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Background material
This weeks questions concern the sampling distribution of the sample mean of a simple random sample.
Required Normal & T distribution tables are given in LMS.
Revision: properties of the Normal distribution
The family of Normal distributions provides accurate probability models for many real-world phenomena.
The Normal distributions also have nice properties. As a result, they often provide a convenient choice
of model.
Linear combinations of Normal random variables are Normal
Suppose that
X N(, 2 ).
Then for any two constants a 6= 0 and b,
aX + b N(a + b, a2 2 ).
As an important example, consider the standardisation of X:
X
N(0, 1).
Z =
Xi N(n, n 2 ).
i=1
/ n
N(0, 1).
Tutorial Questions
1. [Know your Z-tables] If Z N (0, 1) evaluate
(a) P (Z < 1.96); (b) P (Z > 2.13); (c) P (|Z| < 0.05), (d) z such that P (Z < z) = 0.95.
Solution:
(a) 0.975; (b) 0.166; (c) 0.0398; (d) 1.645.
2. Carbide drill tips are used in drilling oil wells. The life of a carbide tip can be viewed in terms
of the drilling depth (in suitable units) achieved between replacement. In order to estimate the
mean drilling depth of a particular type of carbide tip, the drilling depth lifetimes of 36 carbide
tips are obtained. Assume a simple random sample, i.e. the drilling depths are iid, and assume that
the drilling depths are Normal random variables with unknown mean but with known standard
deviation = 12.
(a) State the distribution of X, in terms of .
(b) Find the probability of the sample mean drilling depth being within 4 units of the true mean.
(c) In order to be more confident that the sample mean is close to the true mean, we may use a
larger sample. Suppose we wish to obtain a sample for which the sample mean drilling depth
has probability 0.99 of being within 4 of the true mean. What is the minimum number of
carbide tips needed to achieve this?
Solution:
(a) Since this is a simple random sample from a Normal population, X N(, 2 /n). In this
case = 12 and n = 36, so X N(, 122 /36), i.e. X N(, 4).
(b) The required probability is
!
X
4
P | X | 4 = P
(standardising)
4
4
= P |Z | 2
(where Z N (0, 1))
= 0.9544
(Tables).
= 0.99
is equivalent to
4
P |Z |
/ n
!
= 0.99,
/ n
= 2.576.
n = 2.576
12
4
or
n = 2.5762
122
= 59.72.
42
/ n
N(0, 1).
However, if we do not know , we cannot use this result directly to calculate probabilities for X,
or conduct inference for . But we can estimate , for example, by the sample standard deviation
v
u
n
u 1 X
2 .
Xi2 nX
S = t
n1
i=1
It can be shown that the resulting version of the standardised sample mean satisfies
X
S/ n
tn1 .
The extra uncertainty that results from estimating by S is captured by the thicker tails of the t
distributions (compared to the N(0, 1) distribution).
t distributions for large degrees of freedom
In the limit as n , the t distributions with n 1 degrees of freedom converge to the N(0, 1)
distribution. This means that for large n (a few hundred), we can use the approximation
X
S/ n
N(0, 1).
Solution:
(a) 0.975; (b) 0.05; (c) 0.99; (d) -2.045.
(b) Since (X )/(/ n) N(0, 1), it follows immediately that (X )/(S/ n) tn1 . (Here
S is the sample standard deviation.)
(c) Both distributions are exact, since the sample is taken from a Normal population.
(a) Since each Ti is Weibull(2, 5), the reliability function (for each component) is
R(t) = exp (t/)
= exp (t/5)2 ,
t 0.
So
P(T1 > 5) = R(5) = exp{12 } = exp{1} = 0.368 (3 d.p.).
(b) The mean and variance of the failure time distribution are
1
= 5 (1.5) = 4.431 (3 d.p.),
= 1 +
)
(
2
2
1
2 = 2 1 +
1+
and
T =
1 X
Ti N(4.431, 0.107),
50
i=1
P |Z | <
/ n
!
> 0.95
= z0.025 = 1.9600,
/ n
i.e. when n (1.96002 2 )/0.52 = 82.46 (2 d.p.). Thus, the requirement is satisfied for
samples of size n 83.