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Department of Mathematics MAL 108 (Introduction To Statistics) Tutorial Sheet No. 6 (Sampling Distribution)

1. The document provides 17 problems related to sampling distributions and statistical concepts such as the central limit theorem. The problems cover topics like finding the sampling distribution of the sample variance, expectations and variances of functions of random variables, probabilities related to means and variances of samples, and properties of sampling distributions like the chi-square and t-distributions. 2. Several problems ask to calculate probabilities based on samples from normal distributions with given parameters, such as the probability that sample means or variances will fall within or exceed certain values. Other problems involve proving properties of sampling distributions or finding the number of observations needed to ensure a probability exceeds a threshold. 3. The problems progress from simpler calculations and probabilities to more

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52 views2 pages

Department of Mathematics MAL 108 (Introduction To Statistics) Tutorial Sheet No. 6 (Sampling Distribution)

1. The document provides 17 problems related to sampling distributions and statistical concepts such as the central limit theorem. The problems cover topics like finding the sampling distribution of the sample variance, expectations and variances of functions of random variables, probabilities related to means and variances of samples, and properties of sampling distributions like the chi-square and t-distributions. 2. Several problems ask to calculate probabilities based on samples from normal distributions with given parameters, such as the probability that sample means or variances will fall within or exceed certain values. Other problems involve proving properties of sampling distributions or finding the number of observations needed to ensure a probability exceeds a threshold. 3. The problems progress from simpler calculations and probabilities to more

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santa
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© © All Rights Reserved
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Department of Mathematics

MAL 108 (Introduction to Statistics)


Tutorial Sheet No. 6 (Sampling Distribution)

1. Let X1 , X2 , . . . , Xn be a random sample from N (µ, σ 2 ). Let X be the sample mean and s2 be the
2
sample variance of X1 , X2 , . . . , Xn . Find the sampling distribution of (n−1)s
σ2
.

2. Suppose that population distribution is an uniform distribution on the interval (0, 1) and X1 , X2 , . . . , Xn
∏
is a random sample from this population. Find expectation and variance of ( ni=1 Xi )1/n .

3. Let X1 , X2 , . . . , Xn be a random sample from normal population N (µ,σ 2 ). Find first two central
moments of the sample mean X and sample variance s2 .

4. A normal population has a mean of 0.1 and standard deviation of 2.1. Find the probability that
mean of a sample of size 900 will be negative?

5. In any lecture course, for boys the average number of absences is 15 with a standard deviation of
7; for girls, the average number of absences is 10 with a standard deviation of 6. In an institute
wise survey, suppose 100 boys and 50 girls are sampled taken from normal population. What is
the probability that the male sample mean will have at most three more days of absences than the
female sample mean?

6. Let (X1 , X2 , . . . , Xn ) be a random sample from uniform distribution on an interval (0,1). Find
expected value of range of the sample R = [max(Xi ) − min(Xi )].

7. An electronic device has a life length T which is exponentially distributed with parameter α = 0.001,
that is, its pdf is f (t) = .0001e−.0001t . Suppose that 100 such devices are tested yielding observed
values T1 , T2 , . . . , T100 .

(a) What is the probability that 950 < T < 1000?


(b) What is the probability that the largest observed values exceeds 7200 hours?
(c) What is the probability that the shortest time to failure is less than 10 hours?

8. Independent samples of size 10 and 15 are taken from a normally distributed random variables with
expectation 20 and variance 3. What is the probability that the mean of the two samples differ (in
absolute value) by more than 0.3?

9. Independent samples of size n1 = 40 and n2 = 50 are taken from normal populations having the
mean µ1 = 68 and µ2 = 66.6 and the variances σ12 = 120 and σ22 = 150. What is the probability
that the mean of the first sample exceed that of the second sample by at least 4?

10. A random sample of size 100 is taken from a normal population with σ = 25. What is the probability
that the mean of the sample differ from the mean of the population by 3 or more either way?

11. Let X be the live of electric coil used in heater have mean µ and s.d. 120 hours. If n of these coils
are put on test till they fail, resulting in observations X1 , . . . , Xn , find the minimum value of n so
that the probability that X̄ differs by µ by less than 60 hours is at least 0.95?

12. The temperature at which certain chemical reaction takes place is normally distributed with vari-
ance σ 2 . A random sample of size n has the sample variance S 2 . How many observations are
required to ensure that P (S 2 /σ 2 ≤ 1.8) ≥ 0.99?

1
13. Prove that if X is a random variable having a chi-square distribution with ν degree of freedom and
ν is sufficiently large then the distribution of random variable X−ν
√
2ν
can be approximated by the
standard normal distribution.

14. For a random sample of size 5, if the values are taken from the N (100, 252 ) population, then
calculate the probability that, (i) X̄ will be between 80 and 120 (ii) S will exceed 41.7.
c(X1 − X2 )
15. Let X1 , . . . , X5 be a random sample from N (0, σ 2 ). Find a constant c such that √
X32 + X42 + X52
has a t-distribution.

16. Prove that the sampling distribution of S 2 , for a random sample of size n from a normal population
with variance σ 2 , has mean σ 2 and variance 2σ 4 /(n − 1).

17. Consider two independent samples - the first of size 12 from a normal population with variance 6
and the second of size 6 from a normal population with variance 3. Compute the probability that
the sample variance from the second sample exceeds the one from the first.

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