Statistics – Sampling Distributions

Suggested Solution to the Pre-lecture Problems

Ling-Chieh Kung
Department of Information Management
National Taiwan University

1. (a) We have
 
1
E[Y ] = E (X1 + X2 + X3 )
2
1   1  5 5 5  15
= E[X1 ] + E[X2 ] + E[X3 ] = + + = .
2 2 2 2 2 4

(b) We have
 
1
Var(Y ) = Var (X1 + X2 + X3 )
2
1h i 1  5 5 5  15
= Var(X1 ) + Var(X2 ) + Var(X3 ) = + + = .
4 4 4 4 4 16

(c) To characterize the distribution of Y , we need to first list all its possible outcomes and then
assign probabilities to these outcomes. The set of possible values of X is { 23 , 2, 52 , 3, ..., 6}.
The probability of each possible outcome need to be derived through detailed counting:
ˆ Pr(Y = 32 ): All three dices must result in 1 and thus the probability is 64
1
.
3
(1)
ˆ Pr(X = 2): We must get two 1s and one 2. The probability is thus 64 = 64 3
.
ˆ Pr(X = 2 ): We must get either two 1s and one 3 or one 1 and two 2s. The probability
3

(3)+(3) 6
is thus 1 64 1 = 64 .
ˆ Pr(X = 3): There are three possibilities: (1) Two 1s and one 4, (2) one 1, one 2, and one
(3)+(3)(2)+(3)
3, and (3) three 2s. The probability is thus 1 12161 3 = 10 64 .
ˆ And so on...
The distribution of X is summarized below:
3 5 7 9 11
Outcome 2 2 2 3 2 4 2 5 2 6
1 3 6 10 12 12 10 6 3 1
Probability 64 64 64 64 64 64 64 64 64 64

2. (a) Method 1. We may first derive the distribution of the sample mean. Through the process
similar to that for Problems 1 and 2, the distribution of the sample mean with sample size 2
can be characterized as
Outcome 10 15 20 25 30 35 40
Probability 0.04 0.12 0.25 0.28 0.22 0.08 0.01

Now the probability for the sample mean to be greater than 25 is 0.22 + 0.08 + 0.01 = 0.31.
Method 2. Let X1 and X2 be the first and second values sampled, the probability that we
are looking for is
 
X1 + X2
Pr > 25
2
= Pr(X1 = 20, X2 = 40 ∩ X1 = 30, X2 ≥ 30 ∩ X1 = 40, X2 ≥ 20)
= Pr(X1 = 20, X2 = 40) + Pr(X1 = 30, X2 ≥ 30) + Pr(X1 = 40, X2 ≥ 20)
= Pr(X1 = 20) Pr(X2 = 40) + Pr(X1 = 30) Pr(X2 ≥ 30) + Pr(X1 = 40) Pr(X2 ≥ 20)
= 0.03 + 0.2 + 0.08 = 0.31.

1
(b) Let X be the outcome of drawing one entity and X be the sample mean of drawing ten entities.
First, we may calculate Var(X) = σ 2 = 84. It then follows that the variance of the sample
mean is
σ2 84
Var(X) = = = 0.84.
n 100
(c) Because n ≥ 30, we may apply the central limit theorem, which implies that the sample mean
follows a normal
q distribution with mean 24 (the same as the population mean) and standard
deviation 84 50 ≈ 1.296. Let X be the sample mean of a sample size 50, it then follows that
the probability for the sample mean to deviate from the population mean by 1 is
 
23 − 24 25 − 24
1 − Pr(23 < X < 25) ≈ 1 − Pr <Z<
1.296 1.296
≈ 1 − Pr(−0.772 < Z < 0.772) ≈ 0.44,

where Z is a standard normal random variable.