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Suppose that a random sample is to be taken from the Bernoulli distribution with an unknown parameter,p. Suppose also that it is believed that the value ofpis in the neighborhood of 0.2. How large must a random sample be taken so that\(P\left( {{\bf{|}}{{{\bf{\bar X}}}_{\bf{n}}}{\bf{ - p|}}} \right) \ge 0.75\)when p=0.2?

Short Answer

Expert verified

The needed sample size is 10

Step by step solution

01

Given information

Referring to question Exercise 5

02

Finding sample size

When p=0.2, the random variable \({Z_n} = n{\bar X_n}\) will have a binomial distribution with parameters n and p=0.2, and

\(\Pr \left( {|{{\bar X}_n} - p| \le 0.1} \right) = \Pr \left( {0.1n \le {Z_n} \le 0.3n} \right)\)

The value of n for which this probability will be at least 0.75 must be determined by trial and error from the binomial distribution table at the back of the book. For n=8, the probability becomes

\(\begin{align}\Pr \left( {0.8 \le {Z_8} \le 2.4} \right) &= \Pr \left( {{Z_8} = 1} \right) + \Pr \left( {{Z_8} = 2} \right)\\ &= 0.3355 + 0.2639\\ &= 0.6291\end{align}\)

For n=9, they have

\(\begin{align}\Pr \left( {0.9 \le {Z_9} \le 2.7} \right) &= \Pr \left( {{Z_9} = 1} \right) + \Pr \left( {{Z_9} = 2} \right)\\ &= 0.3020 + 0.3020\\ &= 0.6040\end{align}\)

For n=10, they have

\(\begin{align}\Pr \left( {1 \le {Z_{10}} \le 3} \right) &= \Pr \left( {{Z_{10}} = 1} \right) + \Pr \left( {{Z_{10}} = 2} \right) + \Pr \left( {{Z_{10}} = 3} \right)\\ &= 0.2684 + 0.3020 + 0.2013\\ &= 0.7717\end{align}\)

Hence n=10 is sufficient.

It should be noted that although a sample size of n=10 will meet the required conditions, a sample size of n=11 will not meet the required conditions. For n=11, we would have

\(\Pr \left( {1.1 \le {Z_{11}} \le 3.3} \right) = \Pr \left( {{Z_{11}} = 2} \right) + \Pr \left( {{Z_{11}} = 3} \right)\)

Thus, only two terms of the binomial distribution for n=11 are included, whereas three of the binomial distribution for n=10 were included.

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Most popular questions from this chapter

Question:Suppose that \({{\bf{X}}_{\bf{1}}}{\bf{, }}{\bf{. }}{\bf{. }}{\bf{. , }}{{\bf{X}}_{\bf{n}}}\) form n Bernoulli trials for which the parameter p is unknown (0≤p≤1). Show that the expectation of every function \({\bf{\delta }}\left( {{{\bf{X}}_{\bf{1}}}{\bf{, }}{\bf{. }}{\bf{. }}{\bf{. , }}{{\bf{X}}_{\bf{n}}}} \right)\)is a polynomial in p whose degree does not exceed n.

Suppose that\({{\bf{X}}_{\bf{1}}}{\bf{,}}...{\bf{,}}{{\bf{X}}_{\bf{n}}}\)form a random sample from the exponential distribution with unknown parameter β. Show that if n is large, the distribution of the M.L.E. of β will be approximately a normal distribution with mean β and variance\(\frac{{{{\bf{\beta }}^{\bf{2}}}}}{{\bf{n}}}\).

Consider again the conditions of Exercise 19, and let\({{\bf{\hat \beta }}_{\bf{n}}}\)n denote the M.L.E. of β.

a. Use the delta method to determine the asymptotic distribution of\(\frac{{\bf{1}}}{{{{{\bf{\hat \beta }}}_{\bf{n}}}}}\).

b. Show that\(\frac{{\bf{1}}}{{{{{\bf{\hat \beta }}}_{\bf{n}}}}}{\bf{ = }}{{\bf{\bar X}}_{\bf{n}}}\), and use the central limit theorem to determine the asymptotic distribution of\(\frac{{\bf{1}}}{{{{{\bf{\hat \beta }}}_{\bf{n}}}}}\).

Suppose that X1,…â¶Ä¦,³Ýn form a random sample from a normal distribution for which the mean is known and the variance is unknown. Construct an efficient estimator that is not identically equal to a constant, and determine the expectation and the variance of this estimator.

Suppose that a random variableXhas the normal distributionwith meanμand precision\(\tau \). Show that the random variable\({\bf{Y = aX + b}}\;\left( {{\bf{a}} \ne {\bf{0}}} \right)\)has the normal distribution with mean²¹Î¼+band precision\(\frac{\tau }{{{{\bf{a}}^{\bf{2}}}}}\).

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