/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Problem 5 Let \(Y\) denote the sum of the ... [FREE SOLUTION] | 91Ó°ÊÓ

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Let \(Y\) denote the sum of the observations of a random sample of size 12 from a distribution having pmf \(p(x)=\frac{1}{6}, x=1,2,3,4,5,6\), zero elsewhere. Compute an approximate value of \(P(36 \leq Y \leq 48)\). Hint: Since the event of interest is \(Y=36,37, \ldots, 48\), rewrite the probability as \(P(35.5

Short Answer

Expert verified
The approximate value for \(P(36 \leq Y \leq 48)\) is 0.6749

Step by step solution

01

Calculate Population Mean and Variance

The given pmf is of a discrete uniform distribution over \(1,2,3,4,5,6\). The population mean (\(mu\)) and variance (\(sigma^2\)) of this distribution are given by \(\mu = \frac{1}{6}(1+2+3+4+5+6) = 3.5\), and \(\sigma^2 = \frac{1}{6}[(1-\mu)^2+(2-\mu)^2+(3-\mu)^2 +(4-\mu)^2+(5-\mu)^2 +(6-\mu)^2] = 2.915\).
02

Calculate Sample Mean and Variance

Because the variable of interest \(Y\) is the sum of 12 samples from the distribution, the mean of \(Y\) is \(\mu_Y=12*\mu=42\), and the variance of \(Y\) is \(\sigma_Y^2= 12*\sigma^2=35\). Therefore the standard deviation (\(\sigma_Y\)) is \(\sqrt{35}\).
03

Approximation using Central Limit Theorem

Since the sample size is reasonably large, we can use the central limit theorem to approximate \(Y\) a normal distribution, \(N(\mu_Y, \sigma_Y)\). We then change the bounds from \(Y=36,37, \ldots, 48\) to \(35.5<Y<48.5\) in order to better approximate a discrete scenario with a continuous distribution.
04

Compute the probability

We calculute the \(Z\) scores for the bounds of the event of interest: \(Z_{lower} = \frac{35.5 - \mu_Y}{\sigma_Y} = -1.10\) and \(Z_{upper} = \frac{48.5 - \mu_Y}{\sigma_Y} = 0.88\). We are interested in the probability that \(Z\) is between \(Z_{lower}\) and \(Z_{upper}\). So, we need to find \(P(-1.10 < Z < 0.88)\), which equals to \([P(Z < 0.88) - P(Z < -1.10)]\), and from the standard normal distribution table, this equals to \([0.8106 - 0.1357] = 0.6749\).

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Discrete Uniform Distribution
The discrete uniform distribution is a probability distribution where a finite number of outcomes are equally likely to occur. Imagine rolling a fair six-sided die; each outcome (1 through 6) has an equal chance of 1/6. This is a classic example of a discrete uniform distribution.

When considering a pmf, or probability mass function, in the context of a discrete uniform distribution, each possible value has the same probability. In the exercise scenario, the pmf is defined as \( p(x) = \frac{1}{6} \) for \( x = 1, 2, 3, 4, 5, 6 \) and zero elsewhere. This equal probability is fundamental to understanding the behavior of the distribution and sets the groundwork for further statistical analysis, such as determining the mean and variance. In this case, the mean is computed as \( \mu = \frac{1}{6}(1+2+3+4+5+6) = 3.5 \), representing the average outcome of a single trial, and variance, \( \sigma^2 \), capturing the expectation of the squared deviation from the mean, helps measure the spread or variation of the distribution.
Central Limit Theorem
The Central Limit Theorem (CLT) is a powerful statistical principle that states, in essence, the distribution of the sum (or average) of a large number of independent, identically distributed variables will be approximately normally distributed, regardless of the underlying distribution. This is particularly useful because normal distributions have well-known properties and are easier to work with.

For practical purposes, such as in the exercise problem, when the sample size is large enough (typically \( n \geq 30 \) is considered sufficient), the CLT enables us to use the normal distribution as an approximation to solve problems that might not initially seem to fit into this framework. As we are dealing with the sum of 12 random variables from a discrete uniform distribution, the CLT justifies approximating our variable \( Y \) (the sum of these variables) as normally distributed with mean \( \mu_Y = 12 * \mu = 42 \) and standard deviation \( \sigma_Y = \sqrt{35} \). By transforming our discrete problem into a continuous one, we simplify the calculation of probabilities using the properties of the normal curve.
Standard Normal Distribution
The standard normal distribution is a special case of the normal distribution with a mean of 0 and a standard deviation of 1. It is denoted as \( N(0,1) \) and serves as a reference for all normal distributions through the process of standardization. In statistical analyses, we often transform a normal random variable \( X \) with mean \( \mu \) and standard deviation \( \sigma \) into a standard normal variable \( Z \) using the formula \( Z = \frac{X - \mu}{\sigma} \).

This standardization allows us to compare different normal distributions and to calculate probabilities using standard normal distribution tables; this is what's done in the exercise's step 4. The \( Z \)-scores \( Z_{lower} = \frac{35.5 - \mu_Y}{\sigma_Y} = -1.10 \) and \( Z_{upper} = \frac{48.5 - \mu_Y}{\sigma_Y} = 0.88 \) provide the means to find the probability of \( Y \) falling within the interval \( 35.5 < Y < 48.5 \) by looking up these \( Z \)-scores in the standard normal distribution table, hence calculating the desired probability which is approximately 0.6749.

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Most popular questions from this chapter

Let \(Y_{1}

Let \(p=0.95\) be the probability that a man, in a certain age group, lives at least 5 years. (a) If we are to observe 60 such men and if we assume independence, use \(\mathrm{R}\) to compute the probability that at least 56 of them live 5 or more years. (b) Find an approximation to the result of part (a) by using the Poisson distribution. Hint: Redefine \(p\) to be \(0.05\) and \(1-p=0.95\).

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