AMA1110 Exercise - 9

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AMA1110 2019/20 Semester 1 Exercise 9

AMA1110 Basic Mathematics I -


Calculus and Probability & Statistics
Exercise 9

A Revision
Keywords: Descriptive statistics. Sampling Distribution. Sampling Error. Mean and
Standard Deviation of the Sampling Distribution. Central Limit Theorem. Sampling
Distribution of p. Sampling distribution of s2 . Chi-square distribution χ2 .

Definition A.1 The mean of a set of measurements is defined to be the sum of the
measurements divided by the total number of measurements.

PN
x1 + x2 + x3 + · · · + xN i=1 xi
Mean for population data (N ) µ= =
N N

Pn
x1 + x2 + x3 + · · · + xn i=1 xi
Mean for sample data (n ≤ N ) x= =
n n

Definition A.2 The variance is the average of the squared differences between each of
the observations in a set of data and the mean. The standard deviation is the positive
square root of the variance.

(xi − µ)2
P
2
Population (N ) σ =
N

(xi − x)2
P
2
Sample (n ≤ N ) s =
n−1

Definition A.3 The population distribution is the probability distribution of the pop-
ulation data.

Definition A.4 The probability distribution of X is called the sampling distribution of


X . It lists the various values that X can assume and the probability of each value of X.

Remark A.5 (Sampling Error) Sampling error is the difference between the value of
a sample statistic and the value of the corresponding population parameter. In the case
of the mean,
Sampling error = X − µ (A.1)
Sampling error occurs because of chance.

Definition A.6 The errors that occur in the collection, recording, and tabulation of data
are called nonsampling errors.

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AMA1110 2019/20 Semester 1 Exercise 9

Definition A.7 The mean and standard deviation calculated for the sampling distribu-
tion of X are called the mean µX and standard deviation σX of X. The standard deviation
of σX is also called the standard error of X.

Remark A.8
σ
µX = µ, σX = √ (A.2)
n
Formula σX = √σn is used when n/N ≤ 0.05, where N is the population size. If this
condition is not satisfied, we use the following formula to calculate σX
r
σ N −n
σX = √ (A.3)
n N −1
r
N −n
where the factor is known as the finite population correction factor.
N −1

Theorem A.9 (Central Limit Theorem) Let Sn = X1 +X2 +· · ·+Xn be the sum of n
discrete independent random variables with common distribution having expected value µ
and variance σ 2 . Then, for a < b,
  Z b
Sn − nµ 1 2
lim P a < √ <b = √ e−x /2 dx .
n→∞ nσ 2 2π a

Remark A.10 (Shape of the Sampling Distribution of X) .

Normal Population Non-normal Population


Mean µX = µ µX = µ

σ σ
Standard error σX = √ σX = √
n n

Shape Normal Approximate Normal if n!≥ 30


 2 !  2
σ σ
Notation X ∼ N µ, √ X ∼ N µ, √
n n

If the population distribution is fairly symmetrical, the sampling distribution of the sample
mean is approximately normal if the samples of at least 15 observations are selected.

The symbols we use to represent several important population parameters and their
sample counterparts follow.

Population Parameter Sample Statistic


Mean µ X
Standard deviation σ s
2
Variance σ s2
Proportion p p

2
AMA1110 2019/20 Semester 1 Exercise 9

B Exercise
1. Suppose we have a sample {X1 , . . . , X50 } drawn independently from the discrete
distribution with probability mass function f defined below. Let X be the sample
2
mean. Find µX , σX , and P (X > 17.1).

x 12 16 17 21
f (x) 0.1 0.3 0.5 0.1

2. Suppose we have a sample {X1 , . . . , X100 } drawn independently from the Poisson
distribution with mean 2.5. Estimate the following probabilities

(a) P (X > 2.7) (b) P (X1 + · · · + X100 > 270)

3. Suppose we have a sample {X1 , . . . , X100 } drawn independently from the binomial
distribution B(5, 0.5). Estimate the following probabilities

(a) P (X > 2.7) (b) P (X1 + · · · + X100 > 270)

4. A factory produces a kind of piston ring, of which the inside diameter has population
mean 10.35cm and standard deviation 0.01cm.

(a) Let X be the average of a sample of size 10. Find the mean and standard
deviation of X.
(b) If the sample mean X is obtained from a sample with size 100, find some x
such that P (X < x) = 0.95.

5. We randomly select 86 bags of fertilizer with stated weight 50 lb.

(a) If the statement really gives the population mean and the weights of bags have
population a variance 1, find P (49.77 < X < 50.23).
(b) If the population mean weight is indeed 49.7 lb which means the manufacture
fails to control the quality, calculate P (49.77 < X < 50.23).

6. A teacher arrives home at 5:30pm to grade a box of 50 assignments. Previous expe-


rience suggests that the time he spent on grading each assignment is independent
with mean 6 min and standard deviation 5 min. If the teacher starts to grade the
assignment immediately, what is the probability that he can finish grading all the
assignments before midnight?

7. The government is investigating the time cost of filing a specific form. They mea-
sured the time cost of five and six people on two days respectively. Suppose that in
population the time cost is normally distributed with mean 10 min and standard
deviation 2 min.

(a) What is the probability that the sample average amounts of time of the two
days are both less than 11 min?
(b) What is the probability that for both days, the overall sample average amount
of time is at most 11 min?

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AMA1110 2019/20 Semester 1 Exercise 9

8. The life of a brand of battery has a normal distribution N (10, 2) (hours). Let X be
the sum of life of a pack of 10 batteries. Find the probability that X can be longer
than 105 hours.

9. The Rockwell hardness of a brand of nails has a population distribution with µ = 50


and σ 2 = 4.

(a) If the hardness has a normal distribution, find the probability that the average
hardness of a random sample of size 10, is no greater than 49.4.
(b) Find the probability that the average hardness of a random sample of size 40
is no greater than 49.4.

10. An instructor spends X ∼ N (8, 4) (min) time to grade each paper of an exam.
Now he has two boxes (say, colored in red and blue respectively), each containing
70 exam papers to grade.

(a) Approximate the probability that the instructor will finish grading the red box
in less than 9 hours.
(b) Suppose that the instructor finished the red box using exactly 8 hours, estimate
the probability that the instructor can finish both boxes in less than 18 hours.

11. Historical data suggest that the number of times a customer service telephone is
called everyday has a Poisson distribution with mean 17.3. Let X be the average
number of calls received during 60 days.

(a) Find the probability that P (X < 18).


(b) Find the probability that the total number of calls in the 60 days is less than
1080.

12. Failure in the wifi service occurs at a mean rate of 3 instances per day, and the
transmission on a day is consider “bad” if there are at least 5 failures that day.

(a) Find the probability of having exactly 2 days of bad transmission in the coming
5 days.
(b) Find the probability of having at most 15 days of bad transmission in the next
100 days.
(c) Immediately after a total of 7 days of bad transmission, the user will receive
a discount. Find the probability that a person receives a discount for the first
time on the 30th day after he started to use the service.

13. The baggage weights for passengers using a particular airline are normally dis-
tributed with a mean of 20 lb and a standard deviation of 4 lb. If the limit on
the total luggage weight is 2125 lb, what is the probability that the limit will be
exceeded for 100 passengers?

4
AMA1110 2019/20 Semester 1 Exercise 9

14. The heights (in cm) of the kindergarten children are approximately normally with
µ = 117 and σ = 6.

(a) If an individual kindergarten child is selected at random, what is the proba-


bility that he or she has a height between 114 and 120 cm?
(b) A classroom of 30 of these children is used as a sample. What is the probability
that the class mean X is between 114 and 120 cm?
(c) If an individual kindergarten child is selected at random, what is the proba-
bility that he or she is taller than 120 cm?
(d) A classroom of 30 of these kindergarten children is used as a sample. What is
the probability that the class mean X is greater than 120 cm?

15. The diameter of a brand of table tennis balls is approximately normally distributed,
with a mean of 1.3 inches and a standard deviation of 0.04 inch. Suppose you select
a random sample of 16 balls.

(a) What is the probability that the sample mean is less than 1.28 inches?
(b) What is the probability that the sample mean is between 1.31 and 1.33 inches?
(c) The probability is 60% that the sample mean will be between what two values,
symmetrically distributed around the population mean?

16. The weights of chicken are normally distributed. A random sample of 5 chickens
from a farm gives the following results (in kilograms): 3.2, 2.5, 2.6, 3.3, and 2.8.
Construct a 95% confidence interval for the average weight of the chicken.

17. Report says that the average PolyU student buys 6.5 pairs of sports shoes per year.
Suppose the population standard deviation is 2.1 and that a sample of 81 customers
will be examined next year.

(a) What is the standard error of the mean in this experiment?


(b) What is the probability that the sample mean is between 6 and 7 pairs of
sports shoes?
(c) What is the probability that the difference between the sample mean and the
population mean is less than 0.25 pairs?
(d) What is the likelihood the sample mean is greater than 7 pairs?

18. The amount of time a bank teller spends with each customers is approximately
normally distributed with mean of 3.1 minutes and standard deviation of 0.4 minute.
Suppose a random sample of 16 customers are selected.

(a) What is the probability that the mean time spent per customer is at least 3
minutes?
(b) There is an 85% chance that the sample mean is less than how many minutes?
(c) If a random of 64 customers, there is an 85% chance that the sample mean is
less than how many minutes?

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AMA1110 2019/20 Semester 1 Exercise 9

19. The lifetime of light bulbs manufactured by factory X is known to follow an ex-
ponential distribution with mean lifetime 30 days. Suppose that a random sample
of 100 light bulbs from that factory is chosen. Find the probability that the mean
lifetime of the sample is above 28 days.

20. It is known that the length of a certain product follows a normal distribution
with mean 100 cm and standard deviation 5 cm. A sample of the products will be
randomly selected. Find a sample size so that the probability of the corresponding
sample mean exceeding 100.05 cm is approximately 0.413.

21. A die is rolled 420 times. What is the probability that the sum of the rolls lies
between 1400 and 1550?

22. The amount of time a bank teller spends with each customer has a population mean
µ = 3.10 minutes and a standard deviation σ = 0.40 minute. If you select a random
sample of 16 customers

(a) what is the probability that the mean time spent per customer is at least 3
minutes?
(b) there is an 85% chance that the sample mean is less than how many minutes?
(c) What assumption must you make in order to solve (a) and (b)?
(d) If you select a random sample of 64 customers, there is an 85% chance that
the sample mean is less than how many minutes?

23. If X is the mean of a random sample of size n from a normal distribution with
mean µ and variance 100, find n so that P (µ − 5 < X < µ + 5) = 0.954.

24. It is known that the scores of soccer games follow a Poisson distribution with a mean
2.1. Suppose that 50 soccer games are randomly chosen. What is the probability
that the sample average score is at least 1.95?

25. Suppose that a population has a mean of 5 and a standard deviation of 5.

(a) For a randomly chosen sample of size 50, what is the probability that X exceeds
5.5?
(b) Find a sample size so that the probability that X exceeds 5.1 is at most 0.1587.

6
Table of the Standardized Normal Distribution
P
The table gives the probability
P = Pr(Z > z )
where Z ~ N(0,1). 0 z

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 0.5000 0.4960 0.4920 0.4880 0.4840 0.4801 0.4761 0.4721 0.4681 0.4641
0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247
0.2 0.4207 0.4168 0.4129 0.4090 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859
0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.3520 0.3483
0.4 0.3446 0.3409 0.3372 0.3336 0.3300 0.3264 0.3228 0.3192 0.3156 0.3121

0.5 0.3085 0.3050 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.2810 0.2776
0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451
0.7 0.2420 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148
0.8 0.2119 0.2090 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867
0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.1660 0.1635 0.1611

1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379
1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1251 0.1230 0.1210 0.1190 0.1170
1.2 0.1151 0.1131 0.1112 0.1093 0.1075 0.1056 0.1038 0.1020 0.1003 0.0985
1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823
1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681

1.5 0.0668 0.0655 0.0643 0.0630 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559
1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455
1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367
1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294
1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.0250 0.0244 0.0239 0.0233

2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183
2.1 0.0179 0.0174 0.0170 0.0166 0.0162 0.0158 0.0154 0.0150 0.0146 0.0143
2.2 0.0139 0.0136 0.0132 0.0129 0.0126 0.0122 0.0119 0.0116 0.0113 0.0110
2.3 0.0107 0.0104 0.0102 0.00990 0.00964 0.00939 0.00914 0.00889 0.00866 0.00842
2.4 0.00820 0.00798 0.00776 0.00755 0.00734 0.00714 0.00695 0.00676 0.00657 0.00639

2.5 0.00621 0.00604 0.00587 0.00570 0.00554 0.00539 0.00523 0.00508 0.00494 0.00480
2.6 0.00466 0.00453 0.00440 0.00427 0.00415 0.00402 0.00391 0.00379 0.00368 0.00357
2.7 0.00347 0.00336 0.00326 0.00317 0.00307 0.00298 0.00289 0.00280 0.00272 0.00264
2.8 0.00256 0.00248 0.00240 0.00233 0.00226 0.00219 0.00212 0.00205 0.00199 0.00193
2.9 0.00187 0.00181 0.00175 0.00169 0.00164 0.00159 0.00154 0.00149 0.00144 0.00139

3.0 0.00135 0.00131 0.00126 0.00122 0.00118 0.00114 0.00111 0.00107 0.00104 0.00100
3.1 0.00097 0.00094 0.00090 0.00087 0.00084 0.00082 0.00079 0.00076 0.00074 0.00071
3.2 0.00069 0.00066 0.00064 0.00062 0.00060 0.00058 0.00056 0.00054 0.00052 0.00050
3.3 0.00048 0.00047 0.00045 0.00043 0.00042 0.00040 0.00039 0.00038 0.00036 0.00035
3.4 0.00034 0.00032 0.00031 0.00030 0.00029 0.00028 0.00027 0.00026 0.00025 0.00024

3.5 0.00023 0.00022 0.00022 0.00021 0.00020 0.00019 0.00019 0.00018 0.00017 0.00017
3.6 0.00016 0.00015 0.00015 0.00014 0.00014 0.00013 0.00013 0.00012 0.00012 0.00011
3.7 0.00011 0.00010 0.00010 0.00010 0.00009 0.00009 0.00008 0.00008 0.00008 0.00008
3.8 0.00007 0.00007 0.00007 0.00006 0.00006 0.00006 0.00006 0.00005 0.00005 0.00005
3.9 0.00005 0.00005 0.00004 0.00004 0.00004 0.00004 0.00004 0.00004 0.00003 0.00003
AMA1110 2019/20 Semester 1 Exercise 9

Answer:
2
1. µX = 16.6, σX = 0.0848, P (X > 17.1) = 16. (2.4375, 3.3225)
0.0430
17. (a) 0.23, (b) 0.9676
2. (a) 0.1030 (b) 0.1030 (c) 0.7154, (d) 0.0162

3. (a) 0.0367 (b) 0.0367 18. (a) 0.8413, (b) 3.204


(c) 3.152
4. (a) 10.35, 0.0032, (b) 10.3516
19. 0.7486
5. (a) 0.9668, (b) 0.2578
20. 484
6. 0.9946
21. 0.9670
7. (a) 0.7720, (b) 0.9515
22a. 0.8413
8. 0.1314
22b. 3.204
9. (a) 0.1711, (b) 0.0287
22c. To be able to use the standardized nor-
10. (a) 0.1151, (b) 0.9916 mal distribution as an approximation for
the area under the curve, you must assume
11. (a) 0.9032, (b) 0.9032 that the population is approximately sym-
metrical.
12. (a) 0.1849, (b) 0.2206
(c) 0.0318 22d. 3.152

13. 0.00087 23. 16

14. (a) 0.3830, (b) 0.9938 24. 0.7673


(c) 0.3085, (d) 0.00307
25a. 0.2389
15. (a) 0.0228, (b) 0.1574
(c) (1.291, 1.309) 25b. n ≥ 2500

- Mathematics is the science of what is clear by itself. Carl Gustav Jacob Jacobi (1804-1851). -
- Finis -

8
AMA1110 2019/20 Semester 1 Exercise 9

Outline Solution for Selected Questions:


(Warning: This is just an outline, please write all the details during your
test/exam)
There might have many typos / mistakes, please report to hcharles.lee@polyu.edu.hki
if you find any. Thank you!

2.

4.

6.

8.

10.

12.

14.

16.

18.

20.

21. The sum is a random variable

S420 = X1 + X2 + · · · + X420 ,

where each Xj has distribution


 
1 2 3 4 5 6
mX =
1/6 1/6 1/6 1/6 1/6 1/6

We have seen that µ = E(X) = 7/2 and σ 2 = V (X) = 35/12. Thus, E(S420 ) = 420·7/2 =
1470, σ 2 (S420 ) = 420 · 35/12 = 1225, and σ(S420 ) = 35. Therefore,
 
1399.5 − 1470 ∗ 1550.5 − 1470
P (1400 ≤ S420 ≤ 1550) ≈ P ≤ S420 ≤
35 35

= P (−2.01 ≤ S420 ≤ 2.30)
≈ .9670 .

22a. P (X > 3) = P (Z > −1) = 1 − 0.1587 = 0.8413.

22b. P (Z < 1.04) = 0.85; X = 3.1 + 1.04(0.1) = 3.204

22c. To be able to use the standardized normal distribution as an approximation for the
area under the curve, you must assume that the population is approximately symmetrical.

22d. P (Z < 1.04) = 0.85; X = 3.1 + 1.04(0.05) = 3.152

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