OCR S3 2010 January — Question 3 10 marks

Exam BoardOCR
ModuleS3 (Statistics 3)
Year2010
SessionJanuary
Marks10
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TopicLinear combinations of normal random variables
TypeStandard CI with summary statistics
DifficultyStandard +0.3 This is a straightforward application of standard results about linear combinations of normal variables and hypothesis testing. Part (i) requires recall of distribution properties, part (ii) is a routine two-sample z-test with given variances, and part (iii) tests understanding of CLT conditions. The calculations are simple and the question follows a standard template, making it slightly easier than average.
Spec5.04a Linear combinations: E(aX+bY), Var(aX+bY)5.05c Hypothesis test: normal distribution for population mean

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.

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 $\bar { X } _ { 2 }$.\\
(i) 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 $\Sigma x _ { 2 } = 72.30$.\\
(ii) 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.\\
(iii) Comment on the student's statement.

\hfill \mbox{\textit{OCR S3 2010 Q3 [10]}}