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Indian

Institute of
Management Lucknow

POST GRADUATE PROGRAMME: 2012 14


QUANTITATIVE ANALYSIS FOR
MANAGEMENT II
COURSE INSTRUCTOR: GAURAV GARG

Answers of Questions in Problem Set 3


(Testing of Hypothesis: Two Samples)

1) H0: P=0.5, H1: P 0.5. Z=2.5298,

p value = 0.0114>0.01, so we accept H0 at 1% level.

2) H0: P1=P2, H1: P1 P2. Z= -4.2426.

We reject H0 almost always. p value = 0 approx.

3) H0: P=0.85, H1: P >0.85. Z=0.6262,

p value = 0.2656>0.05, so we accept H0 at 5% level.

4) H0: P1P2, H1: P1 >P2. Z= 1.6005. p value = 0.0547>0.05, so we accept H0 at 5% level.


5) H0: P1=P2, H1: P1 P2. Z=6.3815. We reject H0 almost always. p value = 0 approx.
6)

7)

8)

9)

10)

H0: 1=2, H1: 1 2. Z=-2.4903. p value = 0.0128<0.05, so we reject H0 at 5% level.


a) -0.197(P1 - P2 )-0.1209
b) H0: P1P2, H1: P1 < P2. Z= -10.6617. p value = 0 approx. , so we reject H0 at 1% level.

a) 0.4273(P1 - P2 )0.5927
b) H0: P1P2, H1: P1 < P2. Z= 11.8811. p value >0.5, so we accept H0 at 2.5% level.

a) 5.2907 (1 - 2 ) -0.5093
b) H0: 1 2, H1: 1 < 2. Z= -2.8828 p value = 0.002<0.025, so we reject H0 at 2.5% level

a) -3297.2 (1 - 2 ) -2.622.8
b) H0: 1 2, H1: 1 < 2. Z= -14.4380 p value = 0 approx, so we reject H0 almost always.

11) H0: P1 P2, H1: P1 > P2


Z=1.83, p value = 0.033789 < 0.05, so we reject H0 at 5% level
12) H0: 1 2, H1: 1 > 2
Z=3.07, p value = 0.00107 < 0.05, so we reject H0 at 5% level
13) H0: 1 = 1.25 2

H1: 1 >1.25 2

Z=0.75, p value = 0.22663 > 0.05, so we do not reject H0 at 5% level


14) H0: [Gasohol] = [Unleaded Gasoline]against H1: [Gasohol] > [Unleaded Gasoline]
T=1.2, This has a Students t distribution with 6-1=5 d.f.
p value = 0.1419 > 0.05, so we do not reject H0 at 5% level

15) From the textbook Statistics for Business and Economics by Newbold et al.:

11.3

11.4

: x=
y 0; H 1 : x y 0;

t=

.0518 0
= 2.04, p-value = .043. Reject
.3055 145

85.8 71.5
(19.13) /151 + (12.2) 2 /108
2

Reject

1.91 .21
(1.32) /125 + (.53) 2 / 86

= 7.334.

at all common levels of alpha

Reject

at alpha levels in excess of

: x=
y 0; H 1 : x y > 0;

z=

11.6

: x=
y 0; H 1 : x y > 0;

z=

11.5

= 12.96.

at all common levels of alpha

: x=
y 0; H 1 : x y 0;

2.71 2.79

z=

(.64) 2 /114 + (.56) 2 /123

= -1.0207,

p-value = 2[1-FZ(1.02)] = 2[1-.8461] = .3078


Therefore, reject

11.7

at levels of alpha in excess of 30.78%

: x=
y 0; H 1 : x y 0;

(nx 1) sx + (n y 1) s y
2

sp =
2

t=

nx + n y 2

X Y D0
2

sp
s
+ p
nx n y

35(22.93) 2 + 35(27.56) 2
= 642.66925
36 + 36 2

36.21 47.56
= -1.8995
642.66925 642.66925
+
36
36

t70 (1.8995)=.0308; p-value = 2(.0308) = .0616.

4.3%

Reject

11.8

at levels in excess of 6.16%

Assuming both populations are normal with equal variances:

: x=
y 0; H 1 : x y 0;

69(6.14) 2 + 50(4.29) 2
= 29.592247
70 + 51 2

s2 p =

t=

X Y D0
sp

nx

sp

ny

3.97 2.86
= 1.108
29.592247 29.592247
+
70
51

Therefore, do not reject

11.9

p o =

at the 10% alpha level since 1.108 < 1.645 = t(119,.05)

9(2107) 2 + 9(1681) 2
= 3,632,605, t =
10 + 10 2

Therefore, do not reject

: x=
y 0; H 1 : x y > 0;

s2 p =

11.13

at the 10% alpha level since 1.275 < 1.33 = t(18,.1)

: P=
0; H 1 : Px Py < 0;
x Py

900(.60) + 900(.66)
= .63,
900 + 900

.60 .66
= -2.63
(.63)(1 .63) (.63)(1 .63)
+
900
900

z=

p-value = .0043. Therefore, reject

11.14

9254 8167
= 1.275
3632605 3632605
+
10
10

p o =

at all common levels of alpha

: P=
0; H 1 : Px Py < 0;
x Py

1556(.384) + 1108(.52)
= .44, z =
1556 + 1108

Reject

at all common levels of alpha

.384 .52
= -6.97
(.44)(.56) (.44)(.56)
+
1556
1108

11.15

p o =

: P=
0; H 1 : Px Py 0; reject
x Py

: P=
0; H 1 : Px Py 0; reject
x Py

p o =

at all common levels of alpha

: P=
0; H 1 : Px Py > 0; reject
x Py

if |z.05| > 1.645

if z.01 < -2.33

138 + 128
= .554
240 + 240
.575 .533
= .926.
(.554)(.446) (.554)(.446)
+
240
240

z=

Do not reject

.501 .873
= -8.216.
(.614)(.386) (.614)(.386)
+
381
166

at the 5% level

if |z.025| > 1.96

191 + 145
= .614
381 + 166

Reject

11.19

: P=
0; H 1 : Px Py 0;
x Py

z=

.446 .344
= 2.465. Reject
(.36714)(.63286) (.36714)(.63286)
+
175
604

p o =

11.18

78 + 208
= .36714
175 + 604

z=

if |z.025| > 1.96

.25 .319
= -1.466. Do not reject
(.266)(.734) (.266)(.734)
+
368
116

p o =

11.17

368(.25) + 116(.319)
= .266
368 + 116

z=

11.16

at the 5% level

: P=
0; H 1 : Px Py < 0; reject
x Py

at the 5% level

p o =

480 + 790
= .577
1200 + 1000

.4 .79
= -18.44. Reject
(.577)(.423) (.577)(.423)
+
1200
1000

z=

: 2x 2 y ;
=
11.27
0

at the 1% level

: 2x > 2 y

F = 1614.208/451.770 = 3.573.
Reject

at the 1% level since 3.573 > 2.41F(29,29,.01)

11.28=
: 2x 2 y ;
0

: 2 x > 2 y ; reject

F = 114.09/16.08 = 7.095. Reject

: 2x 2 y ;
11.29=
0

if F(3,6,.05) > 4.76

at the 5% level

: 2x 2 y ;

F=(27.56)2/(22.93)2=1.44.
Do not reject H 0 at the 10% level since 1.44<1.84F(35,35,.05)
11.30=
: 2x 2 y ;
0

: 2x 2 y ;

F = (2107)2/(1681)2 = 1.57
Therefore, do not reject
11.31

at the 10% level since 1.57 < 3.18 F(9,9,.05)

: 2x 2 y ; H 1 : 2x > 2 y ;

F = (24.4)2/(20.2)2 = 1.46.
Do not reject H 0 at the 5% level since 1.46 < 9.28 F(3,3,.05)
11.32 No. The probability of rejecting the null hypothesis given that it is true is 5%.

11.33 a. Assume that the population is normally distributed

=
x 4.9725;
=
s .0936 ,=
H 0 : 5; H 1 : 5; reject

t=

4.9725 5
= -1.018. Do not reject
.0936 12

at the 5% level

if |t(11, .025| > 2.201

b. Assume that the population is normally distributed

=
H 0 : .025; H 1 : > .025; reject

2 =

11.34

if 2 (11,.05) > 19.68

11(.0936) 2
= 154.19. Therefore, reject
(.025) 2

at the 5% level

: x=
y 0; H 1 : x y 0;

(nx 1) sx + (n y 1) s y
2

sp =
2

nx + n y 2

X Y D0

t=

sp
s
+ p
nx n y

33(2.21) 2 + 85(1.69) 2
=
= 3.4525
34 + 85 2

2.21 1.47
= 1.966
3.4525 3.4525
+
34
86

p-value is between (.025, .010) x 2 = .05 and .02.


Reject

H :

11.35 a.

at levels in excess of 5%

4; H 1 : > 4; reject

t=

4.4 4
= 2.574. Reject
1.3 70

b.

sp =

t=

nx + n y 2

X Y D0
2

sp
s
+ p
nx n y
Reject

if t.05 > 1.671

at the 5% level

y 0; H 1 : x y < 0; reject
: x=

(nx 1) sx + (n y 1) s y

if t .05 < -1.645

69(1.3) 2 + 105(1.4) 2
= 1.853
70 + 106 2

4.4 5.3
= -4.293.
1.853 1.853
+
70
106

at levels in excess of 5%

11.36 Presuming the populations are normally distributed with equal variances, the samples must be independent
random samples:
if t(6,.01) < -3.143
: x=
y 0; 1 : x y < 0; reject
0
0

(nx 1) sx + (n y 1) s y
2

sp =
2

t=

nx + n y 2

X Y D0
2

sp
s
+ p
nx n y
Reject

3(24.4) 2 + 3(14.6) 2
= 106.58
4+42

78 114.7
= -5.027.
106.58 106.58
+
4
4

at levels in excess of 1%

11.37 Assuming the populations are normally distributed with equal variances and independent random samples:
=
=
s y 1.636
B: Y 6.738;
Magazine
A: X 10.968;
=
=
sx 2.647 , Magazine

: x=
y 0; H 1 : x y > 0; reject

(nx 1) sx + (n y 1) s y
2

sp =
2

t=

X Y D0
2

Reject

= -2.30, p-value = 1 FZ(2.3) = 1 - .9893 = .0107

(.89) 2 (.67) 2
+
202
291

sp =

t=

(nx 1) sx + (n y 1) s y
nx + n y 2

X Y D0
sp

nx

at levels of alpha in excess of 1.07%

: x=
y 0; H 1 : x y 0; . Sample sizes less than 100, use the t-test
2

5(2.647) 2 + 5(1.636) 2
= 4.8416
6+62

10.968 6.738
= 3.330.
4.8416 4.8416
+
6
6

2.83 3.0

if t(10,.05) > 1.812

at levels in excess of 5%

Therefore, reject

: x=
y 0; H 1 : x y < 0; Sample sizes greater than 100, use the z-test.

z=

11.39

nx + n y 2

sp
s
+ p
nx n y

11.38

sp

ny

82(.649) 2 + 53(.425) 2
= .32675
83 + 54 2

6.543 6.733
= -1.901. p-value is between (.05 and .025) x 2 = .10 and .05. Reject
.32675 .32675
+
83
54

at any alpha of .10 or higher.

11.40 a.

: P .5; H 1 : P < .5; reject

p o =

75 + 81
= .478, z =
148 + 178

sp =

X Y D0
2

Reject

p o =

p o =

at the 5% level

.5068 .455
= .932
1
1
(.478)(.522)(
+
)
148 178

22(.055) 2 + 22(.058) 2
= .00319
23 + 23 2

.058 .146
= -5.284.
.00319 .00319
+
23
23

at any common level of alpha

: P=
0; H 1 : Px Py < 0; reject Ho if |z.01| < -2.33
x Py

11 + 27
=.211, z =
67 + 113

Do not reject

11.43

at the 5% level

nx + n y 2

sp
s
+ p
nx n y

(nx 1) sx + (n y 1) s y
2

11.42

: x=
y 0; H 1 : x y < 0; reject Ho if t(44,.05) < -1.684

t=

if z.05 < -1.645

: P=
0; H 1 : Px Py 0; reject Ho if |z.025| > 1.96
x Py

Therefore, do not reject

11.41

.455 .5
= -1.2. Do not reject
(.5)(.5) /178

z=
b.

.164 .239
= -1.19.
1
1
(.211)(.789)( +
)
67 113

at the 1% level

: P=
0; H 1 : Px Py 0;
x Py
47 + 40
= .630435, z =
69 + 69

.6812 .5797
1
1
(.630435)(.369565)( + )
69 69

2[1-FZ(1.24)] = 2[1-.8925] = .1075.


Reject

at levels of alpha in excess of 10.75%

= 1.235, p-value =

11.44=
: x y;
0

reject

s2x
= (2.647)2/(1.63656)2 = 2.618. Do not
s2 y

at the 5% level, 2.618 < 5.05 F(5,5,.05)

11.45=
: x y;
0

not reject

x y ; sx 2.64665,
=
s y 1.63561 , F =
H 1 :=

x y ; sx 4.16314,
=
s y 4.05421 , F =
H 1 :=

s2x
= (4.16314)2/(4.05421)2 = 1.0545. Do
s2 y

at the 5% level, 1.0545 < 2.98 F(10,10,.05). There is insufficient evidence to suggest that the

population variances differ between the two forecasting analysts.

11.46 a.

: x=
y 0; H 1 : x y > 0;

df = n1 + n2 2 = 27 + 27 2 = 52; t52,.05 = 1.675

(n1 1) s1 + (n2 1) s2
(27 1)100 + (27 1)150
s p =
= 125
n1 + n2 2
52
x2 x1
64 60
=
= 1.99
tcalc =
2
2
125 125
s p s p
+
+
60 64
n1
n2
2

At the .05 level of significance, reject Ho and accept the alternative that the mean output per hectare is
significantly greater with the new procedure.
b. 95% acceptance interval:
2
1
s
150
22 2.20) =
.95 , F=
F26,26,.025 = 2.20 , P(
= 1.50 , because F calc is within the
calc
2.20 s1
100
acceptance interval, there is not sufficient evidence against the null hypothesis that the sample
variances are not significantly different from each other.
11.47 Assume that the population of matched differences is normally distributed

y 0; H 1 : x y 0; reject
: x=

if |t(9,.05)| > 1.833

x of the matched differences = 1.13, s of the matched differences = 1.612

t=

1.13 0
= 2.22, p-value =.054.
1.612 10

Reject

at the 10%, but not the 5% level