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STATISTICS 111 Spring 2017

FINAL EXAM

* Please read the entire exam CAREFULLY before you answer any questions: more points are
usually lost by giving a correct answer to an un-asked question than by giving an incorrect
answer to the question asked. Also, check that you do not inadvertently skip a question or part of
a question.

* Unless specifically asked not to, show HOW you get your answer in any calculation. Do not
just write down the answer unless you are told you may do so.

* The points for each question, or part of question, are indicated in brackets [.....]

* Time for the exam: 2 hours.

* IMPORTANT!! Use three blue books. Label your books as Book 1, Book 2 and Book 3.
Do Questions 1 – 4 in Book 1, Questions 5 – 8 in Book 2 and Questions 9-10 in Book 3. Also,
write your name clearly on ALL books, with your family name last and in CAPS, (for
example, Jane SMITH).

**********************

1a. Comment on the following statement (that is, which parts of it ((i) – (iii)) , if any, are right
and which parts of it, if any, are wrong): "Given observations x1, x2, ..., xn from some probability
distribution with some unknown mean μ and some unknown variance σ2, and (i) if n > 1, we
estimate σ2 by s2. However, (ii) if n = 1 we are not able to estimate σ2, and (iii) in fact σ2 does
not exist when n = 1 ." [5]

1b. You have to carry two eggs home from a shop. There are two methods by which this can be
done. In the first method (Method 1) you carry the two eggs separately. Under this method you
would drop and break the first egg with probability θ and, independently of this, you would drop
and break the second egg with probability θ. In the second method (Method 2) you put both eggs
in one single basket. You would drop this basket, and thereby break both eggs, with probability
θ. (The same value of θ applies throughout this question.) Find the probability distribution, and
from this the mean and variance, of the number of broken eggs, under the Method 1. Also find
the probability distribution, and from this the mean and variance, of the number of broken eggs,
under the Method 2. (Both means and both variances are functions of θ.) Use your answers to
comment on the statement that you should not put all your eggs in one basket. [7]

2a. A coin (probability θ for head on each flip) is to be flipped three times. The random variable
of interest to us is the number X of heads that will occur on these three flips. Write down the
mean and variance of X using the “short” formulas for the mean and the variance. [2]

2b. With reference to part (a) of this question, derive the mean and variance of X using the
relevant “long” formulas. [8]
3a. You buy a fair four-sided die in a novelty shop. The faces are numbered 1,2,3,4. We plan to
roll this die once, and observe the (random) number that will turn up. Find the mean of this
random variable by any method that you like (even just writing down the answer). [4]

3b. The variance of the random variable in part (a) of this question is 1.25. Suppose now we plan
to roll this die 500 times, and calculate the AVERAGE of the 500 numbers turning up. Find two
numbers between which you are approximately 95% certain that this average will lie. [6]

4. The height of a randomly chosen male is a random variable having a normal distribution with
mean 69 and standard deviation 3. (All measurements in this question are in inches.) The height
of a randomly chosen female is a random variable having a normal distribution with mean 67 and
standard deviation 4. Find the probability that the average height of four randomly chosen males
exceeds the average height of four randomly chosen females. [6]

5a. Starting from the very beginning of the relevant probability theory, describe all the steps,
ideas, etc that lead to the approximate 95% confidence interval p – 1/√n to p + 1/√n for the
binomial parameter θ. [7]

5b. Suppose that X11, X12, …, X1,12 are 12 iid random variables coming from a normal distribution
with mean μ1 and variance σ12 and that X21, X22, …, X2,10 are 10 iid random variables coming
from a normal distribution with mean μ2 and variance σ22. Our aim is to find an approximate 95%
confidence interval for μ1 - μ2.

To do this we obtain 12 data values x11, x12, …, x1,12 and 10 data values x21, x22, …, x2,10 and find
that x 1 = 12, x 2 = 10, s12 = 48 and s22 = 50. Find the approximate 95% confidence interval for
μ1 - μ2. [7]
.
6a. Give a precise definition of a P-value. [5]

6b. Indicate, giving reasons for your answer, whether it is a large or a small value for a P-value
which leads us to reject a null hypothesis. Large or small compared to what? Also, indicate why
the P-value in a two-sided test is calculated as the sum of two probabilities. [5]

7a. A standard medicine is known to cure a patient in 80% of cases. A new medicine is
proposed as being superior to the standard medicine. We plan to give this new medicine to
2000 people. Using a Type I error of 1%, how many of these 2000 need to be cured before we
will accept that the new medicine is indeed superior to the standard one? (That is, what is the
critical value?) Using the critical value that you calculated, what conclusion would you reach if
1648 people were cured when using the new medicine? [6]

7b. With reference to part (a) of this question, what is the P-value if, after the trial, 1648 people
were cured? What conclusion do you reach using the P-value approach? Does your conclusion
agree with that you reached in part (a) of this question? [7]
8. Give two examples (one of which involves two different forms of t test, one of which relates
only to the one-sample t test) indicating why the denominator in a t statistic is just as important
as the numerator. [7]

9a. We are curious as to whether men are more or less likely to be left-handed than women are,
and have no prior view on this matter. Suppose we find in a randomly chosen group of r1
women that o11 are left-handed, and in a randomly chosen group of r2 men that o21 are left-
handed. (The numbers r1 and r2 are chosen in advance by us.) Indicate whether a direct
comparison of the numbers o11 and o21 makes sense, giving reasons for your answer. Show how a
fair comparison between men and women can be made on this matter, and thus derive a z statistic
which uses the quantities o11, o21, r1 and r2 and which can be used to test the null hypothesis that
a woman has the same probability of being left-handed as a man has. [7]

9b. Without writing down any formulas, outline how the procedure that you described in part (a)
of this question can be generalized to the case of testing for association in an r × c table. [5]

10. Let "x" be a controllable quantity and "Y" a random variable with a normal distribution
having mean and variance given by

mean of Y = α + βx, variance of Y = σ2.

Here α, β and σ2 are unknown parameters. Without writing down the formulas for any of the
quantities entering into the t test statistic, write down the form of the t test statistic used to test
the null hypothesis of no effect of "x" on "Y", given data values x1, x2, … , xn and y1, y2, … , yn.
What is the ‘signal” in this t statistic? [6]

TOTAL: 100

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