1) Conditional expectation from a joint table
Given:
𝑃(𝑋 = 1, 𝑌 = 1) = 0.1, 𝑃(1,2) = 0.1, 𝑃(2,1) = 0.3, 𝑃(2,2) = 0.5.
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Pattern
• 𝑃(𝑌 = 𝑦) = ∑! 𝑃(𝑥, 𝑦)
"(!,%)
• 𝑃(𝑋 = 𝑥 ∣ 𝑌 = 𝑦) = "('(%)
• 𝐸(𝑋 ∣ 𝑌 = 𝑦) = ∑! 𝑥 𝑃(𝑋 = 𝑥 ∣ 𝑌 = 𝑦)
(a) 𝑬(𝑿 ∣ 𝒀 = 𝟏)
𝑃(𝑌 = 1) = 0.1 + 0.3 = 0.4
𝑃(𝑋 = 1 ∣ 𝑌 = 1) = 0.1/0.4 = 0.25
𝑃(𝑋 = 2 ∣ 𝑌 = 1) = 0.3/0.4 = 0.75
𝐸(𝑋 ∣ 𝑌 = 1) = 1(0.25) + 2(0.75) = 1.75
(b) 𝑬(𝒀 ∣ 𝑿 = 𝟐)
𝑃(𝑋 = 2) = 0.3 + 0.5 = 0.8
𝑃(𝑌 = 1 ∣ 𝑋 = 2) = 0.3/0.8 = 0.375
𝑃(𝑌 = 2 ∣ 𝑋 = 2) = 0.5/0.8 = 0.625
𝐸(𝑌 ∣ 𝑋 = 2) = 1(0.375) + 2(0.625) = 1.625
2) “More accurate test” when comparing significance/power
Statement (i): if 𝑇) has higher significance level than 𝑇* but same power → “more accurate” =
smaller significance (smaller Type I error)
✅ Answer (i): 𝑇*
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Statement (ii): same significance, but 𝑇) has higher power everywhere under 𝐻) → it dominates
✅ Answer (ii): 𝑇)
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3) One-mean t-test, decide reject/not reject (two versions)
Given: 𝑛 = 16, 𝑋¯ = 7, 𝑠 = 7, 𝜇+ = 9.
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Pattern
𝑋¯ − 𝜇+
𝑡=
𝑠/√𝑛
Here: 𝑠/√𝑛 = 7/4 = 1.75, so
7−9
𝑡= = −1.142857. . .
1.75
At 5% one-sided, critical is about ±1.75(they literally give 𝑃(𝑇 > 1.75) = 0.05).
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(i) 𝑯𝟏 : 𝝁 < 𝟗(left-tailed)
Reject if 𝑡 < −1.75.
But −1.143 > −1.75⇒ ✅ Not reject
(ii) 𝑯𝟏 : 𝝁 > 𝟗(right-tailed)
Reject if 𝑡 > 1.75.
But −1.143is not > 1.75⇒ ✅ Not reject
4) One-mean z-test power
Given: 𝑛 = 4, population 𝑁(𝜇, 7* ), test 𝐻+ : 𝜇 = 1vs 𝐻) : 𝜇 > 1, 𝛼 = 0.05. Ask power at 𝜇 = 2.
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Pattern
• Standard error: 𝜎/√𝑛 = 7/2 = 3.5
• Reject if
𝑋¯ − 𝜇+
𝑍= > 𝑧+.-. ≈ 1.648
𝜎/√𝑛
So cutoff for 𝑋¯:
𝑋¯ > 1 + 1.648(3.5) = 1 + 5.768 = 6.768
Power at 𝜇 = 2:
6.768 − 2
𝑃/(* (𝑋¯ > 6.768) = 𝑃 (𝑍 > ) = 𝑃(𝑍 > 1.362) ≈ 0.09
3.5
(Using their normal tail values, it lands around 0.09–0.10.)
✅ Power ≈ 0.09
5) Two tests with different rejection cutoffs
𝑇) : reject iff 𝑅 > 10
𝑇* : reject iff 𝑅 > 18
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Pattern
• Bigger cutoff ⇒ reject less often ⇒ smaller significance and smaller power
So:
• 𝛼) > 𝛼*
• 𝛽) > 𝛽* (power at 𝜇 = 1)
✅ 𝛼) > 𝛼* , 𝛽) > 𝛽*
6) p-value decision
Test: 𝐻+ : 𝜇 = 0.04vs 𝐻) : 𝜇 < 0.04. p-value = 0.04.
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Pattern
Reject iff 𝑝 ≤ 𝛼.
• At 5%: 0.04 ≤ 0.05⇒ reject
• At 1%: 0.04 ≰ 0.01⇒ not reject
✅ Correct choice: (C)
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7) Confidence interval repetition + F-test
Q7-1 Expected number of CIs containing 𝝁𝑨
Given: known 𝜎0 = 8, 𝑛 = 100, CI last day (494.32,496.28), repeated 200 days.
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Half-width:
496.28 − 494.32 1.96
𝑚= = = 0.98
2 2
SE = 𝜎/√𝑛 = 8/10 = 0.8
So 𝑧 \* ≈ 𝑚/𝑆𝐸 = 0.98/0.8 = 1.225→ confidence level ≈ 𝑃(∣ 𝑍 ∣≤ 1.225) ≈ 0.78.
Using their provided table values you’d round toward 𝑧 \* ≈ 1.28 ⇒ 80%.
Expected containing:
200 × 0.80 = 160
✅ About 160 intervals (accept 156–160 depending on rounding).
Q7-2 Two-variance (F) test at 5%
Given: 𝑛0 = 15, 𝑠0 = 5; 𝑛1 = 12, 𝑠1 = 8. Test 𝐻+ : 𝜎0 = 𝜎1 vs 𝐻) : 𝜎0 ≠ 𝜎1 .
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Pattern
𝑠0* 25
𝐹= = = 0.3906
𝑠1* 64
df: (14,11).
Two-sided 𝛼 = 0.05⇒ 𝛼/2 = 0.025each tail.
They give upper 0.025 critical for 𝐹(14,11): 6.36.
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Lower 0.025 critical = 1/𝐹+.+*. (11,14) = 1/6.09 ≈ 0.164(they give 6.09for 𝐹(11,14)).
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Reject if 𝐹 < 0.164or 𝐹 > 6.36.
But 0.3906is between ⇒ ✅ Not reject 𝐻+