OCR S3 2010 January — Question 3

Exam BoardOCR
ModuleS3 (Statistics 3)
Year2010
SessionJanuary
TopicLinear combinations of normal random variables
TypeStandard CI with summary statistics

3 It is given that \(X _ { 1 }\) and \(X _ { 2 }\) are independent random variables with \(X _ { 1 } \sim \mathrm {~N} \left( \mu _ { 1 } , 2.47 \right)\) and \(X _ { 2 } \sim \mathrm {~N} \left( \mu _ { 2 } , 4.23 \right)\). Random samples of \(n _ { 1 }\) observations of \(X _ { 1 }\) and \(n _ { 2 }\) observations of \(X _ { 2 }\) are taken. The sample means are denoted by \(\bar { X } _ { 1 }\) and \(\bar { X } _ { 2 }\).
  1. State the distribution of \(\bar { X } _ { 1 } - \bar { X } _ { 2 }\), giving its parameters. For two particular samples, \(n _ { 1 } = 5 , \Sigma x _ { 1 } = 48.25 , n _ { 2 } = 10\) and \(\Sigma x _ { 2 } = 72.30\).
  2. Test at the \(2 \%\) significance level whether \(\mu _ { 1 }\) differs from \(\mu _ { 2 }\). A student stated that because of the Central Limit Theorem the sample means will have normal distributions so it is unnecessary for \(X _ { 1 }\) and \(X _ { 2 }\) to have normal distributions.
  3. Comment on the student's statement.