Method of Moments

A random variable X has the following distribution: -1 p 0 1/2 1 1/2-p

where the parameter p is unknown. a) Construct the point estimator for the parameter p by using the method of moments; b) give the estimation for the parameter p if the following observation data on X is available: 0 0 -1 1 1 0 -1 -1 . 5 1 1
x, 16 4 2

Method of Moments (continuation)

In a feeding experiment on 10 animals the following increases of weight (in kg) were registered: 2.0, 2.8, 2.3, 3.4, 2.9, 2.8, 3.0, 3.2, 3.0, 2.8. Using the method of moments determine estimates of parameters a and b of the uniform distribution for the data above.

Estimates for the expectation and variance

To determine the precision of a measuring instrument which systematic error is practically zero, one performs five independent measurements which results are given in the table below. Determine the unbiased estimate for 1) the mathematical expectation of errors; 2) the variance if the value of the quantity being measured is (a) known to be 2800m; (b) unknown.
Experiment No.

1 2781 (2809m,

2 2836

3 2807

4 2763

5 2858

x j, m

968m2,

1558m2)

Confidence interval
1 The average distance measured from a reference point in four independent trials is 2250m. The standard deviation of the measuring instrument is =40m. Given the confidence level, 95 %, find the confidence interval for the quantity measured. (2210.8, 2289.2) 2 The standard deviation of an altimeter is =15m. How many altimeters should be on an airplane so that with confidence level 0.99, the error in altitude determination is not greater than 30m. The errors given by the altimeters are normally distributed, and there are no systematic errors? (2) 3 From a shipment of the wire, a sample of 100 lengths is randomly taken and then tested. Suppose that a mean strength of 250 pounds is obtained, and that the standard deviation of the distribution of the tensile strength is 40. What are the lower and upper limits of the 95 confidence interval?

Confidence interval for mean when the variance is unknown

1 A mechanical engineer made a sampling study to evaluate his new design for an exerciser. A random sample of 12 patients was treated with the exerciser, and the following recovery times (days) were obtained: 15 23 32 18 16 22 41 29 25 27 30 18 Made an estimate of the mean recovery time for all patients who might receive similar therapy if the 95% level of confidence is required. (24.7 4.6 )

2 The data in the table below show the results of n=10 production runs for producing a californium isotope from berkelium. Construct a 95% confidence interval estimate for the mean percentage yield of californium. Table Results of Experimental Production of Californium Isotopes
Berkelium Source (mg) Californium Product (mg) Isotope Yield (%)

1.5 1.5 1.0 1.5 1.5 3.0 3.0 1.2 3.1 3.3

0.160 0.260 0.135 0.204 0.079 1.140 0.540 0.235 0.637 0.420

10.7 17.3 13.5 13.6 5.3 38.0 18.0 19.6 20.5 12.7

Confidence interval for variance

Waiting times experienced by message segments buffered in a telecommunications satellite until retransmission are measured. Sample results provide a sample standard deviation of s=10.4 microseconds for n=25 messages. Construct a 90% confidence interval estimates of the variance in waiting time for all similar message transmissions. (71.3, 188.1)

Hypothesis testing
A sample of 1000 new born children is used to test the hypothesis that the probability of a child born being a boy is 0.515. Construct the criterion to test the null hypothesis with the significance level 0.05.

Hypothesis testing (continuation)

A sample of 1000 new born children is used to test the hypothesis that the probability of a child born being a boy is 0.515. With the given significance level 0.05 test the hypothesis

H 0 = {p = 0.515}
against the alternative hypothesis a) H 1 = {p 0.515} b) H 1 = {p > 0.515} c) H 1 = {p < 0.515} d) H1 = {p = 0.55}

Testing the Mean

After a series of 10 experiments the mean of the variable which presumably obeys the normal distribution was found 5.2 and the standard deviation 10.3. Analyse the results of the experiments. Would the analysis change if the number of experiments were 100?

Comparing the means

Two factories A and B produce wires. The resistances to tear of the wire ( X from A, and Y that from B ) can be regarded as normally distributed and independent. On the basis of many years of observations standard deviations are assumed to be known

X = 8.0 MPa

and

Y = 9.4 MPa

Now 50 rolls are gathered from each factory and tested. As a result the following mean resistances to tear were found y = 128.2 Mpa x = 120.8 MPa (for B) (for A) and It is to be tested whether this difference is still to be regarded as a chance effect or as an intrinsic (significant) fact.

Comparing the means

(continuation)
Two different feed mixtures are to be tested for their influence on the increase in weight of pigs. Each of the two feed mixtures is given to ten animals. The increases in weight ( X with one feed mixture, and Y that with the other) are assumed to be normally distributed with x=y. The sample means obtained were

x = 112.1 kg
The sample variances were

y = 100.2 kg

s x = 211 kg 2
2

s y = 86 kg 2
2

Is the one kind of feed better than the other one? Assume the error probability =0.05.

Test for goodness of fit 1

Hundred observations of a random variable give the following results.

0-1 1-2 2-3 3-4 4-5 More

14 10 16 15 10 36

From this sample of 100 observations the mathematical expectation has been estimated.

x = 5.11

Test the hypothesis H0 that the random variable is exponentially distributed.

Test for goodness of fit 2

Two hundred measurements of various length standards are made with a measuring instrument, and the random errors in measuring are noted in m. The real axis is divided into 9 intervals. The table below gives the frequencies of the corresponding intervals. Table Frequency distribution of the random measurement errors in 200 measurements Number 1 2 3 4 5 6 7 8 9 Interval Under -15m -15 to -10m -10 to -5m -5 to 0m 0 to 5m 5 to 10m 10 to 15m 15 to 20m over 20m Frequency mi 6 11.5 15.5 22 47.5 42 28 17 10.5

The fractional values of some of the mi result from the fact that usually of the values falling on a class boundary half are attributed to one class and half to the other.

From the sample of 200 measurement errors the estimates of the mathematical expectation and the variance have been computed. x = 4.60m s 2 = 95.2m 2

Test the hypothesis H0 that the random measurement error X is normally distributed.