2. Consider X1, X2, X, iid N(4,0²) where o is known. In this problem we show that among the (1 – a) confidence intervals of the form , P1 + P2 = a, the one with the choice pi = P2 = is the shortest. This explains why the symmetric confidence interval is preferred among all possible choices (unless we want to explicitly construct a one sided confidence interval). a. Without loss of generality, suppose pi < P2. Draw a picture of the standard Normal pdf with z,ı: p2; Za/2: Use it to show that Zp2 < Za/2 < Zpı•
2. Consider X1, X2, X, iid N(4,0²) where o is known. In this problem we show that among the (1 – a) confidence intervals of the form , P1 + P2 = a, the one with the choice pi = P2 = is the shortest. This explains why the symmetric confidence interval is preferred among all possible choices (unless we want to explicitly construct a one sided confidence interval). a. Without loss of generality, suppose pi < P2. Draw a picture of the standard Normal pdf with z,ı: p2; Za/2: Use it to show that Zp2 < Za/2 < Zpı•
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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![2. Consider X1, X2,. , X, iid N(u, o2) where o is known. In this problem we show
that among the (1 - a) confidence intervals of the form
P1+P2 a,
the one with the choice pi = p2 = is the shortest. This explains why the symmetric
confidence interval is preferred among all possible choices (unless we want to explicitly
construct a one sided confidence interval).
a. Without loss of generality, suppose pi < P2. Draw a picture of the standard
Normal pdf with zp1, žp2, Za/2. Use it to show that
Zp2 < Za/2 < žp.
b. Show that
Za/2
T" Sz(dz) =
fz(dz),
Za/2
Zp2
where fz is the standard normal pdf.
c. The key here is fz(2) is decreasing in z for z > 0. Use this and part b to show
с.
that Zpi
Za/2
Za/2 - 2p2.
d. Conclude that the length of the 2 sides CI with choice pi = P2 = a/2 is the
shortest.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fa476ea0c-c0d4-41e1-a5f8-b54cb2267e63%2F450a600c-aa78-47a9-88c5-e031b31053c5%2Fvmw2nla_processed.jpeg&w=3840&q=75)
Transcribed Image Text:2. Consider X1, X2,. , X, iid N(u, o2) where o is known. In this problem we show
that among the (1 - a) confidence intervals of the form
P1+P2 a,
the one with the choice pi = p2 = is the shortest. This explains why the symmetric
confidence interval is preferred among all possible choices (unless we want to explicitly
construct a one sided confidence interval).
a. Without loss of generality, suppose pi < P2. Draw a picture of the standard
Normal pdf with zp1, žp2, Za/2. Use it to show that
Zp2 < Za/2 < žp.
b. Show that
Za/2
T" Sz(dz) =
fz(dz),
Za/2
Zp2
where fz is the standard normal pdf.
c. The key here is fz(2) is decreasing in z for z > 0. Use this and part b to show
с.
that Zpi
Za/2
Za/2 - 2p2.
d. Conclude that the length of the 2 sides CI with choice pi = P2 = a/2 is the
shortest.
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