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    Assignment 1 (2016W)

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    iamnuai
    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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    Assignment 1 (2016W)

    Uploaded by

    iamnuai
    57 views6 pages
    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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    statistical method 2

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    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.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    57 views6 pages

    Assignment 1 (2016W)

    Uploaded by

    iamnuai
    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.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 6

    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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