Ch.

5 #3, 4, 6, 8, 18, 21, 27, 29, 31, 32

5.3 Simulate 100 rolls of ten fair dice. Let X1,…,X10 be the outcomes. Compute the sample
mean for each sample.
a. For the distinct observed values of the sample mean, make a bar chart which gives the
empirical distribution of .

b. Using the empirical distribution in (a), compute the average and the variance of the
100 sample means. How closely do they estimate the corresponding population
values and ?

The sample mean is within 1% of the population mean and the variance is about
9.3% higher than the population variance.
c. Compare your results from (a) and (b) with those of Exercise 5.2. Note and explain
any differences.
N/A since 5.2 was not assigned.

5.4 A soft drink company uses a filling machine to fill cans. Each 12 oz. can is to contain 355
milliliters of beverage. In fact, the amount varies according to a normal distribution with mean
ml and standard deviation ml.
a. What is the probability that an individual can contains less than 355 ml?

Homework 4 Page 1
 b. What is the probability that the mean content of a six pack of cans is less than 355ml?
Note:

5.6 A truck can carry a maximum load of 4000 lb. A manufacturer wants to ship an order of
50 boxes. The weights of the boxes are normally distributed with mean lb. and standard
deviation lb. What is the probability that all 50 boxes can be sent in one shipment? If the
weights are not normally distributed, will the answer be still approximately correct? Why or
why not?
Note:
Part i)

Part ii) If the weights are not normally distributed, then the accuracy of the answer depends
on how skewed the actual distribution is. If the actual distribution is heavily skewed, then
50 boxes may not be enough to assume the sample mean is normally distributed. However,
most likely 50 boxes is enough to assume a normally distributed sample mean. This idea
comes from the portion of the CLT that addresses the sum of random variables.

5.8 The lifetime of disc brake pads varies according to a normal distribution with mean
miles and standard deviation miles. Suppose that a sample of nine brake
pads is tested.
a. What is the distribution of the sample mean ? Give the mean and standard deviation
of this distribution.

b. Does your answer in (a) require the use of the Central Limit Theorem? Why or why
not?
No it does not because the parent population is known to be normally
distributed.

c. Suppose that a sample mean less than 47,000 is considered evidence that
miles. What is the probability that this will happen even when the true mean
, leading to an incorrect conclusion?

Homework 4 Page 2
5.18 Consider the chi-square distribution with 14 degrees of freedom.
a. What are the mean and variance of a r.v.?
The mean is and the variance is .

b. Using Table A.5, find constants a, b, c, d and e so that ,

, and .

c. Express the constants from part (b) in terms of the notation .

d. Sketch each of the probabilities from (b) as an area under the .

Homework 4 Page 3
5.21 If a random sample of size n is drawn from a normal distribution, we know from equation
(5.7) that the standardized sample variance, , has a - distribution. Conduct a
simulation to look at this relationship.

a. Generate 100 random samples of size five from an N(10,32) distribution. Calculate S2
for each sample. Standardize the S2 values by calculating .
Pick 1 Pick 2 Pick 3 Pick 4 Pick 5 S^2 U
9.9341 12.9701 10.4685 11.0229 9.4995 1.8269 2.2058
8.7765 7.6101 14.9651 7.1685 7.0735 11.1398 4.951
13.4447 6.2392 11.8378 6.1895 11.5196 11.5245 5.122
11.6208 11.0827 15.2122 8.9033 9.4246 6.176 2.7449
13.3698 7.8458 13.6426 12.079 16.4133 9.7675 4.3411
8.4799 7.3256 12.5623 8.5721 10.4679 4.2355 1.8825
11.8851 10.9806 8.1884 9.7289 9.243 2.1109 0.9382
11.8167 11.2176 11.2694 6.0031 10.0793 5.5865 2.4829
18.0411 15.8139 15.9315 8.4502 8.4956 20.5784 9.146
0.0893 10.8324 10.6259 7.6449 7.1656 18.9166 8.4074
12.2366 5.7235 7.1004 14.9621 10.2306 14.0904 6.2624
9.6074 12.7834 20.4554 13.3875 10.2327 18.6294 8.2798
11.5249 10.2949 5.0518 5.805 12.1891 11.0037 4.8905
9.3597 4.7482 5.0748 10.6124 4.0884 8.9057 3.9581
3.0003 14.8637 10.7775 11.7056 8.1883 19.7547 8.7799
3.4125 9.2737 6.7829 5.5917 16.3112 24.662 10.9609
10.7965 12.621 9.6421 10.1986 3.035 13.3586 5.9372
13.145 8.8684 5.4846 10.3053 11.9091 8.8204 3.9202
15.7607 3.3302 13.5419 16.3573 7.8248 31.519 14.0084
6.5947 9.5487 7.1112 9.0359 7.7286 1.5775 0.7011
7.1162 9.4907 5.1278 12.0989 13.5294 11.9464 5.3095
9.3561 12.6137 10.4247 10.8038 7.7823 3.1995 1.422

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 9.3561 12.6137 10.4247 10.8038 7.7823 3.1995 1.422
10.7365 13.1443 6.2174 9.2494 5.537 9.9965 4.4429
9.9455 6.4354 5.0654 6.9777 11.0599 6.2999 2.7999
7.4257 9.331 14.1529 11.4941 10.4726 6.2806 2.7914
12.4127 9.2931 10.7087 9.3563 12.7626 2.6899 1.1955
9.0874 9.8225 8.1865 11.0722 7.3074 2.1149 0.9399
8.0474 10.9721 9.1902 13.2034 6.9465 6.1153 2.7179
10.1145 11.0095 6.2408 14.0475 14.5479 11.281 5.0138
10.2962 11.6914 11.9002 13.3244 8.568 3.2449 1.4422
9.8831 9.0656 8.1403 8.2522 13.4922 4.8309 2.1471
7.3691 5.3315 15.049 14.3646 10.2118 18.0554 8.0246
11.2334 14.8368 12.2648 11.7913 5.5941 11.5304 5.1246
10.0086 10.1767 10.4468 19.0338 9.7819 16.0088 7.115
10.5043 13.679 12.4525 13.2702 11.94 1.5491 0.6885
12.0399 13.9878 7.403 7.8882 8.6579 8.2673 3.6744
6.1272 6.8651 12.4149 8.7545 10.0945 6.405 2.8467
9.124 8.286 7.7186 11.2248 6.5475 3.0626 1.3612
7.1535 5.3619 5.3571 12.7441 11.8642 12.7173 5.6521
7.3308 0.3346 7.482 12.5061 11.0186 22.1346 9.8376
7.5214 7.9731 16.4223 10.4865 9.3577 12.8816 5.7252
11.4007 8.6312 13.6771 5.1373 10.8029 10.4056 4.6247
12.6467 11.6303 11.8137 10.9929 6.9901 4.9196 2.1865
12.0853 8.0529 9.3649 15.7935 6.1664 14.0938 6.2639
10.9182 9.1202 9.9953 10.3839 8.4663 0.9669 0.4297
11.9636 11.8226 9.3671 13.6863 9.6838 3.189 1.4173
9.858 6.7876 13.1829 14.9067 15.0968 12.7974 5.6878
7.2673 15.9774 7.4644 8.2081 15.4079 19.5851 8.7045
10.9719 7.867 8.8248 13.8625 8.7995 5.8035 2.5793
13.022 6.8104 12.7998 8.6151 12.6213 8.2351 3.6601
14.1749 9.8801 12.3847 6.791 6.6428 11.1741 4.9663
10.249 10.4145 5.2259 4.6904 11.0501 9.5771 4.2565
16.2753 15.1406 7.2485 5.7874 7.6758 23.9046 10.6243
12.3329 11.5501 9.7094 6.8763 12.6718 5.7132 2.5392
8.903 10.8588 8.5467 4.6829 10.0979 5.6955 2.5313
10.3744 12.2865 13.5499 13.7391 15.4824 3.5941 1.5974
4.607 3.0959 8.3928 8.5687 4.1981 6.4214 2.854
12.8715 8.4914 9.3022 12.1823 2.7428 16.137 7.172

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12.8715 8.4914 9.3022 12.1823 2.7428 16.137 7.172
10.9088 7.4986 11.2294 4.5828 9.0193 7.4401 3.3067
12.684 10.961 14.2617 11.5406 8.824 4.0907 1.8181
10.1969 8.379 9.8873 7.1715 13.7092 6.0879 2.7057
8.1447 11.0473 9.8465 10.9144 10.0711 1.3509 0.6004
5.1658 4.345 9.0011 11.956 8.1375 9.4183 4.1859
6.5721 12.5889 15.3681 10.999 4.2142 20.4322 9.081
10.4109 10.4269 8.4144 10.7251 9.764 0.8583 0.3815
14.9145 8.6919 13.2332 10.6788 6.055 12.4468 5.5319
10.5299 10.0217 12.3507 11.9219 16.6266 6.7971 3.0209
6.2313 13.4845 9.5775 4.4979 7.1214 12.1417 5.3963
10.8894 10.6885 11.5741 11.1193 15.4483 3.9463 1.7539
3.707 11.7995 12.8761 13.9169 16.2417 22.7055 10.0914
7.5301 18.771 15.4547 6.2728 7.5154 31.6759 14.0782
9.6745 12.3953 6.7311 8.2973 10.0313 4.4453 1.9757
13.2292 14.5122 7.2173 5.3737 11.842 15.5953 6.9312
7.1474 9.2772 4.4606 11.4949 12.9065 11.3961 5.0649
10.7436 5.4926 14.9041 10.4932 14.2713 14.1086 6.2705
11.9075 7.9852 12.3714 8.6262 12.0868 4.4478 1.9768
7.4473 7.5043 11.7773 4.2613 11.6998 10.2595 4.5598
11.8643 8.5577 6.1071 10.6033 6.6417 6.1502 2.7334
8.803 11.4554 13.7543 10.3143 11.6353 3.3272 1.4788
11.9315 12.2089 5.2951 9.9552 9.7019 7.6679 3.408
7.4275 9.7208 7.3205 11.1168 11.7337 4.1728 1.8546
5.2986 10.4232 10.8165 7.42 5.9335 6.4267 2.8563
4.0188 7.8745 5.2679 12.0531 10.4703 11.4602 5.0934
7.9057 8.5401 5.3893 10.9977 15.3353 14.1414 6.2851
11.7367 10.6787 11.8487 8.367 8.2764 3.0918 1.3741
11.5559 5.9006 10.3873 11.1466 6.8364 6.804 3.024
11.0841 10.4328 6.1371 9.8421 8.3093 3.9122 1.7388
8.747 7.5018 11.7431 15.075 16.7861 15.8098 7.0266
3.6663 8.7015 5.7787 6.7446 10.1149 6.3171 2.8076
9.6478 8.928 10.5475 14.1611 8.0146 5.6231 2.4992
10.7713 9.4533 9.9211 3.8542 5.3563 9.3942 4.1752
8.3211 12.6477 9.0632 10.0248 9.0126 2.8773 1.2788
12.5434 8.046 5.4357 4.9537 12.5839 13.7434 6.1082
12.0108 15.9991 10.5799 7.2397 10.9192 9.9309 4.4137

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 12.0108 15.9991 10.5799 7.2397 10.9192 9.9309 4.4137
9.8306 9.2402 6.4664 7.8016 7.7808 1.7695 0.7864
8.4907 9.9977 6.2776 5.5356 3.3639 6.685 2.9711
13.6647 5.2024 10.7336 11.79 11.7259 10.3063 4.5806
8.7123 8.7747 7.2695 8.0463 15.2828 10.4017 4.623
12.6154 12.6217 8.461 13.7952 7.0652 8.7358 3.8826
10.2389 17.382 3.5158 5.2622 12.0236 30.66 13.6267

b. Find the 25th, 50th, and 90th percentiles of the simulated sample. How do these
percentiles compare to the corresponding percentiles of the distribution?
The sample quantiles are: and the
corresponding percentiles are: .
So the sample standard deviation seems to be slightly higher than the corresponding
chi-square distribution critical values.

5.27 In this exercise we use simulation to verify that the standardized sample mean
has a distribution for a random sample of size n from an distribution.
a. Generate 100 random samples of size five from an distribution. Calculate
and S for each sample and then .
Pick 1 Pick 2 Pick 3 Pick 4 Pick 5 X Bar S u T
9.934 12.97 10.468 11.023 9.5 10.779 1.352 10 1.289
8.776 7.61 14.965 7.168 7.074 9.119 3.338 10 -0.59
13.445 6.239 11.838 6.189 11.52 9.846 3.395 10 -0.101
11.621 11.083 15.212 8.903 9.425 11.249 2.485 10 1.124
13.37 7.846 13.643 12.079 16.413 12.67 3.125 10 1.91
8.48 7.326 12.562 8.572 10.468 9.482 2.058 10 -0.563
11.885 10.981 8.188 9.729 9.243 10.005 1.453 10 0.008
11.817 11.218 11.269 6.003 10.079 10.077 2.364 10 0.073
18.041 15.814 15.932 8.45 8.496 13.346 4.536 10 1.65
0.089 10.832 10.626 7.645 7.166 7.272 4.349 10 -1.403
12.237 5.724 7.1 14.962 10.231 10.051 3.754 10 0.03
9.607 12.783 20.455 13.388 10.233 13.293 4.316 10 1.706
11.525 10.295 5.052 5.805 12.189 8.973 3.317 10 -0.692
9.36 4.748 5.075 10.612 4.088 6.777 2.984 10 -2.415
3 14.864 10.778 11.706 8.188 9.707 4.445 10 -0.147
3.412 9.274 6.783 5.592 16.311 8.274 4.966 10 -0.777
10.796 12.621 9.642 10.199 3.035 9.259 3.655 10 -0.454
13.145 8.868 5.485 10.305 11.909 9.943 2.97 10 -0.043
15.761 3.33 13.542 16.357 7.825 11.363 5.614 10 0.543
6.595 9.549 7.111 9.036 7.729 8.004 1.256 10 -3.554

Homework 4 Page 7
 6.595 9.549 7.111 9.036 7.729 8.004 1.256 10 -3.554
7.116 9.491 5.128 12.099 13.529 9.473 3.456 10 -0.341
9.356 12.614 10.425 10.804 7.782 10.196 1.789 10 0.245
10.736 13.144 6.217 9.249 5.537 8.977 3.162 10 -0.724
9.945 6.435 5.065 6.978 11.06 7.897 2.51 10 -1.874
7.426 9.331 14.153 11.494 10.473 10.575 2.506 10 0.513
12.413 9.293 10.709 9.356 12.763 10.907 1.64 10 1.236
9.087 9.822 8.186 11.072 7.307 9.095 1.454 10 -1.391
8.047 10.972 9.19 13.203 6.947 9.672 2.473 10 -0.297
10.114 11.01 6.241 14.047 14.548 11.192 3.359 10 0.794
10.296 11.691 11.9 13.324 8.568 11.156 1.801 10 1.435
9.883 9.066 8.14 8.252 13.492 9.767 2.198 10 -0.237
7.369 5.332 15.049 14.365 10.212 10.465 4.249 10 0.245
11.233 14.837 12.265 11.791 5.594 11.144 3.396 10 0.753
10.009 10.177 10.447 19.034 9.782 11.89 4.001 10 1.056
10.504 13.679 12.452 13.27 11.94 12.369 1.245 10 4.256
12.04 13.988 7.403 7.888 8.658 9.995 2.875 10 -0.004
6.127 6.865 12.415 8.755 10.094 8.851 2.531 10 -1.015
9.124 8.286 7.719 11.225 6.548 8.58 1.75 10 -1.814
7.153 5.362 5.357 12.744 11.864 8.496 3.566 10 -0.943
7.331 0.335 7.482 12.506 11.019 7.734 4.705 10 -1.077
7.521 7.973 16.422 10.487 9.358 10.352 3.589 10 0.219
11.401 8.631 13.677 5.137 10.803 9.93 3.226 10 -0.049
12.647 11.63 11.814 10.993 6.99 10.815 2.218 10 0.821
12.085 8.053 9.365 15.793 6.166 10.293 3.754 10 0.174
10.918 9.12 9.995 10.384 8.466 9.777 0.983 10 -0.508
11.964 11.823 9.367 13.686 9.684 11.305 1.786 10 1.634
9.858 6.788 13.183 14.907 15.097 11.966 3.577 10 1.229
7.267 15.977 7.464 8.208 15.408 10.865 4.426 10 0.437
10.972 7.867 8.825 13.862 8.799 10.065 2.409 10 0.06
13.022 6.81 12.8 8.615 12.621 10.774 2.87 10 0.603
14.175 9.88 12.385 6.791 6.643 9.975 3.343 10 -0.017
10.249 10.415 5.226 4.69 11.05 8.326 3.095 10 -1.21
16.275 15.141 7.249 5.787 7.676 10.426 4.889 10 0.195
12.333 11.55 9.709 6.876 12.672 10.628 2.39 10 0.588
8.903 10.859 8.547 4.683 10.098 8.618 2.387 10 -1.295
10.374 12.287 13.55 13.739 15.482 13.086 1.896 10 3.64

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10.374 12.287 13.55 13.739 15.482 13.086 1.896 10 3.64
4.607 3.096 8.393 8.569 4.198 5.772 2.534 10 -3.73
12.871 8.491 9.302 12.182 2.743 9.118 4.017 10 -0.491
10.909 7.499 11.229 4.583 9.019 8.648 2.728 10 -1.109
12.684 10.961 14.262 11.541 8.824 11.654 2.023 10 1.829
10.197 8.379 9.887 7.171 13.709 9.869 2.467 10 -0.119
8.145 11.047 9.847 10.914 10.071 10.005 1.162 10 0.009
5.166 4.345 9.001 11.956 8.138 7.721 3.069 10 -1.66
6.572 12.589 15.368 10.999 4.214 9.948 4.52 10 -0.026
10.411 10.427 8.414 10.725 9.764 9.948 0.926 10 -0.125
14.914 8.692 13.233 10.679 6.055 10.715 3.528 10 0.453
10.53 10.022 12.351 11.922 16.627 12.29 2.607 10 1.964
6.231 13.485 9.578 4.498 7.121 8.183 3.484 10 -1.166
10.889 10.689 11.574 11.119 15.448 11.944 1.987 10 2.188
3.707 11.799 12.876 13.917 16.242 11.708 4.765 10 0.802
7.53 18.771 15.455 6.273 7.515 11.109 5.628 10 0.441
9.675 12.395 6.731 8.297 10.031 9.426 2.108 10 -0.609
13.229 14.512 7.217 5.374 11.842 10.435 3.949 10 0.246
7.147 9.277 4.461 11.495 12.907 9.057 3.376 10 -0.624
10.744 5.493 14.904 10.493 14.271 11.181 3.756 10 0.703
11.907 7.985 12.371 8.626 12.087 10.595 2.109 10 0.631
7.447 7.504 11.777 4.261 11.7 8.538 3.203 10 -1.021
11.864 8.558 6.107 10.603 6.642 8.755 2.48 10 -1.123
8.803 11.455 13.754 10.314 11.635 11.192 1.824 10 1.462
11.931 12.209 5.295 9.955 9.702 9.819 2.769 10 -0.147
7.428 9.721 7.32 11.117 11.734 9.464 2.043 10 -0.587
5.299 10.423 10.816 7.42 5.934 7.978 2.535 10 -1.783
4.019 7.875 5.268 12.053 10.47 7.937 3.385 10 -1.363
7.906 8.54 5.389 10.998 15.335 9.634 3.761 10 -0.218
11.737 10.679 11.849 8.367 8.276 10.182 1.758 10 0.231
11.556 5.901 10.387 11.147 6.836 9.165 2.608 10 -0.715
11.084 10.433 6.137 9.842 8.309 9.161 1.978 10 -0.948
8.747 7.502 11.743 15.075 16.786 11.971 3.976 10 1.108
3.666 8.702 5.779 6.745 10.115 7.001 2.513 10 -2.668
9.648 8.928 10.547 14.161 8.015 10.26 2.371 10 0.245
10.771 9.453 9.921 3.854 5.356 7.871 3.065 10 -1.553
8.321 12.648 9.063 10.025 9.013 9.814 1.696 10 -0.245

Homework 4 Page 9
 8.321 12.648 9.063 10.025 9.013 9.814 1.696 10 -0.245
12.543 8.046 5.436 4.954 12.584 8.713 3.707 10 -0.777
12.011 15.999 10.58 7.24 10.919 11.35 3.151 10 0.958
9.831 9.24 6.466 7.802 7.781 8.224 1.33 10 -2.986
8.491 9.998 6.278 5.536 3.364 6.733 2.586 10 -2.825
13.665 5.202 10.734 11.79 11.726 10.623 3.21 10 0.434
8.712 8.775 7.269 8.046 15.283 9.617 3.225 10 -0.265
12.615 12.622 8.461 13.795 7.065 10.912 2.956 10 0.69
10.239 17.382 3.516 5.262 12.024 9.685 5.537 10 -0.127

b. Find the 25th, 50th, and 90th percentiles of the simulated sample. How do these
percentiles compare to the corresponding percentiles of the t4-distribution?
The sample quantiles are , and the
corresponding t4 percentiles are . This
shows that the T-Statistics for the sample mean are shifted slightly in the
negative direction compared to the corresponding t4 critical values.
5.29 Using Table A.6 find the following values:

5.31 Show the result (5.18) that . (Hint: Begin with the probability
statement and use (5.17).)

Proof: We know (1) or (2)

. Now, since, by (5.17), we can say (3)

or (4) . Further, since (5) by

(2), above, then (6) and

, or rewritten, , as was to be shown.

5.32 Show the result (5.20) that . (Hint: Note that

and use (5.19).)

Proof: We know (1) and since , by (5.19), then

we also know (2) . Now, since (3)
by rearranging (5) in 5.31, above, then we can say ,
and thus, we conclude that
, as was to be shown.

Homework 4 Page 10