DSE 2012 Question 37: Point and interval estimation
Let X1,X2,…,Xn be random samples from a normal distribution with parameters μ and σ2. Then the random variable σ2(n−1)S2=σ21∑i=1n(Xi−X)2 has a chi-squared (χ2) distribution with n−1 degrees of freedom. Here X denotes the mean of X1,X2,…,Xn. Suppose area under a chi-squared curve with n−1 degrees of freedom to the right of χυ,n−12 is υ. A 100(1−α)% confidence interval for the variance σ2 is
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Let X₁,X₂,…,Xₙ be random samples from a normal distribution with parameters μ and σ². Then the random variable ((n-1)S²)/σ²=1/σ²Σᵢ₌₁ⁿ(Xᵢ-X̅)² has a chi-squared (χ²) distribution with n-1 degrees of freedom. Here X̅ denotes the mean of X₁,X₂,…,Xₙ. Suppose area under a chi-squared curve with n-1 degrees of freedom to the right of χ²_(υ,n-1) is υ. A 100(1-α)% confidence interval for the variance σ² is (A) [((n-1)S²)/(χ²_(α/2,n-1)), ((n-1)S²)/(χ²_(1-α/2,n-1))] (B) [((n-1)S²)/(χ²_(1-α/2,n-1)), ((n-1)S²)/(χ²_(α/2,n-1))] (C) [nS²/(χ²_(α/2,n-1)), nS²/(χ²_(1-α/2,n-1))] (D) [nS²/(χ²_(1-α/2,n-1)), nS²/(χ²_(α/2,n-1))]
Also written as: Let X_1,X_2,...,X_n be random samples from a normal distribution with parameters mu and sigma^2. Then the random variable ((n-1)S^2)/sigma^2=1/sigma^2 sum_(i=1)^n(X_i-X_bar)^2 has a chi-squared (chi^2) distribution with n-1 degrees of freedom. Here X_bar denotes the mean of X_1,X_2,...,X_n. Suppose area under a chi-squared curve with n-1 degrees of freedom to the right of chi^2_(upsilon,n-1) is upsilon. A 100(1-alpha)% confidence interval for the variance sigma^2 is
Point and interval estimation has come up 28 times in 6 exams since 2008.
What this question tests
This question is on Confidence intervals, part of Point and interval estimation in Statistics.
Ranges that capture a parameter with a stated confidence level.
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