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Assignment 1 (2016W)

The document provides instructions for an assignment in statistical methods. It includes 8 questions covering topics like probability density functions, confidence intervals, hypothesis testing, and summarizing sample data. Students are asked to perform calculations, statistical tests, and explain concepts related to random variables, distributions, means, variances, and other foundational statistical analyses.

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93 views6 pages

Assignment 1 (2016W)

The document provides instructions for an assignment in statistical methods. It includes 8 questions covering topics like probability density functions, confidence intervals, hypothesis testing, and summarizing sample data. Students are asked to perform calculations, statistical tests, and explain concepts related to random variables, distributions, means, variances, and other foundational statistical analyses.

Uploaded by

iamnuai
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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CONCORDIA UNIVERSITY

Department of Economics
ECON 222/4 SECTIONS A, B and BB
STATISTICAL METHODS II
WINTER 2016 ASSIGNMENT 1
Due: Monday, February 15, before 3:00 pm
1. (4 marks) Simplify the following expressions.
1

a. Find

2x

dx

b. Find

dy
a+bX
, where y = Ae( )
dx

2. (4 marks) The population mean and variance of the random variable X are and 2 , respectively.
Prove that, for a sufficiently large sample size n, the sample mean x =
a. E ( x ) =

1
b. var ( x ) = 2
n

1 n
xi
n i=1

3. (6 marks) Let X be a random variable with a probability density function (PDF) given by

2
cx , if x 1
f ( x) =
0, otherwise
a. Solve for c.

b. Calculate E ( X ) .

c. Calculate var ( X ) .

4. (2 marks) A random sample of n voters is selected to estimate the proportion of voters who plan to
vote for Candidate A in an election, . How large does n need to be so that we can obtain a 90
percent confidence interval with a margin of error of 0.03 .

5. (10 marks) Let X and Y be two continuous variables with a joint PDF given by

6xy, 0 x 1; 0 y x
f ( x, y) =
0, otherwise

a. Calculate the marginal PDF of X.

b. Calculate the marginal PDF of Y.

c. Briefly explain if X and Y are independent.

d. Calculate E ( X Y ) .

e. Calculate var ( X Y ) .

6. (10 marks) The data file assignment.xlsx contains the grades for 33 students on assignment 1 ( X1 )
and assignment 2 ( X 2 ) . Let di = X1i X 2i be normally and independently distributed with a mean
and variance of and 2 , respectively.
a. Calculate E ( d ) .

b. Calculate var ( d ) .

c. State the appropriate null and alternative hypotheses to test whether the performance on the
assignments does not differ.

d. Briefly explain whether a t- or Z-test is more appropriate.

e. Perform the appropriate test at the 5-percent level of significance and briefly explain your
conclusion.

7. (10 marks) The data file fultonfish.dat shows the daily sales of fish (in pounds) for a period of time.

a. Test H 0 : 10, 000 against H 0 : < 10, 000 at the 5-percent level of significance. Briefly
explain your result using a diagram showing the estimated value of the test statistic and the
critical value.

b. Calculate the p-value of the test statistic and briefly explain how it can be used to perform the
hypothesis test. Show the p-value in the diagram.

Let total weekly sales be given by W = Xi , where Xi ~ iid N (, 2 ) represents sales on weekday i.
i=1

c. Calculate E (W ) .

d. Calculate var (W ) .

e. Derive the probability distribution of = X1 + X 2 + X3 + X 4 + X 5 and calculate a 95-percent


confidence interval estimate for .

8. (6 marks) A police chief claims that the standard deviation in the length of response times is less
than 3.7 minutes. A random sample of 9 response times from a normal population has a standard
deviation of 3.0 minutes.

a.

State the appropriate null and alternative hypotheses.

b.

Briefly explain whether a t- or 2 -statistic is more appropriate.

c.

Perform the appropriate test for = 0.05 and briefly explain your conclusion.

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