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A Bernoulli random variable is a variable that is either 0 (a failure) or 1 (a success). The probability of success is denoted \(p\). (a) Use a statistical spreadsheet to generate 1000 Bernoull samples of size \(n=20\) with \(p=0.15\) (b) Estimate the population proportion for each of the 1000 Bernoulli samples. (c) Draw a histogram of the 1000 proportions from part (b). What is the shape of the histogram? (d) Construct a \(95 \%\) confidence interval for each of the 1000 Bernoulli samples using the normal model. (e) What proportion of the intervals do you expect to include the population proportion, \(p ?\) What proportion of the intervals actually captures the population proportion? Explain any differences.

Short Answer

Expert verified
Use a statistical tool to generate samples, estimate proportions, create a histogram, construct confidence intervals, and compare expected vs. actual capture rates of the true proportion.

Step by step solution

01

- Generate Bernoulli Samples

Use a statistical spreadsheet software (like Excel or Google Sheets) to generate 1000 Bernoulli samples, each of size 20 and with a probability of success, p, equal to 0.15. You can use the function =BINOM.INV(20, 0.15, RAND()), where BINOM.INV is the inverse binomial distribution and RAND() gives a random number.
02

- Estimate Population Proportion

For each Bernoulli sample generated, estimate the population proportion by calculating the sample mean. This is done by summing the values of the sample and dividing by the sample size (20).
03

- Create Histogram

Draw a histogram of the 1000 sample proportions obtained from step 2. Use appropriate bin widths to visualize the distribution. Note the shape of the histogram; it is expected to be approximately normal due to the Central Limit Theorem.
04

- Construct Confidence Intervals

Calculate the confidence interval for each of the 1000 samples using the above formula. Each interval provides a range within which the true population proportion is estimated to fall with 95% confidence.
05

- Compare Expected and Actual Proportions

Compare the expected proportion of intervals that include the population proportion with the actual proportion of intervals that capture the population proportion. The expected proportion is theoretically 95%. Count how many of the 1000 intervals from step 4 contain the true population proportion (p = 0.15) and calculate the actual proportion. Document any differences and provide explanations for these differences, which could be due to sample variability or other random factors.

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Key Concepts

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

statistical sampling
Statistical sampling is a key concept in statistics, which involves selecting a subset (sample) from a larger set (population) to estimate characteristics of the whole population. In our exercise, we used a statistical spreadsheet software to generate 1000 Bernoulli samples, each containing 20 trials with a probability of success, denoted as \(p=0.15\). The goal of this sampling was to analyze how well our sample represents the population by looking at the sample mean and other statistics.

  • A Bernoulli sample involves trials that result in either a success (1) or failure (0).
  • By generating multiple samples, we can assess the variability and reliability of the estimated population proportion.

Statistical sampling helps in making inferences about a population with a manageable amount of data, saving time and resources. When we analyze these samples, we can draw conclusions about the population even without examining each member individually. This is especially useful for large populations where examining every individual is impractical.
confidence interval
A confidence interval provides a range of values that likely contain a population parameter, such as the population proportion. In our case, we're interested in determining the interval within which the population proportion \(p = 0.15\) lies with 95% confidence.

After generating the 1000 Bernoulli samples, we estimated the population proportion for each sample and created a histogram. Then, we calculated a 95% confidence interval for each sample. Here's how we did it:

  • Calculate the sample mean (proportion of successes) for each of the 1000 samples.
  • Determine the standard error for each sample using the formula: \sqrt{\frac{p(1-p)}{n}} \ (where \ n\ is the sample size).
  • Construct the confidence interval using the normal approximation: \ \text{Sample mean} \pm 1.96 \times \text{Standard error} \.

These intervals tell us that if we were to repeat this sampling process many times, approximately 95% of these intervals would contain the true population proportion. The expected proportion of intervals containing the true population proportion is 95%, though there could be some slight variations due to sample variability.
Central Limit Theorem
The Central Limit Theorem (CLT) is fundamental in statistics as it explains why the sampling distribution of the sample mean approximates a normal distribution, regardless of the population's distribution, provided the sample size is sufficiently large.
  • In our exercise, we drew 1000 samples, each of size 20, from a Bernoulli distribution with \(p=0.15\).
  • When we plotted the histogram of the sample proportions, the CLT helped us understand why this histogram appeared roughly normal.
Even though the original Bernoulli distribution is not normal (it only has values 0 and 1), the distribution of the sample means tends to be normal due to the CLT.

The CLT allows us to apply normal distribution methods to derive confidence intervals and perform hypothesis testing. This is significant because many statistical methods assume normality. Understanding that the CLT validates this assumption is crucial in making valid inferences and predictions from sample data.

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Most popular questions from this chapter

The trade volume of a stock is the number of shares traded on a given day. The following data, in millions (so that 6.16 represents 6,160,000 shares traded), represent the volume of PepsiCo stock traded for a random sample of 40 trading days in 2014. \begin{array}{llllllll} \hline 6.16 & 6.39 & 5.05 & 4.41 & 4.16 & 4.00 & 2.37 & 7.71 \\ \hline 4.98 & 4.02 & 4.95 & 4.97 & 7.54 & 6.22 & 4.84 & 7.29 \\ \hline 5.55 & 4.35 & 4.42 & 5.07 & 8.88 & 4.64 & 4.13 & 3.94 \\ \hline 4.28 & 6.69 & 3.25 & 4.80 & 7.56 & 6.96 & 6.67 & 5.04 \\ \hline 7.28 & 5.32 & 4.92 & 6.92 & 6.10 & 6.71 & 6.23 & 2.42 \\ \hline \end{array} (a) Use the data to compute a point estimate for the population mean number of shares traded per day in 2014 (b) Construct a \(95 \%\) confidence interval for the population mean number of shares traded per day in 2014 . Interpret the confidence interval. (c) A second random sample of 40 days in 2014 resulted in the data shown next. Construct another \(95 \%\) confidence interval for the population mean number of shares traded per day in 2014\. Interpret the confidence interval. $$ \begin{array}{llllrlll} \hline 6.12 & 5.73 & 6.85 & 5.00 & 4.89 & 3.79 & 5.75 & 6.04 \\ \hline 4.49 & 6.34 & 5.90 & 5.44 & 10.96 & 4.54 & 5.46 & 6.58 \\ \hline 8.57 & 3.65 & 4.52 & 7.76 & 5.27 & 4.85 & 4.81 & 6.74 \\ \hline 3.65 & 4.80 & 3.39 & 5.99 & 7.65 & 8.13 & 6.69 & 4.37 \\ \hline 6.89 & 5.08 & 8.37 & 5.68 & 4.96 & 5.14 & 7.84 & 3.71 \\ \hline \end{array} $$ (d) Explain why the confidence intervals obtained in parts (b) and (c) are different.

Clayton Kershaw of the Los Angeles Dodgers is one of the premier pitchers in baseball. His most popular pitch is a four-seam fastball. The data in the next column represent the pitch speed (in miles per hour) for a random sample of 18 of his four-seam fastball pitches. $$ \begin{array}{llllll} \hline 93.63 & 93.83 & 94.18 & 94.71 & 95.52 & 95.07 \\ \hline 95.12 & 95.35 & 94.15 & 94.62 & 96.08 & 93.86 \\ \hline 94.75 & 94.70 & 95.28 & 95.49 & 95.77 & 93.34 \\ \hline \end{array} $$ (a) Is "pitch speed" a quantitative or qualitative variable? Why is it important to know this when determining the type of confidence interval you may construct? (b) Draw a normal probability plot to verify that "pitch speed" could come from a population that is normally distributed. (c) Draw a boxplot to verify the data set has no outliers. (d) Are the requirements for constructing a confidence interval for the mean pitch speed of a Clayton Kershaw four-seam fastball satisfied? (e) Construct and interpret a \(95 \%\) confidence interval for the mean pitch speed of a Clayton Kershaw four-seam fastball. (f) Do you believe that a \(95 \%\) confidence interval for the mean pitch speed of all major league pitchers' four-seam fastbal would be narrower or wider? Why?

Alan wants to estimate the proportion of adults who walk to work. In a survey of 10 adults, he finds 1 who walk to work. Explain why a \(95 \%\) confidence interval using the normal model yields silly results. Then compute and interpret a \(95 \%\) confidence interval for the proportion of adults who walk to work using Agresti and Coull's method.

Certain statistics are difficult to bootstrap. One such statistic is the median. Consider the following to see why. (a) Simulate obtaining a random sample of 12 IQ scores. Recall IQ scores are approximately normally distributed with mean 100 and standard deviation \(15 .\) (b) Given that IQ scores are normally distributed, what is the median IQ score? (c) Obtain 1000 bootstrap samples from the data in part (a). Find the median of each bootstrap sample. (d) Draw a histogram of the bootstrap medians from part (c). What do you notice about the distribution? Find the \(95 \%\) confidence interval based on the 1000 bootstrap medians using the percentile method. (e) Repeat parts (a) through (d) using a random sample of 13 IQ scores. (f) Conclude that finding confidence intervals for medians is best if done where the sample size is even.

True or False: To construct a confidence interval about the mean, the population from which the sample is drawn must be approximately normal.

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