Chapter 16
x 2 ( x1 x2 ) x1 x2
16.1 (a) t
s/ 2 2
( x1 x2 ) ( x2 x1 ) 2 x1 x2
2
4
x1 x2
(b) Since the function f ( x ) is decreasing for x x2 0
x1 x2
it follows that lim f ( x ) 1 t f (10 x1 ) t f ( x1 )
x
n ( n 1)
16.2 When T k then T k and then
2
n (n 1)
P (T k ) P T k
2
n (n 1)
= P T k
2
n( n 1)
So that distribution is symmetrical about .
4
n( n 1) n (n 1)
P T c P T c
4 4
n ( n 1)
P T c
4
n ( n 1) n( n 1)
16.3 T T T T 2T X
2 2
n (n 1) n( n 1)
E( X ) 2 0 by Theorem 16.1
4 2
n ( n 1)(2n 1)
var( X ) 4 by Theorem 16.1
24
n ( n 1)(2n 1)
6
16.4 n 5, P (T 0) [ P ( x 0)]5 (0.5)5 0.031 0.02 , where x is a Bernoulli variable.
Therefore, T0.02 does not exist for n = 5.
n1 (n1 1) n ( n 1)
16.5 (a) U1 U 2 W1 W2 2 2
2 2
( n1 n2 )( n1 n2 1) n1 ( n1 1) n2 ( n2 1)
2 2 2
n1n2
245
246 Mathematical Statistics, 8E
n1 (n1 1) n1 (n1 1)
(b) min U1 0
2 2
n n ( n 1) n2 ( n2 1)
max U1 1 (n1 1 n2 n1 ) 1 1
2 2 2
n1n2
Same proofs for U 2 .
16.6 ri
----------------|---------------
----------------|---------------
n1 n2 1 ri
From left to right we get W1 r i and right to left we get W1 n1 (n1 n2 1) r .
i
Probabilities are the same.
n1 (n1 n2 1)
P (W1 ) P ( n1{n1 n2 1} W2 ) symmetrical about
2
n1 ( n1 n2 1)
when W1
2
n1 (n1 n2 1) n1 ( n1 1) n1n2
U1
2 2 2
n1 ( n1 1) (n1 n2 )( n1 n2 1) n (n 1)
16.7 U1 W1 W2 1 1
2 2 2
nn n ( n n 1)
1 2 2 1 2 W2
2 2
n (n n )
n1n2 2 2 1 W2
2
Proof is same for U 2 .
16.8 Ranking of x's are r1 r2 r3 ... rn1
r1 r2 r3 rn1
y's ---------|--------------|----------------|----------------|----------------|----
r1 1 r2 r1 1 r3 r2 1 ... rn1 rn1 1 1
Number of y's preceding r1 is r1 1
Number of y's preceding r2 is ( r1 1) ( r2 r1 1) r2 2
Number of y's preceding r3 is ( r1 1) ( r2 r1 1) ( r3 r2 1) r3 3
Number of y's preceding rn1 rn1 n1
n1 ( n1 1)
n1
d ij2 r (1 2 3 ...n ) W
i 1
i 1 2
2
Chapter 16 247
2
k
R n 1
12
16.9 H n1 i
n( n 1) i 1 ni 2
12 k Ri2
2
n 1
k k
n (n 1) i 1 ni
( n 1) Ri
2
n i
i 1 i 1
k
Ri2 k
( n 1) 2
n R n(n 1
12 12 12
n
n (n 1)
i
i 1 i n i 1 4
k
Ri2 12 n( n 1)
n
12
3( n 1)
n (n 1) i 1 i n 2
k
Ri2
12
6( n 1) 3( n 1)
n (n 1) i 1 ni
k
Ri2
12
3( n 1) QED
n (n 1) i 1 ni
n( n 1)
16.10 Ti Ri , n i n, T..
2
n( n 1)(2n 1)
x2
6
2
n ( n 1)(2n 1) 1 n ( n 1) n( n 2 1)
SST (d.f. n 1)
6 n 2 12
2
k
Ri2 1 n( n 1) k
Ri2 n( n 1)2
SSTr i 1
ni n `2
i 1 ni
4
(d.f. k 1)
n (n 1)(2n 1) k
Ri2
SSE SST SSTr
6
i 1 ni
(d.f. n k )
n( n 1) k
Ri n ( n 1)2
Since
12
H
i 1 ni
4
n( n 1)
SSTr H
12
n (n 1)(2n 1) n (n 1) n( n 1) 2 n( n 2 1) n( n 1)
SSE H H
6 12 4 12 12
n( n 1) nk
H H
12( k 1) k 1
F
n( n 2 1) n( n 1) ( n 1) H
H
12( n k ) 12(n k )
The test based on F is equivalent to test based on H.
248 Mathematical Statistics, 8E
16.11 k + 1 runs of first kind and k
n 1 n 1
runs of second kind in 1 2 ways
k k 1
k runs of first kind and
n 1 n 1
k + 1 runs of second kind in 1 2 ways
k 1 k
n 1 n 1 n 1 n 1
In total 1 2 1 2 ways
k k 1 k 1 k
n1 1 n2 1 n1 1 n2 1
k k 1 k 1 k
So f (2k 1) QED
n1 n2
n
1
16.12 n1 7, n2 3
6 2 6 2 6 2
2
0 0 2 1 1 0 0 1 8 4
f (2) ; f (3)
10 120 60 120 120 60
7
6 2 6 2 6 2
2
1 1 24 12 2 1 1 2 36 18
f (4) ; f (5)
120 120 60 120 120 60
6 2 6 2 6 2
2
2 2 30 15 3 2 2 3 20 10
f (6) ; f (7)
120 120 16 120 120 60
5 4
2
3 3 2 10 4 80
16.13 f (8)
11 462 462
6
5 4 5 4
4 3 3 4 5 4 10 1 30
f (9)
462 462 462
5 4
2
4 4 2 5 1 10
f (10)
462 462 462
5 4 5 4
5 4 4 5 1
f (11)
462 462
121 11
f (8) f (9) f (10) f (11)
462 42
Chapter 16 249
7 7
0 0 2
16.14 f (2) 0.000155
16 12,870
8
7 7 7 7
1 0 2 0 1 14
f (3) 0.001088
12,870 12,870
7 7
1 1 98 f (2) f (3) 0.001243
f (4) 0.007615
12,870 12,870 f (2) f (3) f (4) 0.008858
7 7
7 7 2
f (16) 0.000155
12,870 12,870
7 7 7 7
7 6 6 7 14
f (15) 0.001088
12,870 12,870
7 7
6 6 98
f (14) 0.007615
12,870 12,870
Reject null hypothesis for U = 2, 3, 15, and 16
k ( n 1)
16.15 W = 0 makes Ri for each value of i; it reflects a complete lack of association.
2
There is complete agreement, for instance, when Ri ki and
2
n 1
n
12
W i 2
n( n 2 1) i 1
n 2 n
n ( n 1) 2
12
i ( n 1) i
n( n 2 1) i 1 i 1 4
12 n( n 1)(2n 1) ( n 1)n( n 1) n( n 1)2
n( n 2 1) 6 2 4
1
2(2n 1) 6(n 1) 3(n 1)
n 1
1
1 1 1
16.16 μ 20 10 σ 20 2.236
2 2 2
4 10 4.5 10
z 2.68 or z 2.46
2.236 2.236
Since z 2.68 (and z 2.46 ) is less than 1.96 , null hypothesis must be rejected.
250 Mathematical Statistics, 8E
16.17 Differences are
1.3 0.9 1.1 3.8 3.1 2.6 1.8 2.5 1.2 2.4
− + − − + − − − − −
11 7.5 9 20 19 17 13 16 10 15
0.1 2.9 0.1 0.8 0.6 0.6 0.3 1.9 0.9 1.4
− − + − + − − − − −
1.5 18 1.5 6 4.5 4.5 3 14 7.5 12
T 7.5 19 1.5 4.5 32.5 less than T
T = 32.5 T0.05 52 for n = 20
Since 32.5 < 52, null hypothesis must be rejected.
16.18 There are x = 12 plus signs among n = 16 α 0.05
p = 0.5 against p > 0.50, p-value p( x 12) 0.0381
Since p-value is less than 0.05, reject the null hypothesis.
16.19 1.15 0.85 4.75 −0.37 2.09 6.63 −2.35 0.27
8 6 14 4 11 16 12 3
−0.20 2.45 1.29 0.51 4.80 1 −1.52 0.11
2 13 9 5 15 1 10 1
16 17
T 28, T 28 108, T 28 α 0.05
2
Reject if T T0.10 36
Since T 1 28 36; null hypothesis must be rejected.
16.20 n = 10, α 0.05
(a) based on T; reject if T T0.05 8 T 8
(b) based on T ; reject if T T0.10 11 T 11
(c) based on T ; reject if T T0.10 11 T 11
16.21 n = 10, α 0.01
(a) based on T; reject if T T0.01 3
(b) based on T ; reject if T T0.02 5
(c) based on T ; reject if T T0.02 5
16.22 μ0 35 against μ 35, α 0.05 , n = 11
3 8 1 −6 9 −7 5 15 4 12 −2
3 8 1 6 9 7 5 11 4 10 2
T 15, T 51, T 15, T0.05 11
Since T = 15 is not 11 , null hypothesis cannot be rejected.
Chapter 16 251
16.23 15 18 20 22 25 27 28 29 32 35 36 38
2 2 2 2 1 2 1 2 1 1 1 1
1 2 3 4 5 6 7 8 9 10 11 12
W2 1 2 3 4 6 8 24
6 7
u1 24 3 μ1 μ2 α 0.01 U 0.02 3
2
Since U 2 3 U 0.02 , null hypothesis must be rejected.
16.24 α 0.05 μ1 μ2 U1 U 0.01 10
W1 8 1 3.5 5 2 7 26.5
67
U1 26.5 5.5
2
Since U1 5.5 10 , null hypothesis must be rejected.
16.25 α 0.05 μ1 μ2 n1 10, n2 12, U U 0.05 49
W1 18 2 9 10 5 16 27 11 9 20 14 23 6 25 23 3 208
15 16
U1 208 88, U 2 15 12 88 92, U 88
2
Since U = 88 exceeds 49, null hypothesis cannot be rejected.
15 12 15 12 28 88 90
16.26 μ 90, σ 2 420, σ 20.5, z 0.10
2 12 20.5
Since z 0.10 falls between 1.96 and 1.96 , null hypothesis cannot be rejected.
16.27 A B A A A B A B B A B A A A B B B B B
d 1 4 5 5 6 9 9 9 9 9 66 U 2
d 0 1 1 1 2 4 5 5 5 24 U 1
16.28 B B B B A B A B A A A A
U 0 0 0 0 1 2 3
16.29 n1 14, n2 8, u 5, α 0.05
6 Since u 5 6 , null hypothesis of randomness must be rejected.
u0.025
16.30 n1 12, n2 10, u 17, α 0.05
Since u = 17 and u0.025 = 17, null hypothesis of randomness must be rejected.
16.31 n1 5, n2 8, u 4, α 0.05
Since u = 4 falls between u0.025 3 and u0.025 11 , null hypothesis of randomness cannot be
rejected.
252 Mathematical Statistics, 8E
16.32 n1 38, n2 22, u 28, α 0.05
2 38 22
μ 1 28.87
60
2 38 22(2 38 22 60) 1672 1612
σ2 12.69 α 3.56
602 59 212,400
28 28.87 28.5 28.87
z 0.24 or z 0.10
3.56 3.56
Since z = 0.24 (or 0.10 with continuity correction) falls between 1.96 and 1.96, null
hypothesis cannot be rejected.
16.33 n1 24, n2 24, u 30, α 0.01
2 24 24
μ 1 25
48
2 24 24(2 24 24 48) 1152 1104
σ2 11.74 α 3.43
482 47 108,288
30 25 29.5 25
z 1.46 or z 1.31 (with continuity correction)
3.43 3.43
Since z = 1.46 falls between 2.575 and 2.575, null hypothesis cannot be rejected.
16.35 Median is 30.5 and we get
b b a b b b a a a b a a a b a b a b b b a a a b
n1 12, n2 12, u 13, α 0.01
Since u = 13 falls between 6 and 20, null hypothesis cannot be rejected.
16.36 Median is 99.7
b a a b a a a b b b a b a b a b a b a b a b a b
n1 12, n2 12, u 19, c 0.05
2 12 12
μ 1 13
24
2 12 12(2 12 12 24) 288 264
σ2 5.739 σ 2.40
242 23 13,248
18.5 13
z 2.29 (with continuity correction)
2.40
Since 2.29 exceeds 1.645, null hypothesis must be rejected. There is a definite cyclical pattern.
16.37 11.3 12.2 13.0 13.2 14.1 14.7 14.9 15.2 15.3 15.4
A B A A A B A B B A
16.2 16.6 16.9 17.0 18.3 18.9 19.4 19.8 21.2
B A A A B B B B B
n1 9, n2 10, u 10, α 0.05
2 9 10 180 161 28,980
μ 1 10.47 σ2 2 4.46 σ 2.11
19 19 18 6498
10 10.47
z 0.22
2.11
Since 0.22 is greater than 1.645 , null hypothesis cannot be rejected.
Chapter 16 253
16.38 Rx Ry d
d 2
137
13 12 1 6(137)
14 11 3 rs 1 1 0.14 0.86
18.323
1 2 −1
16.5 14.5 2
2.5 1 1.5
15 16 −1
16.5 17.5 −1
8 13 −5
6.5 8.5 −2
18 17.5 0.5
10.5 14.5 −4.0
2.5 8.5 −6.0
4 4.5 −0.5
5 3 2
10.5 6 4.5
10.5 8.5 2
6.5 4.5 2
10.5 8.5 2
0.86 0
16.39 z = 0.86(4.423) = 3.55
1 / 18 1
Since 3.55 exceeds 1.96, the value of rs is significant.
d
6(138)
16.40 2
138 rs 1 1 0.25 0.75
15 224
d
6(130.5)
16.41 2
130.5 rs 1 1 0.46 0.54
12 143
0.54 0
z 0.54(3.3166) 1.79
1 / 11
Since z 1.79 falls between 1.96 and 1.96, null hypothesis cannot be rejected; rs 0.54 is
not significant.
16.42 R1 15, R2 12, R3 7, R4 15, R5 29, R6 10, R7 11, R8 25,
k ( n 1) 3 11
R9 25, R10 15, 16.5
2 2
12
W [( 1.5) 2 ( 4.5)2 (9.5) 2 ( 1.5)2 (12.5)2 ( 6.5)2
9 10 99
(5.5)2 (9.5)2 (8.5)2 ( 1.5)2
12
[508.5) 0.685
90 99
254 Mathematical Statistics, 8E
d
6(86)
16.43 A and B 2
86 rs 1 1 0.521 0.479
10 99
6(40)
A and C d 2 40 rs 1 1 0.242 0.758
990
6(108)
B and C d 2 108 rs 1 1 0.655 0.345
990
kW 1 3(0.685) 1
rs 0.527; 0.5275
k 1 2
16.44 Number of plus signs = 25 out of n = 36 α 0.01
24.5 18
μ 35(0.5) 18, σ 36(0.5)(0.5) 3, z 2.16 using continuity correction.
3
Since 2.16 is less than z0.01 = 2.33, null hypothesis cannot be rejected.
16.45 0.1 1.1 0.3 1.1 1.0 0.7 0.6 0.4 0.8 1.0
− + + + + + + + + −
3.5 33.5 12.5 33.5 30.5 25 23 17 26 30.5
0.3 0.2 0.1 0.1 0.1 0.6 0.6 0.2 0.4 0.5
+ + − − + + − − + +
12.5 8.5 3.5 3.5 3.5 23 23 8.5 17 20.5
1.6 1.4 1.0 0.1 0.3 0.4 0.2 0.1 0.3 0.5
+ + + + + − − − + +
36 35 30.5 3.5 12.5 17 8.5 3.5 12.5 20.5
0.2 0.4 1.0 0.4 0.9 0.9
+ − + + + −
8.5 17 30.5 17 27.5 27.5
T 3.5 30.5 3.5 3.5 23 8.5 17 8.5 3.5 17 27.5
146
36 37 36 37 73 146 333
μ 333, σ 2 4051.5, σ 63.65, z 2.94
4 24 63.65
α 0.01
Since 2.94 2.33 , null hypothesis must be rejected.
16.46 + + + − + + + − − + + − x=8
For n = 12 and p = 0.5 P ( x 8) 0.1937 α 0.01
Since 0.1937 > 0.01, null hypothesis cannot be rejected.
16.47 43 35 13 11 6 18 12 6 2 7 3 10
+ + + − + + + − − + + −
12 11 9 7 3.5 10 8 3.5 1 5 2 6
T 7 3.5 1 6 17.5 T0l 02 10
Since 17.5 > 10, null hypothesis cannot be rejected.
Chapter 16 255
16.48 Number of plus signs x = 7 n = 24 α 0.05
μ 24(0.5) 12 and σ = 24(0.5)(0.5) = 2.45
7 12 7.5 12
z 2.04 or z 1.84 (with continuity correction)
2.45 2.45
Since 1.84 1.64 , null hypothesis must be rejected.
16.49 −5 −13 −6 −7 9 −8 −1 6 −7 7 −11
9 24 12 15 20 18 1.5 12 15 15 21
−1 −8 −3 4 −12 −3 6 −5 12 −8 −3 2 −5
1.5 18 5 7 22.5 5 12 9 22.5 18 5 3 9
T 20 12 15 7 12 22.5 3 91.5
n 24 T0.10 92
Since 91.5 < 92, null hypothesis must be rejected.
16.50 −5 9.4 11.1 −9.3 −1.5 15.6 29 4.3 12.9 −0.9
11 16 17 15 4 22 24 9 19 2
13 7.7 11.2 −0.1 3.8 −1.9 26.3 5.5 15.4
20 14 18 1 7 6 23 12 21
3.9 1.6 6.2 4.7 −1.4
8 5 13 10 3
24 25
T 11 15 4 2 1 6 3 42, T 42 258
2
T = 42
(a) T0.05 81 Since 42 < 81, null hypothesis must be rejected.
24 25 24 25 49
(b) μ 150 σ2 1225 σ 35
4 24
258 150
z 3.09
35
Since 3.09 exceeds 1.96, null hypothesis must be rejected.
16.51 5 −12 −3 8 11 −8 −16 13
7.5 16 4 11.5 15 11.5 19 17
3 5 −2 −10 −15 1 9 7
4 7.5 2 14 18 1 13 10
6 4 −3
9 6 4
256 Mathematical Statistics, 8E
(a) T 7.5 11.5 15 17 4 7.5 1 13 10 9 6 101.5
19 20
T 101.5 98.5 , T = 98.5 T0.05 45
2
Since 98.5 is not 46, null hypothesis cannot be rejected.
19 20 19 20 39
(b) μ 95 σ2 617.5 σ 24.85
4 24
101.5 95
z 0.26
24.85
Since 0.26 falls between 1.96 and 1.96, null hypothesis cannot be rejected.
16.52 α 0.05 μ1 μ2 n1 n2 20
20 20 20 20 41
μ 200, σ 2 1366.7, σ 36.97
2 12
20 21 289 200
W1 499, U1 499 289, z 2.41
2 36.97
Since z = 2.41 exceeds 1.96, null hypothesis must be rejected.
16.53 α 0.05 μ1 μ2 n1 n2 16 W1 307
16 17 16 16 16 16 33
U1 307 171, μ = 128, σ 2 704
2 2 12
and σ 26.53
171 128
z 1.62
26.53
Since z = 1.62 is less than 1.645, null hypothesis cannot be rejected.
16.54 α 0.05 χ0.05,3
2
7.815
R1 4 7 10 14 18 53
R2 5 12 15 16 20 68
R3 1 3 6 9 11 30
R4 2 8 13 17 19 59
12 532 682 302 592
H 3.21 4.51
20 21 5 5 5 5
Since χ 2 4.51 is less than 7.815, null hypothesis cannot be rejected.
16.55 n1 n2 n3 10 α 0.05 d.f. = 2 χ0.05,2
2
5.991
R1 1.5 5 7.5 10.5 12 13 15.5 18 25 28 136
R2 3 5 7.5 9 10.5 20 21 22.5 28 30 156.5
R3 1.5 5 14 15.5 18 18 22.5 25 25 28 172.5
12 1362 156.52 172.52
H 3.31 93.86 93 0.86
30 31 10 10 10
Since H = 0.86 is less than 5.991, null hypothesis cannot be rejected.
Chapter 16 257
16.56 n1 8, n2 10, n3 8 α 0.01 χ0.01,2
2
9.210
R1 3 6 12 13 15 21 25 26 121
R2 2 4 8 11 14 16 20 22 23 24 144
R3 1 5 7 9 10 17 18 19 86
12 1212 1442 862
H 3(27) (0.017094)(4828.225)
26 27 8 10 8
82.53 81 1.53
Since H = 1.53 is less than 9.210, null hypothesis cannot be rejected.
16.57 Median = 21.5
b b b b b b a b b b b b b b a a b b b b b b b a a a b b b a a b a a a a
a b a a a a a a a a a a a a
n1 25, n2 25, u 12, α 0.025
2 25 25 2 25 25(2 25 25 50)
μ 1 26 σ2 12.24
50 50 50 49
12 26
σ 3.50 z 4 (−3.86 with continuity correction)
3.50
Since z = −4 (or −3.86 with continuity correction) is less than −1.645, null hypothesis must be
rejected; there is a trend.
16.58 Median is 5
n1 14, n2 13, u 5, α 0.01
a a a a a a a a b b b b b b b a a a a a b b b b b b a
Since u = 5 is less than 7, the null hypothesis must be rejected.
16.59 Median = 138 α 0.05
b b b b b a a b b a a a a b a b b b a a a a b b b a b b a a a a
n1 16, n2 16, u 12
2 16 16
μ 1 17
32
2 16 16(2 16 16 32) 512 480
σ2 7.742 σ 2.78
322 31 31,744
12 27
z 1.80
2.78
Since z 1.80 is less than 1.645 ; the null hypothesis of randomness must be rejected; there
seems to be a trend.