m358k-hw-six-solns

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Dec 6, 2023

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Homework assignment #6: Solutions Milica Cudina 2021-10-08 Textbook exercises Problem 1. ( 1 + 1 + 1 + 2 = 5 points) Solve Problem 4.2 from the textbook. Solution: knitr :: include_graphics ( "oc-p4-2.png" ) Problem 2. ( 1 + 3 + 2 + 2 + 2 + 3 = 13 points) Solve Problem 4.4 from the textbook. Solution: knitr :: include_graphics ( "oc-p4-4.png" ) 1
Problem 3. ( 3 + 3 = 6 points) Solve Problem 4.6 from the textbook. Solution: knitr :: include_graphics ( "oc-p4-6.png" ) 2
Problem 4. ( 3 + 3 = 6 points) Solve Problem 4.8 from the textbook. Solution: knitr :: include_graphics ( "oc-p4-8.png" ) Problem 5. ( 5 points) Solve Problem 4.10 from the textbook. Solution: knitr :: include_graphics ( "oc-p4-10.png" ) 3
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Additional problems Problem 6. ( 3 × 2 = 6 points) Let Z be a standard normal random variable. Using the standard normal tables, calculate the following probabilities: (i) P [ - 1 . 23 < Z < 2 . 37] (ii) P [1 /Z < 1] (iii) P [ Z 2 > 2 . 56] Solution: (i) P [ - 1 . 23 < Z < 2 . 37] = P [ Z < 2 . 37] - P [ Z ≤ - 1 . 23] pnorm ( 2.37 ) - pnorm ( - 1.23 ) ## [1] 0.8817574 (ii) P [1 /Z < 1] = P [ Z < 0] + P [ Z > 1] = P [ Z < 0] + 1 - P [ Z 1] pnorm ( 0 ) + 1 - pnorm ( 1 ) ## [1] 0.6586553 (iii) P [ Z 2 > 2 . 56] = P [ | Z | > 1 . 6] = P [ Z < - 1 . 6] + P [ Z > 1 . 6] = 2 P [ Z < - 1 . 6] 2 * pnorm ( - 1.6 ) ## [1] 0.1095986 Problem 7. ( 4 + 5 = 9 points) Source: Problem #139 from Moore-McCabe-Craig. The interquartile range (IQR) of a distribution is defined as the distance between the first and the third quartiles. (i) ( 4 points) What is the IQR for the standard normal distribution? (ii) ( 5 points) What is the IQR for a normal distribution with mean μ and variance σ 2 ? Solution: (i) The value z * of the third quartile can be obtained as z * = Φ - 1 (0 . 75) qnorm ( 0.75 ) ## [1] 0.6744898 By the symmetry of the standard normal distribution, we have - z * = Φ - 1 (0 . 25) 4
qnorm ( 0.25 ) ## [1] -0.6744898 Therefore the IQR for the standard normal distribution is qnorm ( 0.75 ) - qnorm ( 0.25 ) ## [1] 1.34898 (ii) Any normal random variable X Normal ( mean = μ, variance = σ 2 ) can be represented as a linear transformation of the standard normal random variable Z . Namely, we have X = μ + σZ. So, the interquartile range is about 1 . 34898 σ . 5