Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
9th Edition
ISBN: 9781319013387
Author: David S. Moore, George P. McCabe, Bruce A. Craig
Publisher: W. H. Freeman
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Chapter 11.1, Problem 8E

(a)

To determine

The F -statistic value when all explanatory variables are zero.

(b)

To determine

The degrees of freedom of the test.

(c)

To determine

The P- values for the test.

(d)

To determine

The proportion of variation in the response variable as explained by the explanatory variable.

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8. Recall, from Sect. 2.16.4, the likelihood ratio statistic, Ln, which was defined as a product of independent, identically distributed random variables with mean 1 (under the so-called null hypothesis), and the, sometimes more convenient, log-likelihood, log L, which was a sum of independent, identically distributed random variables, which, however, do not have mean log 1 = 0. (a) Verify that the last claim is correct, by proving the more general statement, namely that, if Y is a non-negative random variable with finite mean, then E(log Y) log(EY). (b) Prove that, in fact, there is strict inequality: E(log Y) < log(EY), unless Y is degenerate. (c) Review the proof of Jensen's inequality, Theorem 5.1. Generalize with a glimpse on (b).
3. Prove that, for any random variable X, the minimum of E(X - a)² is attained for a = EX. Proved
7. Cantelli's inequality. Let X be a random variable with finite variance, o². (a) Prove that, for x ≥ 0, P(X EX2x)≤ 02 x² +0² 202 P(|X - EX2x)<≤ (b) Find X assuming two values where there is equality. (c) When is Cantelli's inequality better than Chebyshev's inequality? (d) Use Cantelli's inequality to show that med (X) - EX ≤ o√√3; recall, from Proposition 6.1, that an application of Chebyshev's inequality yields the bound o√√2. (e) Generalize Cantelli's inequality to moments of order r 1.
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