Can you please help with udnerstanding the mathematical statistics question and solution attached? If possible, can you please provide an explanation and background on some of the ideas presented in the question and solution?  Question: In Section 10.2.1, it was claimed that the random variables I(−∞,x](Xi) are independent. Why is this so? Solution: https://www.slader.com/textbook/9780534399429-mathematical-statistics-and-data-analysis-3rd-edition/408/exercises/4/

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Can you please help with udnerstanding the mathematical statistics question and solution attached? If possible, can you please provide an explanation and background on some of the ideas presented in the question and solution? 

Question:

In Section 10.2.1, it was claimed that the random variables I(−∞,x](Xi) are independent. Why is this so?

Solution:

https://www.slader.com/textbook/9780534399429-mathematical-statistics-and-data-analysis-3rd-edition/408/exercises/4/

 

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In Section 10.2.1, it was claimed that the random variables 1-.) (X;) are inde-
pendent. Why is this so?
X1,..., Xn are independent
Transcribed Image Text:In Section 10.2.1, it was claimed that the random variables 1-.) (X;) are inde- pendent. Why is this so? X1,..., Xn are independent
10.2 Methods Based on the Cumulative
Distribution Function
10.2.1 The Empirical Cumulative Distribution Function
Suppose that x1, ..., x, is a batch of numbers. (The word sample is often used in the
case that the x; are independently and identically distributed with some distribution
function; the word batch will imply no such commitment to a stochastic model.) The
empirical cumulative distribution function (ecdf) is defined as
1
F, (x)
= - (#x; < x)
(With this definition, F, is right-continuous; in the former Soviet Union and Eastern
Europe, the ecdf is usually defined to be left-continuous.)
Denote the ordered batch of numbers by x(1) < x(2) <· · ·< x (n). Then if x < x(1),
F,(x) = 0, if x(1) <x < x(2), F„(x) = 1/n , if x«) <x < x«+1), F„(x) = k/n, and
so on. If there is a single observation with value x, F, has a jump of height 1/n at x;
if there are r observations with the same value x, F, has a jump of height r/n at x.
The ecdf is the data analogue of the cumulative distribution function of a random
variable: F(x) gives the probability that X < x and F„(x) gives the proportion of the
collection of numbers less than or equal to x.
ЕХАМPLE А
As an example of the use of the ecdf, let us consider data taken from a study by White,
Riethof, and Kushnir (1960) of the chemical properties of beeswax. The aim of the
study was to investigate chemical methods for detecting the presence of synthetic
waxes that had been added to beeswax. For example, the addition of microcrystalline
wax raises the melting point of beeswax. If all pure beeswax had the same melting
point, its determination would be a reasonable way to detect dilutions. The melting
point and other chemical properties of beeswax, however, vary from one beehive to
another. The authors obtained samples of pure beeswax from 59 sources, measured
several chemical properties, and examined the variability of the measurements. The
59 melting points (in °C) are listed here. As a summary of these measurements, the
ecdf is plotted in Figure 10.1.
63.78
63.45
63.58
63.08
63.40
64.42
63.27
63.10
63.34
63.50
63.83
63.63
63.27
63.30
63.83
63.50
63.36
63.86
63.34
63.92
63.88
63.36
63.36
63.51
63.51
63.84
64.27
63.50
63.56
63.39
63.78
63.92
63.92
63.56
63.43
64.21
64.24
64.12
63.92
63.53
63.50
63.30
63.86
63.93
63.43
64.40
63.61
63.03
63.68
63.13
63.41
63.60
63.13
63.69
63.05
62.85
63.31
63.66
63.60
1.0 -
.2
.0
62.8
63.2
63.6
64.0
64.4
Melting point (°C)
FIGURE 10.1 The empirical cumulative distribution function of the melting points
of beeswax.
Figure 10.1 conveniently summarizes the natural variability in melting points.
For example, we can see from the graph that about 90% of the samples had melting
points less than 64.2°C and that about 12% had melting points less than 63.2°C.
White, Riethof, and Kushnir showed that the addition of 5% microcrystalline
wax raised the melting point of beeswax by .85°C and the addition of 10% raised
the melting point by 2.22°C. From Figure 10.1, we can see that an addition of 5%
microcrystalline wax might well be difficult to detect, especially if it was made to
beeswax that had a low melting point, but that an addition of 10% would be detectable.
In further calculations, the investigators modeled the distribution of melting points as
Gaussian. How reasonable does this model appear to be?
Let us briefly consider some of the elementary statistical properties of the ecdf
in the case in which X1,..., X, is a random sample from a continuous distribution
function, F. For purposes of analysis, it is convenient to express F, in the following
way:
1,
0,
if X; < x
if X; > х
F„(x)
where
(-00,x)(X;)
n
i=1
The random variables I-o,x](X;) are independent Bernoulli random variables:
I(-0.x) (X;) = {
S 1,
with probability F(x)
0,
with probability 1 – F(x)
Thus, n F, (x) is a binomial random variable (n trials, probability F(x) of success)
and so
E[F,(x)] = F(x)
%3D
Var[F„(x)] =
–F(x)[1 – F(x)]
As an estimate of F(x), F„(x) is unbiased and has a maximum variance at that value
of x such that F (x)
small, the variance tends to zero.
.5, that is, at the median. As x becomes very large or very
In the preceding paragraph, we considered F„(x) for fixed x; the results can be
applied to form a confidence interval for F(x) for any given value of x. Much deeper
analysis focuses on the stochastic behavior of F, as a random function; that is, all
values of x are considered simultaneously. It turns out, somewhat surprisingly, that
the distribution of
max |F„(x) – F (x)|
-00<x<o0
does not depend on F if F is continuous. This result makes possible the construction
of a simultaneous confidence band about F,, which can be used to test goodness
of fit. [For further details, refer to Section 9.6 of Bickel and Doksum (1977).] It is
important to realize the difference between the simultaneous confidence band and the
individual confidence intervals that may be constructed using the binomial distribu-
tion. Each such individual confidence interval covers F at one point with a certain
probability, say, 1 – a, but the probability that all such intervals cover F simultane-
ously is not necessarily 1-a. We will encounter other phenomena of this type in later
chapters.
Cumulative frequency
4.
Transcribed Image Text:10.2 Methods Based on the Cumulative Distribution Function 10.2.1 The Empirical Cumulative Distribution Function Suppose that x1, ..., x, is a batch of numbers. (The word sample is often used in the case that the x; are independently and identically distributed with some distribution function; the word batch will imply no such commitment to a stochastic model.) The empirical cumulative distribution function (ecdf) is defined as 1 F, (x) = - (#x; < x) (With this definition, F, is right-continuous; in the former Soviet Union and Eastern Europe, the ecdf is usually defined to be left-continuous.) Denote the ordered batch of numbers by x(1) < x(2) <· · ·< x (n). Then if x < x(1), F,(x) = 0, if x(1) <x < x(2), F„(x) = 1/n , if x«) <x < x«+1), F„(x) = k/n, and so on. If there is a single observation with value x, F, has a jump of height 1/n at x; if there are r observations with the same value x, F, has a jump of height r/n at x. The ecdf is the data analogue of the cumulative distribution function of a random variable: F(x) gives the probability that X < x and F„(x) gives the proportion of the collection of numbers less than or equal to x. ЕХАМPLE А As an example of the use of the ecdf, let us consider data taken from a study by White, Riethof, and Kushnir (1960) of the chemical properties of beeswax. The aim of the study was to investigate chemical methods for detecting the presence of synthetic waxes that had been added to beeswax. For example, the addition of microcrystalline wax raises the melting point of beeswax. If all pure beeswax had the same melting point, its determination would be a reasonable way to detect dilutions. The melting point and other chemical properties of beeswax, however, vary from one beehive to another. The authors obtained samples of pure beeswax from 59 sources, measured several chemical properties, and examined the variability of the measurements. The 59 melting points (in °C) are listed here. As a summary of these measurements, the ecdf is plotted in Figure 10.1. 63.78 63.45 63.58 63.08 63.40 64.42 63.27 63.10 63.34 63.50 63.83 63.63 63.27 63.30 63.83 63.50 63.36 63.86 63.34 63.92 63.88 63.36 63.36 63.51 63.51 63.84 64.27 63.50 63.56 63.39 63.78 63.92 63.92 63.56 63.43 64.21 64.24 64.12 63.92 63.53 63.50 63.30 63.86 63.93 63.43 64.40 63.61 63.03 63.68 63.13 63.41 63.60 63.13 63.69 63.05 62.85 63.31 63.66 63.60 1.0 - .2 .0 62.8 63.2 63.6 64.0 64.4 Melting point (°C) FIGURE 10.1 The empirical cumulative distribution function of the melting points of beeswax. Figure 10.1 conveniently summarizes the natural variability in melting points. For example, we can see from the graph that about 90% of the samples had melting points less than 64.2°C and that about 12% had melting points less than 63.2°C. White, Riethof, and Kushnir showed that the addition of 5% microcrystalline wax raised the melting point of beeswax by .85°C and the addition of 10% raised the melting point by 2.22°C. From Figure 10.1, we can see that an addition of 5% microcrystalline wax might well be difficult to detect, especially if it was made to beeswax that had a low melting point, but that an addition of 10% would be detectable. In further calculations, the investigators modeled the distribution of melting points as Gaussian. How reasonable does this model appear to be? Let us briefly consider some of the elementary statistical properties of the ecdf in the case in which X1,..., X, is a random sample from a continuous distribution function, F. For purposes of analysis, it is convenient to express F, in the following way: 1, 0, if X; < x if X; > х F„(x) where (-00,x)(X;) n i=1 The random variables I-o,x](X;) are independent Bernoulli random variables: I(-0.x) (X;) = { S 1, with probability F(x) 0, with probability 1 – F(x) Thus, n F, (x) is a binomial random variable (n trials, probability F(x) of success) and so E[F,(x)] = F(x) %3D Var[F„(x)] = –F(x)[1 – F(x)] As an estimate of F(x), F„(x) is unbiased and has a maximum variance at that value of x such that F (x) small, the variance tends to zero. .5, that is, at the median. As x becomes very large or very In the preceding paragraph, we considered F„(x) for fixed x; the results can be applied to form a confidence interval for F(x) for any given value of x. Much deeper analysis focuses on the stochastic behavior of F, as a random function; that is, all values of x are considered simultaneously. It turns out, somewhat surprisingly, that the distribution of max |F„(x) – F (x)| -00<x<o0 does not depend on F if F is continuous. This result makes possible the construction of a simultaneous confidence band about F,, which can be used to test goodness of fit. [For further details, refer to Section 9.6 of Bickel and Doksum (1977).] It is important to realize the difference between the simultaneous confidence band and the individual confidence intervals that may be constructed using the binomial distribu- tion. Each such individual confidence interval covers F at one point with a certain probability, say, 1 – a, but the probability that all such intervals cover F simultane- ously is not necessarily 1-a. We will encounter other phenomena of this type in later chapters. Cumulative frequency 4.
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