σ  σ 
L  X  z(1 k )α    X  zk α  
n  n
σ
 ( z(1 k )α  zkα ) 
n
σ
If k  1 / 2, L1/2  2 zα /2 
n
If k  1 / 2,
zkα  za /2  δ1  zα /2 δ1  0; z(1 k )α  z(1 k )α  δ 2  z α /2 where δ 2  0

σ
and Lk  [2 zα /2  (δˆ1  δˆ2 )] 
n

Since the normal density function f ( x ) is decreasing for x  0, δ 2  δ1 , thus

σ
Lk  2 zα /2 
n

σ
By the symmetry of f ( x ) , for k  1 / 2 , Lk  2 zα /2 
n
164 Mathematical Statistics, 8E

 σ 
11.6 p  x  μ  zα /2   1 α 
 n 
σ σ
zα /2   E and n  zα /2 
n E
2
 σ
n   zα /2  
 E

s σ
11.7 Substitute tα /2,n 1  for  zα /2 
n n
If x , the mean of a random sample of size n from a formal population with the mean μ , is
used as an estimate of μ , we can assert with (1  α )100% confidence that the error is less than
s
tα /2,n 1  .
n

11.8 If x1 and x2 are the means of independent random samples of size n1 and n2 from normal
populations with μ1 , μ 2 , σ1 , and σ 2 , and x1  x2 is to be used as an estimate if μ1  μ2 , the
probability is 1  α that error will be less than

σ12 σ 22
zα /2 
n1 n2

n1  1 n2  1 n n 2 2
11.9 E ( S 2p )  σ2  σ 2  1 2 σ  σ 2
n1  n2  2 n1  n2  2 n1  n2  2
therefore unbiased

(n1  1) s12 (n2  1) s22

 χ 2 ( n1  1)  χ 2 ( n2  1)
σ 2
σ 2

(n1  1) s12 ( n2  1) s22

  χ 2 ( n1  n2  2) var is 2(n1  n2  2)
σ 2
σ
2

( n1  1) s12  (n2  1) s22 var is 2σ 4 ( n1  n2  2)

(n1  1) s12  ( n2  1) s22 2σ 4

var is
n1  n2  2 ( n1  n2  2)

Z ( x  x )  ( μ 2  μ1 ) 1
11.10 T   1 2 
Y
σ
1 1
 ( n1  n2  2) S 2p
n1  n2  2 n1 n2 n1  n2  2
( x1  x2 )  ( μ1  μ 2 )

1 1
Sp 
n1 n2
Chapter 11 165

11.11  zα /2 nθ (1  θ )  x  np and zα /2 nθ (1  θ )  x  np
z 2α /2 nθ (1  θ )  ( x  nθ )2  x 2  2 xnθ  n 2θ 2
n 2θ 2  nzα2 /2  2 xnθ  nzα2 /2θ  x 2  0
x2
( n  zα2 /2 )θ 2  (2 x  zα2 /2 )θ  0
n
by quadratic formula
 x2 
2 x  za2/2  (2 x  zα2 /2 ) 2  4(n  zα2 /2 )  
 n 
θ

2( n  zα2 /2 
x  nθ  x  nθ 
11.13  zα /2  ;  zα /2
nθ (1  θ  ) nθ (1  θ )
1
Let θ * = value of θ with θ   θ  θ  closest to . By Theorem 11.7,
2
θ * (1  θ *) z2
e  zα /2 and n  θ * (1  θ *) α2/2
n e

11.15 By Theorem 11.8 with probability approximately 1  α

θˆ (1  θˆ1 ) θˆ2 (1  θˆ2 )
E  zα /2 1 
n1 n2

θˆ1 (1  θˆ1 )  θˆ2 (1  θˆ2 )

11.16 If n1  n2  n , then E  zα /2
n
1
The right-hand side of this inequality is maximized when θ1  θ 2  .
2
2 2
1 z z
Thus, E  zα /2 , E 2  α /2 , and n  α /22 .
2n 2n 2E

1 2 1 2
11.17 χα ,2( x 1)  χ 0.01,8  0.050
2n 400

1 σ12 s22 1
11.18  
f1α /2,n1 1,n2 1 σ 2 s1
2 2
fα /2,n1 1,n2 1
s12 1 σ12 s12 1
   2
s2 fα /2,n1 1,n2 1 σ 2 s2 f1α /2,n1 1,n2 1
2 2

s12 1 σ12 s12

    fα /2,n2 1,n1 1
s22 fα /2,n1 1,n2 1 σ 22 s22
166 Mathematical Statistics, 8E

σ σ
11.19 σ  zα /2  s  σ  zα /2
2n 2n
 zα /2   zα /2 
σ 1    s  σ 1  
 2n 2n 
1 1 1
 
 z  s  z 
σ 1  α /2  σ 1  α /2 
 2n   2n 
s s
σ 
z z
1  α /2 1  α /2
2n 2n

9.4 1.96(9.4)
11.20 n = 150 σ  9.4 E  1.96   1.50
150 12.247

9.4
11.21 61.8  2.575   61.8  1.98, 59.82  μ  63.78
150

10.5 10.5
11.22 E  2.575   2.575   2.47 mm
120 10.955

10.5 10.5
11.23 141.8  2.33   141.8  2.33  141.8  2.23
120 10.955
139.57  μ  144.03

s 45
11.24 x  z0.005 ; 52.80  2.575 , or (51.35, 54.25).
n 64

s 2.68
11.25 e  z0.025  1.96  0.83 min.
n 40

σ N n 9.4 900  150

11.26 e  z0.025  1.96  1.37.
n N 1 150 900  1

σ N n 9.4 900  150

11.27 x  z0.005 ; 61.8  2.575 , or (60.01, 63.61).
n N 1 150 900  1

2 2
 σ  12.2 
11.28 n   z0.025   1.96  91.48 or 92, rounded up to the nearest integer.
 e  2.5 

 σ
2 2
 3.2 
11.29 n   zα /2   1.96   354.04 or 355, rounded up to the nearest integer.
 e  1 / 3 
Chapter 11 167

s 0.29
11.30 x  t0.025,n 1 ; 5.68  2.262 , or (5.47, 5.89)
n 10

s 2.75
11.31 x  t0.005,17 ; 63.84  2.898 ; or (61.96, 65.72).
n 18

s 0.625
11.32 e  t0.025,11  2.201  0.40
n 12

σ12 σ 22 4.82 3.52

11.33 ( x1  x2 )  z0.05  ; 5.2  1.645  , or ( 7.49, 2.91).
n1 n2 16 25

s12 s22 19.4 2  18.82

11.34 ( x1  x2 )  z0.05  ; 7.4  2.575 , or ( 16.31,1.51).
n1 n2 61

11(1.2)2  14(1.5) 2
11.35 s 2p   1.8936 s p  1.376
25
1 1
(13.8  12.9)  2.060(1.376) 
12 15
0.9  2.8346(0.387), 0.9  1.098
0.198  μ1  μ 2  1.998 feet

11.36 x1  8260, s1  251.89, x2  7930, s 2  206.52

4(251.89)2  4(206.52) 2
s 2p   53,049.54 s p  230.32
8
1 1
8260  7930  3.355(230.32) 
5 5
330  488.75
158.75  μ1  μ 2  818.75 million calorie per ton

(0.004)2 (0.005)2
11.37 E  2.33 
35 45
 2.33(0.001)  0.0023 ohm

204
11.38 θˆ   0.68
300
(0.68)(0.32) 0.68  0.053
0.68  1.96
300 0.627  θ  0.733

(0.68)(0.32)
11.39 e  2.575  0.069
300
168 Mathematical Statistics, 8E

190 (0.76)(0.24)
11.40 (a)  0.76 0.76  2.575
250 250
0.76  0.070 0.690  θ  0.830

1 190(60) 1
190  (2.575)2  2.575  (2.575)2
(b) 2 250 4
250  (2.575) 2

190  3.315  2.575 45.6  1.658

250  6.631
193.315  17.702
0.684  θ  0.822
256.631

(0.76)(0.24)
11.41 e  1.96  0.053
250

(0.18)(0.82)
11.42 0.18  2.575 0.18  0.099
100
0.081  θ  0.279

54 (0.45)(0.55)
11.43  0.45 e  1.645  0.075
120 120

(0.34)(0.66)
11.44 0.05  z 0.05  0.02735z z  1.83
300
confidence is 2(0.4664)  100  93.3%

(1.96)2
11.45 n   2401
4(0.02)2

2
 1.96 
11.46 n  (0.03)(0.70)   (0.21)(9604)  2017
 0.02 

(2.575)2
11.47 n   1037 rounded up
4(0.04)2

2
 2.575 
11.48 n  (0.65)(0.35)   943
 0.04 
Chapter 11 169

84 156
11.49  0.336  0.624
250 250
(0.336)(0.664) (0.624)(0.376)
(0.336  0.624)  1.96 
250 250
0.288  0.084 0.372  θ1  θ 2  0.204

48 68
11.50  0.096,  0.170
500 400
(0.096)(0.904) (0.170)(0.830)
0.096  0.170  2.575 
500 400
0.074  0.059 0.133  θ1  θ 2  0.015

(0.096)(0.904) (0.170)(0.830)
11.51 e  2.33 
500 400
 2.33(0.022939)  0.053

(1.96)2
11.52 n   769
2(0.05)2

9(0.29)2 9(0.29)2
11.53  σ2 
19.023 2.700
0.04  σ  0.28
2

11(0.625)2 11(0.625)2
11.54  σ2 
19.675 4.575
0.2184  σ  0.939
2
0.47  σ  0.97

4.5 4.5
11.55 σ  3.67  σ  5.83
2.575 2.575
1 1
128 128

2.68 2.68
11.56 σ  2.13  σ  3.62
2.33 2.33
1 1
80 80

19.4 2 1 σ12 19.4 2

11.57     f 0.01,60,60
18.82 f 0.01,60,60 σ 22 18.82
19.4 2 1 σ12 19.42 σ12
    1.84 0.58   1.96
18.82 1.84 σ 22 18.82 σ 22
170 Mathematical Statistics, 8E

(1.2)2 1 σ 2 (1.2)2
11.58   12   f 0.01,14,11
(1.5) f 0.01,11,14 σ 2 (1.5)2
2

0.64 σ 12 σ12
  (0.64)(4.30) 0.165   2.752
3.87 σ 22 σ 22

(251.89)2 1 σ12 (251.89)2

11.59     f 0.05,4,4
(206.52)2 f 0.05,4,4 σ 22 (206.52)2
1.4876 σ 12 σ12
 2  1.4876(6.39) 0.233   9.506
6.39 σ2 σ 22

11.60 Using MINITAB we enter the data into C1 and we give the command
MTB> Tinterval 95.0 C1
Obtaining
N MEAN STDEV SEMEAN 95.0 PERCENT C.I.
20 6.145 1.467 0.328 (5.458, 6.832)

11.61 Using MINITAB we enter the data into C1 and C2 and we give the command
MTB> St Dev C1 obtaining
ST DEV = 275.87

Then, with χ 0.05,29

2
 42.557 and χ 0.95,29
2
 17.70 , we have

29(275.87)2 29(275.87) 2
 σ2 
42.557 17.78

or 227.7  σ  352.3 with 90% confidence.