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a.Use the results of Example 7.5 to obtain a 95% lower confidence bound for the parameter of an exponential distribution, and calculate the bound based on the data given in the example.

b.If lifetime X has an exponential distribution, the probability that lifetime exceeds t is P(X>t) = e-位迟. Use the result of part (a) to obtain a 95% lower confidence bound for the probability that breakdown time exceeds 100 min.

Short Answer

Expert verified

a)\({X^2}_{0.95,2n} = 10.851\)was obtained from the table A.7. that given the chi squared critical value for\(20\)degrees of freedom.

b) The lower bound is \(0.058\).

Step by step solution

01

Formula.

The lower bounded for \(\lambda \) with confidence level \(95\% \) is

\(\frac{{{X^2}_{0.95,2n}}}{{2\sum\limits_{i = 1}^n {{X_i}} }}\)

The \({e^{ - \lambda }}\) needs to be obtained, therefore from the inequality,

\({e^{ - \lambda t}} < \exp \left\{ {\frac{{ - t{X^2}_{0.05,2n}}}{{2\sum\limits_{i = 1}^n {{X_i}} }}} \right\}\)

02

Solution for part a).

From the mentioned example, random variable

\(2\lambda \sum\limits_{i = 1}^n {{X_i}} \)has a chi squared distribution with \(2n\) degrees of freedom. The area to the right of value \({X^2}_{0.95,2n}\) is \(0.95\). The following is true

\(P\left( {{X^2}_{0.95,2n} < 2\lambda \sum\limits_{i = 1}^n {{X_i}} } \right) = 0.95\)

From this, the lower bounded for \(\lambda \) with confidence level \(95\% \) is

\(\frac{{{X^2}_{0.95,2n}}}{{2\sum\limits_{i = 1}^n {{X_i}} }}\)

In the example, \(n = 10\), therefore the chi squared distribution has \(2n = 20\) degrees of freedom. From the given data the lower bound is

\(\begin{aligned}{}\frac{{{X^2}_{0.95,2n}}}{{2\sum\limits_{i = 1}^n {{X_i}} }} & = \frac{{10.851}}{{2(550.87)}}\\\frac{{{X^2}_{0.95,2n}}}{{2\sum\limits_{i = 1}^n {{X_i}} }} & = 0.0098\end{aligned}\)

Hence, \({X^2}_{0.95,2n} = 10.851\) was obtained from the table A.7. that given the chi squared critical value for \(20\) degrees of freedom.

03

Solution for part b).

Similarly as in part a), the following stands,鈥 From the mentioned example, random variable

\(P\left( {2\lambda \sum\limits_{i = 1}^n {{X_i}} < {X^2}_{0.05,2n}} \right) = 0.95\)

From this, \(\lambda \) can be separated in the parentheses as,

\(\lambda < \frac{{{X^2}_{0.05,2n}}}{{2\sum\limits_{i = 1}^n {{X_i}} }}\)

The \({e^{ - \lambda }}\) needs to be obtained, therefore from the inequality above

\({e^{ - \lambda t}} < \exp \left\{ {\frac{{ - t{X^2}_{0.05,2n}}}{{2\sum\limits_{i = 1}^n {{X_i}} }}} \right\}\)

Finally, the lower confidence bound is,

\(\begin{aligned}{}\exp \left\{ {\frac{{ - t{X^2}_{0.05,2n}}}{{2\sum\limits_{i = 1}^n {{X_i}} }}} \right\} & = \exp \left\{ {\frac{{ - 100(31.41)}}{{2(550.87}}} \right\}\\ & = 0.058\end{aligned}\)

Hence, The lower bound is \(0.058\).

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