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where 𝑎, 𝑏 are constants and 𝑌 is any random variable, 𝐸 is the expected value and 𝑉 is the variance.
For each of the following steps, show all work for full credit. You may prove later steps, for credit,
using the previous results without having proven them. For instance, you could prove step 7 using
all the previous results even if you did not prove steps 1-6.
1. [10 Points]
𝐸[𝑌𝑖𝑗 ] = 𝜇 and 𝑉 [𝑌𝑖𝑗 ] = 𝜎𝜏2 + 𝜎 2
2. [10 Points]
1∑ 1∑
𝑌¯𝑖. = 𝑌𝑖𝑗 = 𝜇 + 𝜏𝑖 + 𝜀𝑖𝑗
𝑛 𝑛
𝑖 𝑖
3. [10 Points]
1[ 2
𝐸[𝑌¯𝑖. ] = 𝜇 and 𝑉 [𝑌¯𝑖. ] = 𝑛𝜎𝜏 + 𝜎 2
]
𝑛
4. [10 Points]
1 ∑∑ 1∑ 1 ∑∑
𝑌¯.. = 𝑌𝑖𝑗 = 𝜇 + 𝜏𝑖 + 𝜀𝑖𝑗
𝑛𝑡 𝑡 𝑛𝑡
𝑖 𝑗 𝑖 𝑖 𝑗
5. [10 Points]
1 [ 2
𝐸[𝑌¯.. ] = 𝜇 and 𝑉 [𝑌¯.. ] = 𝑛𝜎𝜏 + 𝜎 2
]
𝑛𝑡
6. [20 Points] [ ]
∑ ∑
𝑆𝑆𝑇 = 𝑛 (𝑌¯𝑖. − 𝑌¯.. )2 = 𝑛 𝑌¯𝑖.2 − 𝑡𝑌¯..2
𝑖 𝑖
7. [20 Points]
𝐸[𝑆𝑆𝑇 ] = (𝑡 − 1)(𝑛𝜎𝜏2 + 𝜎 2 )
8. [10 Points]
𝐸[𝑀 𝑆𝑇 ] = 𝑛𝜎𝜏2 + 𝜎 2