Chapter 5

Statistical Estimation
5.1 Introduction
5.2 The Methods of finding Point estimators
5.3 Some Desirable Properties of Point Estimators
5.4 Confidence Interval for
5.5 A Confidence Interval for the Population Variance
5.6 Confidence Interval Concerning Two Population Parameters
5.7 Chapter Summary
5.8 Computer Examples
Projects for Chapter 5

Exercise 5.2
5.2.1

(a) Given we can equate the first sample moment x to the first moment of our distribution and
1
x However this estimate only holds true if all x i≥1 .
^p=
solve for the parameter we wish to estimate.

(b) ^p=0 . 0621

5.2.2
(a)

(b)
(c)

Using the invariance property,

(d)

= =1.4814
5.2.3
(a)
b
1 1
E( X )=∫ x dx= ( a+b )
a b−a 2

Let a=(θ−1), b=(θ+1)

where

Therefore, the moment estimator of is .

(b)

= =12.492
5.2.4
(a)

By the method of moments estimator

(b)

From the given data, =1.409, then,

5.2.5
(a) Here,

Let,

Then
Now,
 is the method of moment estimator of θ.
(b)
We have,

The likelihood function is given by

where is an indicator function.

As exponential function is an increasing function, the likelihood function is maximum if θ is maximum.

The maximum value of θ is (i) is min { }.

Therefore, the MLE of θ is min { }= .

5.2.6
We have,

The moment estimator of is .

5.2.7
We have,

Then,

We know, is the moment point estimator of .

.
5.2.8
We are given,
Now, we have from (i)

5.2.9
(a)

Let be a random sample from a distribution with pdf

Then,
(b)

5.2.10

Let be a random sample from a distribution with pdf

We know,
5.2.11
For a normal distribution

Now,

Again,

By invariance property

5.2.12
We know that for beta distribution,

Then,
Let

Also,

We can write

Similarly,

5.2.13
For a normal distribution

Now,
Again,

5.2.14
The tossing of a coin n times has the Bernoulli distribution with n trials represented below:

Now,

The factor is a fixed constant and does not affect the MLE. So,

By Invariance property,

5.2.15
We have,
Now,

From the data,

5.2.16

Now,
5.2.17

Now,

The factor is a fixed constant and does not affect the MLEs. So,

5.2.18

Now,

The above two equations cannot be solved analytically. Numerical computation is required.
5.2.19
Now,

5.2.20

We have,

Here, the equation is not differentiable, so we have to maximize the likelihood equation w.r.t . We

have to minimize , so that will be maximum. Hence = .

Now,
Therefore, MLEs are,

= and
5.2.21

we have to maximize the likelihood equation w.r.t .We have to minimize , so that will be
maximum. Hence,

Similarly,

5.2.22
5.2.23

The likelihood function is:

Let are order statistics.

The likelihood function is maximum at

5.2.24

By the definition of likelihood function,

It is difficult to solve the above equation to find the MLE of .We can use Newton Raphson method to
solve the above equation and obtain the MLE of .
5.2.25
The pdf for a normal distribution is:
The likelihood function is:

Hence, the estimates of and are and respectively.

From the given data,

=50.189

The maximum likelihood estimate of is (5.367,50.189).

5.2.26
PDF of gamma distribution

The likelihood function

=
Now,

The above two equations cannot be solved analytically to obtain separate estimates for and .

Now, solving second equation in terms of

5.2.27
We have,

Now,

5.2.28

5.2.29
We are given,

Now,
5.2.30
Exercise 5.3
5.3.1
−∞
(a) E ( X )= ∫ x e
−(x−θ)
dx
θ

Using the substitution u=x−θ,

−∞ −∞ −∞
E ( X ) =∫ ( u+θ ) e du=∫ u e du=¿ ∫ θ e−u du ¿
−u −u

0 0 0

−∞
−∞
¿ τ ( 2 ) +θ ∫ e−u du=1−θ [ e−u ]0 =1−θ [ e−∞−e 0 ]
0

¿ 1+θ

[ ]
n

Now,
∑ Xi 1
n
1
n
.
E ( X ) =E
i =1
n
= ∑
n i=1
E ( X i )= ∑ (1+θ )=1+θ
n i =1

Since E ( X ) −θ>0 , X is a biased estimator for θ .

(b) As seen from part (a), E ( X ) −( 1+ θ )=0 . Hence, X is an unbiased estimator for 1+θ .

5.3.2
Now,

Then,

Hence, is an unbiased estimator of .

5.3.3
Sample Standard deviation

5.3.4

Now,
We have

Then we get,

Therefore, the bias of is .

5.3.5

c 1 X 1+ …+c n X n to be an unbiased estimator for μ, E ( c 1 X 1 +…+c n X n ) =μ.

Hence, c 1 E ( X ¿¿ 1)+ …+c n E ( X n ) =μ⇒ c 1 μ+…+ c n μ=μ⇒ (c ¿ ¿ 1+…+ c n)=1 ¿ ¿
n
Therefore, in this case ∑ ci =1 must be satisfied to have an unbiased estimator for μ using
i=1

c 1 X 1+ …+c n X n.

5.3.6

Now,

Therefore,

is the unbiased estimator of .

5.3.7

θ
(a) First population moment is E ( X ) = and first sample moment is X .
2
θ
Hence, =X → θ^2=2 X .
2
 nθ
(b) E ( θ^ 1) =E ( Y ( n) ) = ≠θ . Hence, θ^ 1 is a biased estimator for θ .
n+ 1

( )
n n

∑ Xi ∑ E(X ¿¿ i) nθ /2 . Hence, θ^ 2 is an unbiased estimator

E ( θ^ 2) =E ( 2 X )=2 E
i=1 i=1
=2 =2 =θ ¿
n n n
for θ^ 2 .

(c) E ( θ^ 3) =E ( n+1n Y )=( n+1n ) E (Y )=( n+1n )( n+1

(n )
nθ
(n ) )=θ
5.3.8

Now,

Hence,

is a biased estimator of .
5.3.9

We have,

is the unbiased estimator of . By the definition, the unbiased estimate that minimizes the

Mean square error is called minimum variance unbiased estimate(MVUE) of .

Therefore, minimizing the MSE implies the minimization of Var( ).

is the MVUE of .
5.3.10

From Sampling theory,

Also,

and are independent.

So, by additive property of Chi-Square distribution.

Now,

Therefore, pooled estimator is unbiased estimator of

5.3.11

Since for normal distribution X =M which implies E ( M )=E ( X ) =μ. Hence, both are unbiased
estimators for μ.
2
σ
σ 2
πσ
2
Var ( X ) n 2(n−1)
Var ( X )= and Var ( M )= . Next, we can see that = = <1. Hence,
n 2( n−1) Var ( M ) πσ
2
nπ
2( n−1)
Var ( X ) <Var ( M ).
5.3.12

By Neyman Factorization Theorem,

is sufficient for .
5.3.13
1
f ( x ;σ )= exp ¿
2σ
¿> f ( x ; σ )=exp ¿
Hence, according to theorem 5.3.6, |X| is a sufficient statistic for σ .

5.3.14

If is sufficient for , then by Neyman Factorization theorem, we can write the joint distribution

as where, depend on both and , but

is free from and .

Now, maximization of w.r.t is same as that of . Naturally, the maximizer of

must be a function of .

Since the maximizer of is nothing but the MLE of , such MLE must be a function of .
5.3.15
Now,

By Neyman factorization theorem,

and
Therefore,

is sufficient for .
Similarly,

By Neyman factorization theorem,

and

Therefore,

is sufficient for .
5.3.16
(a)
Now,

Therefore,

is the unbiased estimate of mean.

(b)

From question 16, the two sufficient statistics for the parameter are

and
From the above data,

=49.8

=1.992
5.3.17

By using Neyman factorization theorem,

Therefore,

is sufficient for .
5.3.18

Now,

By Neyman factorization theorem

Therefore,

is sufficient for .
5.3.19

By Neyman factorization theorem

Therefore,

is sufficient for
5.3.20

By Neyman factorization theorem

Therefore,

is sufficient for .
5.3.21
We have,

The likelihood of the given pdf is:

The likelihood function is a decreasing function. For , the likelihood function attains a maximum
value at .

Therefore, the MLE of is:

5.3.22

By Neyman factorization theorem

Therefore,

is sufficient for
5.3.23

By Neyman factorization theorem

Therefore,

is sufficient for .
Exercise 5.4
5.4.1
(a) We're 99% confident that the true population parameter is in our confidence interval.

(b) 99% is the wider confidence interval, if everything remains constant e.g. sample size and parameters
then increase confidence increases the interval size.

(c) If the population variance is unknown we use a t-distribution, if the population variance is known and
the sample size is large satisfying the CLT we using the standard normal distribution.

(d) As the sample size increase the confidence interval becomes narrower.

5.4.2

For as a pivot

,
This implies

,
 98% confidence interval for is

5.4.3
(a) Z is a standard normal random variable with known variance, thus we simply treat -2.81 and 2.75 as
coming from a standard normal distribution.

P(−2. 81≤Z≤2 .75 )=k=0 . 9945

(b)

σ σ
P( x−2 .81 ≤μ≤x+2. 75 )=0 .9945
√n √n
(c) 0.9945
(d)

5.4.4

95% confidence interval for mean is

5.4.5

a. Here

Pivot= ; where only is unknown.

So confidence interval for is given by

b.
, ,

90% confidence interval is given by

We are 90% confident that lies in the interval (9.985, 28.903).

5.5.6
So we have,

Therefore,

(1- ) 100% confidence interval for is given by

5.4.7

Our sufficient statistic is and . we can use

the pivotal quantity which is a distribution that does not depend on . Now,
we can construct our confidence interval as follows.
2 θ^ 2 θ^
P( ≤θ≤ )=0.95
Γ n,2,0 .95 Γ n ,2,0. 025
 5.4.8
(a)

Now,

Therefore,90% confidence interval for is

(b)

The 90 % confidence interval for is given by:

Assuming that we have only one bowl of cereal (n=1):

The confidence interval for is

 (12.12085,37.87915)
(c)
Standard Error=0.02

Solving the above equation, we get,

n=4146.812618

5.4.9

(a)

So the confidence interval is .

(b) If is unknown, we use sample variance for the estimation of confidence interval and t-
distribution as a sampling distribution. Thus the confidence interval is

5.4.10
 If is known and is used as an estimator of the mean , then confidence
interval is given by

i.e.

5.4.11

Using method of moments to find an estimate first we need to know

Then we construct our pivotal quantity . Thus our confidence interval is:

.
This assumes CLT and that our sample size is large enough.

Exercise 5.5
5.5.1

a.

95% confidence interval is given by

 = (0.323, 0.377)

b.

= (0.572, 0.628)

c.

= (0.13, 0.17)
d.

For all 3 cases, we assume that .

For case (a), we are 95% confident that the true proportion of people who find political advertising to be
untrue lie between (0.323, 0.377).
For case (b), we are 95% confident that the true proportion of voters who will not vote for candidates
whose advertisements are considered to be untrue lie between (0.572, 0.628).
For case (c), we are 95% confident that the true proportion of those who avoid voting for candidates
whose advertisements are considered untrue and who have complained to the media or to the candidate
about the falsehood in commercials lie between (0.13, 0.17).
5.5.2

98% confidence interval for the mean is given by

Assumption: t-distribution because is unknown.
5.5.3
a)

Here

b)

c)
5.5.4

95% confidence interval for is

Assumption: normal distribution because of the large sample size and known.
5.5.5

So, the given data can be approximated as a normal distribution.

 Here

Thus the 98% confidence interval is given by

5.5.6

So the given data can be approximated as a normal distribution.

Here

Thus the 95% confidence interval is given by

5.5.7

We assume that .
95% confidence interval is
5.5.8

99% confidence interval for is

5.5.9

95% confidence interval is given by

5.5.10
95% confidence interval is given by

Similarly, we can calculate 98% confidence interval.

5.5.11

Proportion of defection

90% confidence interval is given by

(b) Yes, The assumption of normality is valid, based on the sampling distribution of and the
central limit theorem.
(c)

5.5.12
95% confidence interval is given by

5.5.13

5.5.15

95% confidence interval is given by

For 98% confidence interval

5.5.16
(a)

Because of enough (>30) sample size we assume normal distribution.

95% confidence interval for mean number of people living in the city is

(b)

= (296.268, 503.75)
(c)
With 95% confidence, we can say that there are approximately minimum 3 to maximum 4 people
living in the household. Similarly, mothly food expenses are approximately in the range of 296 to 503
in the household.
5.5.17

The 90% confidence interval for the mean , we have the following confidence interval.
5.5.18

and
The 95% confidence interval is given by

5.5.19

The 95% confidence interval is given by

We are 95% confident that the true proportion of women at least 35 years of age who are pregnant
with a fetus affected by Down syndrome who will receive positive test results from this procedure lie
between (0.781, 0.953).

5.5.20
(a)
 Now,

Therefore, confidence interval for is

(b)
From the given data,

Therefore,95% confidence interval for is

5.5.21
We have,
5.5.22

Confidence level ( ) = 95%

Margin of Error (E) = 1%
(a) Since estimate of population proportion is unknown we use p = 0.5
Now,

To find area under the curve, we calculate

The corresponding Z-value is 1.96

Hence,

Therefore, the required smaple size is 9604.

(b)
The initial estimate of the fruit fly Drosophila melanogaster have been affected by the mutation,
p = 0.25
Using the formula,

, we get

Therefore, the required sample size is 7203.

5.5.23
98% confidence interval for mean is given by

5.5.24
Here, we have

Now, 95% confidence interval is

5.5.25
(a) The t -distribution is more spread out (i.e. has more area in the tails) than the normal distribution.
(b) This increases the size of confidence interval
(c) Yes, sample size makes a difference. The greater the sample size the less additional area in the
tails as compared to the normal curve. The t-distribution approaches the z-distribution as a limit when
n increases.
(d) The population distribution of the variable is normally distributed
5.5.26
(a) We have,

From t-table, we get

(b) We have,
From t-table, we get

(c) We have,

From t-table, we get

5.5.27
We have,

(a)

Now, 95% confidence interval is given by

(b)

Now, 95% confidence interval is given by

(c)

Now, 95% confidence interval is given by

As value of n increases the size of confidence interval becomes smaller.

5.5.28

Now, 95% confidence interval is given by

5.5.29

We are 98% confident that the population mean lies between (-3.03, -1.41).
5.5.30

Now, 98% confidence interval is given by

5.5.31
Now, 95% confidence interval is given by

5.5.32

Now, 95% confidence interval is given by

5.5.33

Now, 99% confidence interval is given by

We are 99% confident that the actual average Hb level in children with chronic diarrhea for this city
lie between (11.99, 15.41).
In the boxplot, the data seems to be slightly skewed, and when looking at the normal plot the data
seems to deviate a bit from the normal line at the ends. This skewness could be due to the random
small sample size.
5.5.34
Now, 99% confidence interval is given by

5.5.35

Now, 95% confidence interval is given by

We are 95% confident that the mean peak CK activity lie between (237.65, 584.21).

5.5.36

Now, 95% confidence interval is given by

5.5.37

Now, 99% confidence interval is given by

We are 99% confident that the population mean lie between (2.40, 3.84).
5.5.38

(a)The unbiased estimate of population mean is .

= =97.24
(b)

Now, 99% confidence interval is given by

5.5.39

Now, 98% confidence interval is given by

We are 98% confident that the population mean lies between (2.69, 5.15).
5.5.40
(a)
In the boxplot, the data seems to be slightly skewed, and when looking at the normal plot the data
seems to deviate a bit from the normal line at the ends. This skewness could be due to the random
small sample size.

(b)

Now, 95% confidence interval is given by

(c)

Now, 99% confidence interval is given by

 (d) 99% confidence interval is wider than 95% confidence interval. This occurs because the as the
precision of the confidence interval increases (ie CI width decreasing), the reliability of an
interval containing the actual mean decreases (less of a range to possibly cover the mean).
5.5.41
(a)

Looking at the normal plot, the point are mostly around the normal line suggesting that the data
comes from a normal population
(b)

Now, 95% confidence interval is given by

We are 95% confident that the population mean stopping distance μ lie between (147.2095,
149.1904).
5.5.42
 (a)

Now, 95% confidence interval is given by

(b)

Looking at the normal plot, the points are mostly around the normal line suggesting that the data
comes from a normal population

Exercise 5.6
5.6.1
 90% confidence interval for is given by

5.6.2

95% confidence interval for is given by

5.6.3

99% confidence interval for is given by

 We are 95% confident that the true variance of the air pollution index for this city is in between
4.8338 and 65.7245.

5.6.4

95% confidence interval for is given by

5.6.5

n=18 , x =2.27 , s 2=1.02 ,C=99 %

2 2
From the χ 2 table χ 17,0.005 =35.7185 and χ 17,0.995 =5.6972

Thus 99% confidence interval for σ 2

[ 2
, 2
][
( n−1 ) s 2 ( n−1 ) s 2
χ 17,0.005 χ 17,0.995
=
17∗1.02 17∗1.02
,
35.7185 5.6972 ]
=[ 0.4855 ,3.0436 ]

We are 99% confident that the true variance is in between 0.4855 and 3.0436 .

5.6.6
We have,

95% Confidence Interval for is given by

5.6.7
n=25 ,C=99 %
1
2
a) σ^ =s =
2
n−1 ∑ (
2
x i−x ) =148.44
2 2
b) From the χ 2 table χ 24,0.005 =45.5585 and χ 24,0.995=9.8862

Thus 99% confidence interval for σ 2

[ 2
, 2
][
( n−1 ) s 2 ( n−1 ) s 2
χ 24,0.005 χ 24,0.995
=
24∗148.44 24∗148.44
45.5585
,
9.8862 ]
=[ 78.1975 , 360.3556 ]

c) We are 99% confident that the true variance is in between 78.1975and 360.3556 .
Assumption: The population is Normal

5.6.8

a.

95% confidence interval for is

b. 95% confidence interval for is given by

5.6.9

(a) The unbiased estimator of

(b) 95% confidence interval for is given by

We are 95% confident that the true variance is in between 26.6371 and 123.604 .
5.6.10

Sample variance , sample mean , n=25

98% confidence interval for population variance is given by
 Also, 98% CI for population standard deviation is

= (6.05,12.03)

5.6.11

(a)

99% confidence interval for is

We are 99% confident that the true variance is in between 2.068 and 11.658.

(b)
 Looking at the normal plot, the points are mostly around the normal line suggesting that the data
comes from a normal population

Exercise 5.7
5.7.1
2 2
n1 =10 ,n 2=10 , x 1=98.4 , x2 =95.4 , s 1=235.6 , s1=87.16 ,C=98 %
Assume common variance, So the pooled sample variance is

2 ( n1−1 ) s 21+ ( n2−1 ) s22 ( 9∗235.6 ) + ( 9∗87.16 )

s p= = =161.38
n1 +n2−2 18

∴ s p=√ 161.38=12.7035

98% confidence interval for μ1−μ 2

[ 2 √ ][ 1 1
1 2
1 1
√ ]
( x 1−x 2) ± t α , 18 s p n + n = ( 98.4−95.4 ) ±2.552∗12.7035 10 + 10 = [−11.4984,17 .4984 ]

We are 98% confident that the true difference in the mean number of components assembled by the two
methods is in between −11.4984 and 17.4984 .
5.7.2

The 95% confidence interval is

= (-2.53, 10.41)
We are 95% confident that the true difference in the is in between −2.53 and 10.41.

5.7.3

, ,

, ,

Since n1 ∧n2 >30, by large sample approximation

99% confidence interval for μ1−μ 2

 = (1.6388, 9.1612)
We are 99% confident that the true difference in mean weight loss by the two methods is in between
1.6388 and 9.1612.
Assumption: The population is normal and the samples are independent.

5.7.4

, ,

, ,

99% confidence interval for difference of mean is

= (-7.5668, -1.275)
We are 99% confident that the true difference in is in between −7.5668 and −1.275 .

5.7.5
n1 =25 ,n 2=23 , x1 =58550 , x 2=53700 , s 1=4000 , s2=3200 ,C=90 %

Assume common variance, So the pooled sample variance is

2 ( n1−1 ) s 21+ ( n2−1 ) s22 ( 24∗4000 2) + ( 22∗32002 )

s=
p = =13245217.39
n1 +n2−2 46

s p= √ 13245217.39=3639.3979
 90% confidence interval for μ1−μ 2

[ 2 √ ][ 1 1
1 2 √
1 1
]
( x 1−x 2) ± t α , 46 s p n + n = (58550−53700 ) ±1.6787∗3639.3979 25 + 23 =[ 3084.8187,6615.1813 ]

We are 90% confident that the true difference in males and females mean salary is in between
$ 3084.82and $ 6615.18.

5.7.6

95% confidence interval is given by

An appropriate 95% confidence interval for p1 – p2 is in between -0.108 and 0.088.

5.7.7
n1 =40 , n2=32 , x 1=28.4 , x 2=25.6 , s 1=4.1 , s 2=4.5 ,C=99 %

( )
a) Assuming that the two samples are from normal distribution x 1 N μ 1 ,
σ 21
n1
σ2
, x 2 N ( μ2 , 2 )
n2
 Then we have x 1−x 2 N μ 1−μ2 ,
( σ 21 σ 22
+
n1 n2 )
So the Joint density function

[( ]
1 −1
f ( x1 , x2)= exp ( ( x 1−x 2 )−( μ 1−μ2 )2 )
√ )
2 2

( )
2
σ σ
2 2 σ σ 1 2
2π 1+ 2 2 +
n1 n2 n1 n2
Log Likelihood function is

[( ] [ ( )]
2 2
−1 1 σ σ 2
ln ⁡(L ( μ 1 , μ2 ) )= (( x 1−x 2 )− ( μ1−μ2 ) ) − 2 ln 2 π n 1 + n 2
)
2 2 2
σ σ 1 2
2 1+ 2
n1 n2

[( ]
∂ ln ⁡( L ( μ1 , μ 2) ) −2
= (( x1 −x2 ) −( μ1−μ2 ) ) =0
)
∂ ( μ1−μ 2 ) 2
σ1 σ2
2

2 +
n1 n2
( ^μ1− μ^ 2 )MLE =( x 1−x 2 )
b) Since n1 ∧n2 >30, by large sample approximation

99% confidence interval for μ1−μ 2

[ ( x 1−x 2) ± z α
2 √ ][
s21 s22
+ = ( 28.4−25.6 ) ± 2.58
n1 n2
4.12 4.52
+
40 32
=[ 0.1524,5 .4476 ]
√ ]
We are 99% confident that the true difference in mean is in between 0.1524 and 5.4476 .

5.7.8

, ,

, ,

99% confidence interval for is

= (1.0736, 1.7263)
 We are 99% confident that the true difference in mean is in between 1.0736 and 1.7263.

5.7.9

n1 =100 ,n 2=150 , x 1=148822 , x2 =155908 , s1 =21000 , s2 =23000 ,C=98 %

Since n1 ∧n2 >30, by large sample approximation

98% confidence interval for μ1−μ 2

[ √ ][ √ ]
2 2 2 2
s1 s2 21000 23000
( x 1−x 2) ± z α + = ( 148822−155908 ) ± 2.33
n1 n2 100
+
150
=¿
2

[ −13650.10 ,−521.90 ]
We are 98% confident that the true difference in prices of houses in 2000 and 2001 is in between
$−13650.10and $−521.90. This means that the average prices of houses in 2000 were higher than in
2001.

5.7.10

confidence interval for is given by

= (0.0145, 0.1028)

The 95% confidence interval for is in between 0.0145 and 0.1028.

5.7.11
2 2
n1 =11, n2 =13 , x 1=35.18 , x 2=38.69 , s 1 =19.76 , s2 =12.69 , C=90 %
 Using the F table, we have F n −1 , n −1,1− α =F10,12,0.95=2.75 and
1 2
2

1
=F =F12,10,0.95 =2.91
F α n2−1, n1−1,1−
α
n1−1 ,n2−1 , 2
2

2
σ1
90% confidence interval for 2
σ2

[ ) ] [( )( ]
19.76

( ( )( )) (( )(
2 2 ∗1
s1
s 22 F
1
n 1−1 ,n2−1,1−
α
,
s1
s 22 F
1
n1−1 , n2 −1 ,
α
=
12.69
2.75
,
19.76
12.69 )
∗2.91 = [ 0.5662 , 4.5313 ]
2 2

2
σ1
We are 90% confident that the ratio of true variance, 2 is located in the interval 0.5662 and
σ2

4.5313 .
5.7.12

, ,

, ,

90% confidence interval for is given by

2
σ1
We are 90% confident that the ratio of true variance, 2 is located in the interval 0.1625 and
σ2
 0.7839 .

5.7.13
n1 =12, n2 =12, x 1=68.92 , x 2=80.67 , s 1=16.77 , s 2=10.86 , C=95 %

a) Assuming unequal variance for small sample

( )
2 2 2

( )
s 1 s2 2
16.77 10.86
2 2
+ +
n1 n2 12 12
υ= = =18.85=18( round down)

( ) ( ) ( ) ( )
2 2 2 2 2 2 2 2
s1 s2 16.77 10.86
n1 n2 12 12
+ +
n1−1 n2 −1 11 11

95% confidence interval for μ1−μ 2

[ √ ][ √ ]
2 2
s 1 s2 16.77 2 10.86 2
( x 1−x 2) ± t α , υ + = ( 68.92−80.67 ) ±2.101 + =[ −23.8676,0.3676 ]
2
n 1 n2 12 12

We are 95% confident that the true difference in scores of the average and gifted students is in between
−23.8676 and 0.3676 .

b)Using the F table, we have F n −1 , n −1,1− α =F11,11,0.975 =3.47 and

1 2
2

1
=F =F11,11,0.975 =3.47
F α n2−1, n1−1,1−
α
2
n1−1 ,n2−1 ,
2

2
σ1
95% confidence interval for 2
σ2

) ] [( )( ]
2

[
16.77

(( ) ( ) ) (( )(
∗1
)
2 2 2 2
s1 1 s1 1 10.86 16.77
, = , ∗3.47 = [ 0.6872,8 .2744 ]
s 2
2
F α s 2
2
F α 3.47 10.862
n1−1 ,n2−1,1− n 1−1 , n2 −1 ,
2 2

2
σ1
We are 95% confident that the ratio of variance in test scores for regular and gifted students, 2 is located
σ2
in the interval 0.6872 and 8.2744 .
c)Assumptions: The populations are Normal and the samples are independent
 Normal Q-Q Plot Normal Q-Q Plot
100

90
90
S ample Quantiles

S ample Quantiles
80

80
70

70
60
50

60

-1.5 -0.5 0.5 1.5 -1.5 -0.5 0.5 1.5

Theoretical Quantiles Theoretical Quantiles

According to the QQ plots we can see that the normality assumptions of the two samples are satisfied
since data points follow a straight line.

5.7.14

Now,

Similarly,
 Hence both and are the unbiased variance of
Again,

And

The preference of two estimator depends on the sample size.