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In Example 7.6, we computed the empirical confidence level when we replacing the N(0, 4) samples with x² (2) samples. In this lab, we compute the empirical confidence level when the sampled population is Exponential(1/2), which has variance 4, i.e. replacing the N(0, 4) samples with Exponential (1/2) distribution.

In Example 7.6, we computed the empirical confidence level when we replacing the N(0, 4) samples with x² (2) samples. In this lab, we compute the empirical confidence level when the sampled population is Exponential(1/2), which has variance 4, i.e. replacing the N(0, 4) samples with Exponential (1/2) distribution.

Operations Research : Applications and Algorithms
Operations Research : Applications and Algorithms
4th Edition
ISBN:9780534380588
Author:Wayne L. Winston
Publisher:Wayne L. Winston
Chapter17: Markov Chains
Section17.6: Absorbing Chains
Problem 7P
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here is example 7.6## Example 7.6 Suppose the sample population is χ 2 (2), which is non-normal but with same variance 4. ▶ Repeat the simulation, but replacing the N(0, 4) samples with χ 2 (2) samples. ▶ Calculate the empirical confidence level.(Empirical confidence level) n <- 20 alpha <- 0.05 UCL <- replicate(1000, expr = { x <- rchisq(n,df=2) (n-1)*var(x)/qchisq(alpha,df=n-1) }) sum(UCL >4) mean(UCL > 4) ## t.test function n <- 20 x <- rnorm(n,mean=2) result <- t.test(x,mu=1) result$statistic result$parameter result$p.value result$conf.int result$estimate

In Example 7.6, we computed the empirical confidence level when we replacing the N(0, 4) samples with x² (2) samples. In this lab, we compute the empirical confidence level when the sampled population is Exponential(1/2), which has variance 4, i.e. replacing the N(0, 4) samples with Exponential (1/2) distribution.
Transcribed Image Text:In Example 7.6, we computed the empirical confidence level when we replacing the N(0, 4) samples with x² (2) samples. In this lab, we compute the empirical confidence level when the sampled population is Exponential(1/2), which has variance 4, i.e. replacing the N(0, 4) samples with Exponential (1/2) distribution.
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