STAT 330: 98-1

Assignment 6 Solutions

  1. Chapter 9 Q 54: Let tex2html_wrap_inline109 be the population standard deviation for control rats and tex2html_wrap_inline111 be the treatment population standard deviation. Then to test tex2html_wrap_inline113 against the one sided alternative tex2html_wrap_inline115 we compute tex2html_wrap_inline117 and get upper tail P-values from F tables with 19 and 22 degrees of freedom. We get F = 2.85 and P just a bit bigger than 0.01 so that we conclude that the treatment population is more variable. (While the question asks a one-tailed question it is not entirely clear to me that the tail was not chosen after seeing the data; if so you should double the P-value. The conclusion is not really changed.)
  2. Chapter 9 Q 56: The quantity tex2html_wrap_inline129 has an F distribution so that

    displaymath133

    The right hand inequality holds if and only if

    displaymath135

    Similarly, the first inequality can be rearranged to be

    displaymath137

    so that the range between these two limits is a level tex2html_wrap_inline139 confidence interval for tex2html_wrap_inline141 . For the data we have tex2html_wrap_inline143 and tex2html_wrap_inline145 . The critical point tex2html_wrap_inline147 while to find the lower tail critical point we use tex2html_wrap_inline149 . The interval is then 0.00549/(0.0258*9.28) to (9.28)(0.00549)/0.0258. Note that some people may have put tex2html_wrap_inline155 on top.

  3. Chapter 10 Q 10:

    1. tex2html_wrap_inline157 . Use tex2html_wrap_inline159 and the fact that summing over j just multiplies by J to get tex2html_wrap_inline165 .
    2. tex2html_wrap_inline167 . The variance of any average of J independent quantities each with variance tex2html_wrap_inline171 is just tex2html_wrap_inline173 so we get tex2html_wrap_inline175 .
    3. tex2html_wrap_inline177 which, using (a) and the rule in (b) is tex2html_wrap_inline179 .
    4. We have tex2html_wrap_inline181 . Expand out the square and use the fact that tex2html_wrap_inline183 to see that

      displaymath185

      Take expected values and put in the results of (b) and (c) to get

      eqnarray39

    5. Under tex2html_wrap_inline187 the second of these terms is 0 so tex2html_wrap_inline189 while under the alternative the second term is positive so that tex2html_wrap_inline191 .

  4. Chapter 10 Q 42: For tex2html_wrap_inline193 we have tex2html_wrap_inline195 , tex2html_wrap_inline197 , and all the other tex2html_wrap_inline199 so that the confidence interval for tex2html_wrap_inline193 is tex2html_wrap_inline203 (where we use the level tex2html_wrap_inline205 for a 95% confidence interval). For the other intervals it is the values of the tex2html_wrap_inline207 which change. They are (1,0,-1), (0,1,-1) and (0.5,0.5,-1) respectively. Only the contrast tex2html_wrap_inline215 is judged significantly different from 0. (Note the use of tex2html_wrap_inline217 not tex2html_wrap_inline219 ; these are 95% confidence intervals.)
  5. Chapter 10 Q 44: We have tex2html_wrap_inline221 and tex2html_wrap_inline223 . Subtracting we get tex2html_wrap_inline225 so the the SSE for the y's is tex2html_wrap_inline231 times the SSE for the x's. Similarly we have tex2html_wrap_inline237 so that the new SSTr is tex2html_wrap_inline231 times the old SSTr. The factors tex2html_wrap_inline231 then cancel out in the formula for the F statistic so that the new F statistic is exactly equal to the old F statistic.
  6. Chapter 10 Q46:

    1. The two samples are now tex2html_wrap_inline253 for tex2html_wrap_inline255 and tex2html_wrap_inline257 for tex2html_wrap_inline259 . The two sample variances are tex2html_wrap_inline261 and tex2html_wrap_inline263 . Then the pooled estimate of tex2html_wrap_inline171 is

      eqnarray69

      which is just

      displaymath267

      which is in turn just the MSE.

    2. The pooled statistic squared is just

      displaymath271

      Now write tex2html_wrap_inline273 as tex2html_wrap_inline275 to see that

      displaymath277

      Now examine the Treatment Sum of Squares. First note that tex2html_wrap_inline279 . Use this to see that the Treatment Sum of Squares is given by

      eqnarray89

      which simplifies to

      displaymath281

      This last is the numerator of tex2html_wrap_inline283 .



Richard Lockhart
Fri Mar 6 10:16:01 PST 1998