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Determine the following:

a. The 95th percentile of the chi-squared distribution with \({\rm{v = 10}}\)

b. The 5th percentile of the chi-squared distribution with\({\rm{v = 10}}\)

\(\begin{array}{l}{\rm{c}}{\rm{.P}}\left( {{\rm{10}}{\rm{.98拢 }}{{\rm{\chi }}^{\rm{2}}}{\rm{拢 36}}{\rm{.78}}} \right){\rm{,where }}{{\rm{\chi }}^{\rm{2}}}{\rm{ is achi - squared rv with \nu = 22}}\\{\rm{d}}{\rm{.P}}\left( {{{\rm{\chi }}^{\rm{2}}}{\rm{ < 14}}{\rm{.611}}} \right.{\rm{ or }}\left. {{{\rm{\chi }}^{\rm{2}}}{\rm{ > 37}}{\rm{.652}}} \right){\rm{,where }}{{\rm{\chi }}^{\rm{2}}}{\rm{ is achi squared rv with \nu = 25}}\end{array}\)

Short Answer

Expert verified

The values are

\(\begin{array}{l}{\rm{a}}{\rm{. 18}}{\rm{.307; }}\\{\rm{b}}{\rm{. 3}}{\rm{.94; }}\\{\rm{c}}{\rm{. P}}\left( {{\rm{\chi }}_{{\rm{0}}{\rm{.975,22}}}^{\rm{2}}{\rm{拢}}{{\rm{\chi }}^{\rm{2}}}{\rm{拢\chi }}_{{\rm{0}}{\rm{.025,22}}}^{\rm{2}}} \right){\rm{ = 0}}{\rm{.95; }}\\{\rm{d}}{\rm{. P}}\left( {{\rm{\chi }}_{{\rm{0}}{\rm{.95,25}}}^{\rm{2}}{\rm{ > }}{{\rm{\chi }}^{\rm{2}}}{\rm{ or \chi }}_{{\rm{0}}{\rm{.5,25}}}^{\rm{2}}{\rm{ < }}{{\rm{\chi }}^{\rm{2}}}} \right){\rm{ = 0}}{\rm{.1}}\end{array}\)

Step by step solution

01

To determine

(a):

The \({\rm{9}}{{\rm{5}}^{{\rm{th}}}}\)percentile of the chi-squared distribution with \({\rm{\nu = 10}}\)degrees of freedom is the value for which the area to the left of it is \(0.95\). This indicates that \({\rm{\alpha = 1 - 0}}{\rm{.95 = 0}}{\rm{.05}}\)and the critical value is

\({\rm{\chi }}_{{\rm{0}}{\rm{.05,10}}}^{\rm{2}}{\rm{ = 18}}{\rm{.307,}}\)

which is the \({\rm{9}}{{\rm{5}}^{{\rm{th}}}}\)percentile. See the following picture where the area to the left of the value is \(0.95\).

(b):

The \({{\rm{5}}^{{\rm{th}}}}\)percentile of the chi-squared distribution with \({\rm{\nu = 10}}\)degrees of freedom is the value for which the area to the left of it is \(0.05\)This indicates that \({\rm{\alpha = 0}}{\rm{.05}}\)and the critical value is

\({\rm{\chi }}_{{\rm{1 - 0}}{\rm{.05,10}}}^{\rm{2}}{\rm{ = \chi }}_{{\rm{95,10}}}^{\rm{2}}{\rm{ = 3}}{\rm{.94}}\)

which is the \({{\rm{5}}^{{\rm{th}}}}\)percentile. See the following picture where the area to the left of the value is \(0.05\)

\({\rm{\chi }}_{{\rm{1 - \alpha ,22}}}^{\rm{2}}{\rm{ = 10}}{\rm{.987}}\)

02

To determine

(c):

one should at the table in the appendix (this can also be computed with a software). When the value \(10.987\)is found in the table, see that for \({\rm{\alpha = 0}}{\rm{.975}}\)the value is produced. Similarly, from

\({\rm{\chi }}_{{\rm{\alpha ,22}}}^{\rm{2}}{\rm{ = 36}}{\rm{.78}}\)

you get \({\rm{\alpha = 0}}{\rm{.025}}\).This means that the area to the left of \({\rm{10}}{\rm{.987 is 0}}{\rm{.025}}\), and the area to the right of \({\rm{36}}{\rm{.78 is 0}}{\rm{.025}}\). This means that the area between those values, and the probability are

\({\rm{P}}\left( {{\rm{\chi }}_{{\rm{0}}{\rm{.975,22}}}^{\rm{2}}{\rm{拢}}{{\rm{\chi }}^{\rm{2}}}{\rm{拢\chi }}_{{\rm{0}}{\rm{.025,22}}}^{\rm{2}}} \right){\rm{ = 1 - 0}}{\rm{.025 - 0}}{\rm{.025 = 0}}{\rm{.95}}\)

(d):

The mentioned probability can be computed as the sum of the area which is to the left of value \(14.611\)and the area to the right of \(37.652\)of chi squared distribution with \({\rm{\nu = 25}}\) degrees of freedom. In order to find \({\rm{\alpha }}\)for which

\({\rm{\chi }}_{{\rm{1 - \alpha ,25}}}^{\rm{2}}{\rm{ = 14}}{\rm{.611}}\)

one should at the table in the appendix (this can also be computed with a software). When the value $10.987$ is found in the table, see that for \({\rm{\alpha = 0}}{\rm{.95}}\) the value is produced. Similarly, from

\({\rm{\chi }}_{{\rm{\alpha ,25}}}^{\rm{2}}{\rm{ = 37}}{\rm{.652}}\)

you get \({\rm{\alpha = 0}}{\rm{.05}}\). This means that the area to the left of \({\rm{14}}{\rm{.611 is 0}}{\rm{.05}}\), and the area to the right of \({\rm{37}}{\rm{.652 is 0}}{\rm{.05}}\). This means that the mentioned sum (the probability) is

\({\rm{P}}\left( {{\rm{\chi }}_{{\rm{0}}{\rm{.95,25}}}^{\rm{2}}{\rm{ > }}{{\rm{\chi }}^{\rm{2}}}{\rm{ or \chi }}_{{\rm{0}}{\rm{.5,25}}}^{\rm{2}}{\rm{ < }}{{\rm{\chi }}^{\rm{2}}}} \right){\rm{ = 0}}{\rm{.05 + 0}}{\rm{.05 = 0}}{\rm{.1}}{\rm{.}}\)

The shaded area on the picture is \(0.9\).

Hence

\(\begin{array}{l}{\rm{ a}}{\rm{. 18}}{\rm{.307; }}\\{\rm{b}}{\rm{. 3}}{\rm{.94; }}\\{\rm{c}}{\rm{. P}}\left( {{\rm{\chi }}_{{\rm{0}}{\rm{.975,22}}}^{\rm{2}}{\rm{拢}}{{\rm{\chi }}^{\rm{2}}}{\rm{拢\chi }}_{{\rm{0}}{\rm{.025,22}}}^{\rm{2}}} \right){\rm{ = 0}}{\rm{.95; }}\\{\rm{d}}{\rm{. P}}\left( {{\rm{\chi }}_{{\rm{0}}{\rm{.95,25}}}^{\rm{2}}{\rm{ > }}{{\rm{\chi }}^{\rm{2}}}{\rm{ or \chi }}_{{\rm{0}}{\rm{.5,25}}}^{\rm{2}}{\rm{ < }}{{\rm{\chi }}^{\rm{2}}}} \right){\rm{ = 0}}{\rm{.1}}\end{array}\)

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Most popular questions from this chapter

High concentration of the toxic element arsenic is all too common in groundwater. The article 鈥淓valuation of Treatment Systems for the Removal of Arsenic from Groundwater鈥 (Practice Periodical of Hazardous, Toxic, and Radioactive Waste Mgmt., 2005: 152鈥157) reported that for a sample of n = 5 water specimens selected for treatment by coagulation, the sample mean arsenic concentration was 24.3 碌g/L, and the sample standard deviation was 4.1. The authors of the cited article used t-based methods to analyze their data, so hopefully had reason to believe that the distribution of arsenic concentration was normal.

a.Calculate and interpret a 95% CI for true average arsenic concentration in all such water specimens.

b.Calculate a 90% upper confidence bound for the standard deviation of the arsenic concentration distribution.

c.Predict the arsenic concentration for a single water specimen in a way that conveys information about precision and reliability.

A more extensive tabulation of t critical values than what appears in this book shows that for the t distribution with

\({\rm{20}}\)df, the areas to the right of the values \({\rm{.687, }}{\rm{.860, and 1}}{\rm{.064 are }}{\rm{.25, }}{\rm{.20, and }}{\rm{.15,}}\)respectively. What is the confidence level for each of the following three confidence intervals for the mean m of a normal population distribution? Which of the three intervals would you recommend be used, and why?

\(\begin{array}{l}{\rm{a}}{\rm{.(\bar x - }}{\rm{.687s/}}\sqrt {{\rm{21}}} {\rm{,\bar x + 1}}{\rm{.725s/}}\sqrt {{\rm{21}}} {\rm{)}}\\{\rm{b}}{\rm{.(\bar x - }}{\rm{.860\;s/}}\sqrt {{\rm{21}}} {\rm{,\bar x + 1}}{\rm{.325s/}}\sqrt {{\rm{21}}} {\rm{)}}\\{\rm{c}}{\rm{.(\bar x - 1}}{\rm{.064s/}}\sqrt {{\rm{21}}} {\rm{,\bar x + 1}}{\rm{.064s/}}\sqrt {{\rm{21}}} {\rm{)}}\end{array}\)

On the basis of extensive tests, the yield point of a particular type of mild steel-reinforcing bar is known to be normally distributed with\({\rm{\sigma = 100,}}\)The composition of bars has been slightly modified, but the modification is not believed to have affected either the normality or the value of\({\rm{\sigma }}\).

a. Assuming this to be the case, if a sample of 25 modified bars resulted in a sample average yield point of 8439 lb, compute a 90% CI for the true average yield point of the modified bar.

b. How would you modify the interval in part (a) to obtain a confidence level of 92%?

a. Under the same conditions as those leading to the interval\({\rm{(7}}{\rm{.5),p((}}\overline {\rm{X}} {\rm{ - \mu )/(\sigma /}}\sqrt {\rm{n}} {\rm{) < 1}}{\rm{.645 = }}{\rm{.95}}{\rm{.}}\)Use this to derive a one-sided interval for\({\rm{\mu }}\)that has infinite width and provides a lower confidence bound on m. What is this interval for the data in Exercise 5(a)?

b. Generalize the result of part (a) to obtain a lower bound with confidence level\({\rm{100(1 - \alpha )\% }}\)

c. What is an analogous interval to that of part (b) that provides an upper bound on\({\rm{\mu }}\)? Compute this 99% interval for the data of Exercise 4(a).

Let X1, X2,鈥, Xn be a random sample from a continuous probability distribution having median \(\widetilde {\bf{\mu }}\) (so that \({\bf{P(}}{{\bf{X}}_{\bf{i}}} \le \widetilde {\bf{\mu }}{\bf{) = P(}}{{\bf{X}}_{\bf{i}}} \le \widetilde {\bf{\mu }}{\bf{) = }}{\bf{.5}}\)).

a. Show that

\({\bf{P(min(}}{{\bf{X}}_{\bf{i}}}{\bf{) < }}\widetilde {\bf{\mu }}{\bf{ < max(}}{{\bf{X}}_{\bf{i}}}{\bf{)) = 1 - }}{\left( {\frac{{\bf{1}}}{{\bf{2}}}} \right)^{{\bf{n - 1}}}}\)

So that \({\bf{(min(}}{{\bf{x}}_{\bf{i}}}{\bf{),max(}}{{\bf{x}}_{\bf{i}}}{\bf{))}}\)is a \({\bf{100(1 - \alpha )\% }}\) confidence interval for \(\widetilde {\bf{\mu }}\) with (\({\bf{\alpha = 1 - }}{\left( {\frac{{\bf{1}}}{{\bf{2}}}} \right)^{{\bf{n - 1}}}}\).Hint :The complement of the event \(\left\{ {{\bf{min(}}{{\bf{X}}_{\bf{i}}}{\bf{) < \mu < max(}}{{\bf{X}}_{\bf{i}}}{\bf{)}}} \right\}\)is \({\bf{\{ max(}}{{\bf{X}}_{\bf{i}}}{\bf{)}} \le \widetilde {\bf{\mu }}{\bf{\} }} \cup {\bf{\{ min(}}{{\bf{X}}_{\bf{i}}}{\bf{)}} \ge \widetilde {\bf{\mu }}{\bf{\} }}\). But \({\bf{max(}}{{\bf{X}}_{\bf{i}}}{\bf{)}} \le \widetilde {\bf{\mu }}\) iff \({\bf{(}}{{\bf{X}}_{\bf{i}}}{\bf{)}} \le \widetilde {\bf{\mu }}\)for all i.

b.For each of six normal male infants, the amount of the amino acid alanine (mg/100 mL) was determined while the infants were on an isoleucine-free diet,

resulting in the following data:

2.84 3.54 2.80 1.44 2.94 2.70

Compute a 97% CI for the true median amount of alanine for infants on such a diet(鈥淭he Essential Amino Acid Requirements of Infants,鈥 Amer. J. Of Nutrition, 1964: 322鈥330).

c.Let x(2)denote the second smallest of the xi鈥檚 and x(n-1) denote the second largest of the xi鈥檚. What is the confidence level of the interval(x(2), x(n-1)) for \(\widetilde \mu \)?

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