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1. This document contains 8 problems related to regression analysis and probability and statistics. The problems cover topics like finding expected values, covariances, probabilities for normal distributions, testing hypotheses about population means. 2. Several of the problems involve defining probability density functions for random variables and using those to calculate expected values, covariances, and probabilities. Other problems deal with hypothesis testing about population means using sample data. 3. The last two problems provide sample data and ask the reader to perform hypothesis tests to analyze whether a sample mean provides evidence that a population mean is different than a specified value.

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Krishnadev Madhavan Nair
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92 views2 pages

Notes On

1. This document contains 8 problems related to regression analysis and probability and statistics. The problems cover topics like finding expected values, covariances, probabilities for normal distributions, testing hypotheses about population means. 2. Several of the problems involve defining probability density functions for random variables and using those to calculate expected values, covariances, and probabilities. Other problems deal with hypothesis testing about population means using sample data. 3. The last two problems provide sample data and ask the reader to perform hypothesis tests to analyze whether a sample mean provides evidence that a population mean is different than a specified value.

Uploaded by

Krishnadev Madhavan Nair
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Regression Analysis NPTEL Course July 2018

Assignment 0: This assignment is based on Probability and Statistics

1. If X has the probability density


(
e−x for x > 0
f (x) =
0 otherwise
3X
find the expected value of g(X) = e 4 .

2. Find the covariance of the random variables X and Y whose joint probability density
is given by
(
2 for x > 0, y > 0, x + y < 1
f (x, y) =
0 otherwise

3. If two random variables X and Y have the joint density given by


(
e−x−y for x > 0, y > 0
f (x, y) =
0 otherwise
determine E(XY ), E(X), E(Y ), Cov(X, Y ).

4. If X1 , X2 , . . . , Xn constitute a random sample from population given by


(
e−(x−δ) for x > δ
f (x) =
0 otherwise

X1 +X2 +...+Xn
show that X̄ = n
is a biased estimator of δ.

5. Find the probabilities that a random variable having the standard normal distribution
will take on a value
(i) less than 1.72;
(ii) less than -0.88;
(iii) between 1.30 and 1.75;
(iv) between -0.25 and 0.45.

6. If X1 , X2 , . . . , Xn constitute a random sample from a normal population with mean


µ = 0 and variance σ 2 , show that
n
X Xi2
i=1
n
is an unbiased estimator of σ 2 .

7. Suppose that it is known form the experience that the standard deviation of the
weight of 8-ounce packages of cookies made by a certain bakery is 0.16 ounce. To
check whether its production is under control on a given day, that is, to check whether
the true average weight of the packages is 8 ounces, employees select random sample
of 25 packages and find that their mean weight is X̄ = 8.091 ounces. Since the bakery
stands to lose money when µ > 8 and the customer loses out when µ < 8, test the
null hypothesis µ = 8 against the alternative hypothesis µ 6= 8 at the 0.01 level of
significance.

8. The specifications for a certain kind of ribbon call for a mean breaking strength of 185
pounds. If five pieces randomly selected from different rolls have breaking strengths
of 171.6, 191.8, 178.3, 184.9, and 189.1 pounds, test the null hypothesis µ = 185 pound
against the alternative hypothesis µ < 185 pounds at the 0.05 level of significance.

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