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More on blood pressure Refer to the previous exercise. The analysis there did not take into account the size of the change in blood pressure. Show how to do this with the Wilcoxon signed-ranks test.
- a. State the hypotheses for that test, for the relevant one-sided alternative hypothesis.
- b. Construct the sampling distribution for the rank sum of the positive differences when you consider the possible samples that have absolute differences in blood pressure of 20, 25, and 15.
- c. Using the sampling distribution from part b, find and interpret the P-value. (When every difference is positive, or when every difference is negative, this test and the sign test give the same P-value for a given alternative hypothesis.)
Does exercise help blood pressure? Exercise 10.50 in Chapter 10 discussed a pilot study of people who suffer from abnormally high blood pressure. A medical researcher decides to test her belief that walking briskly for at least half an hour a day has the effect of lowering blood pressure. She randomly samples three of her patients who have high blood pressure. She measures their systolic blood pressure initially and then again a month later after they participate in her exercise program. The table shows the results. Show how to analyze the data with the sign test. State the hypotheses, find the P-value, and interpret.
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Chapter 15 Solutions
Statistics: The Art and Science of Learning From Data, Books a la Carte Edition (4th Edition)
- solve the question based on hw 1, 1.41arrow_forwardT1.4: Let ẞ(G) be the minimum size of a vertex cover, a(G) be the maximum size of an independent set and m(G) = |E(G)|. (i) Prove that if G is triangle free (no induced K3) then m(G) ≤ a(G)B(G). Hints - The neighborhood of a vertex in a triangle free graph must be independent; all edges have at least one end in a vertex cover. (ii) Show that all graphs of order n ≥ 3 and size m> [n2/4] contain a triangle. Hints - you may need to use either elementary calculus or the arithmetic-geometric mean inequality.arrow_forwardWe consider the one-period model studied in class as an example. Namely, we assumethat the current stock price is S0 = 10. At time T, the stock has either moved up toSt = 12 (with probability p = 0.6) or down towards St = 8 (with probability 1−p = 0.4).We consider a call option on this stock with maturity T and strike price K = 10. Theinterest rate on the money market is zero.As in class, we assume that you, as a customer, are willing to buy the call option on100 shares of stock for $120. The investor, who sold you the option, can adopt one of thefollowing strategies: Strategy 1: (seen in class) Buy 50 shares of stock and borrow $380. Strategy 2: Buy 55 shares of stock and borrow $430. Strategy 3: Buy 60 shares of stock and borrow $480. Strategy 4: Buy 40 shares of stock and borrow $280.(a) For each of strategies 2-4, describe the value of the investor’s portfolio at time 0,and at time T for each possible movement of the stock.(b) For each of strategies 2-4, does the investor have…arrow_forward
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- Glencoe Algebra 1, Student Edition, 9780079039897...AlgebraISBN:9780079039897Author:CarterPublisher:McGraw Hill
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