Problem Set
Problem Set
Exercise 1.1
1. The following table gives the heights (in inches) of fathers (X) and their son’s (Y ).
X 65 66 67 67 68 69 70 72
Y 67 68 65 68 72 72 69 71
Calculate the correlation coefficient between them.
2. A computer operator while calculating correlation coefficient between two variables X
and Y from 30 pairs of observations obtained the following results-
n = 30, ∑ X = 95, ∑ Y = 115, ∑ X 2 = 650, ∑ Y 2 = 675, ∑ XY = 705
It was however, later discovered at the time of checking that he had copied down two pairs
as (6, 14) and (9, 8), while the correct values were (8, 12) and (8, 7). Obtain the incorrect
and the correct correlation coefficients.
3. Let −6x + 4y − 2 = 0 and 4x − 5y − 7 = 0 be the two lines of regression. Then find-
(i) the mean values of X and Y,
(ii) the correlation coefficient,
(iii) the angle between the lines,
(iv) y for x = −5 and x for y = 7.
4. The industrial productions and demands for 7 industries in a year are given as below-
Productions (in crore tons) 55 56 58 59 60 60 62
Demands (in crore tons) 35 38 38 39 44 43 45
Then find-
(i)the correlation coefficient.
(ii) the regression coefficients.
(iii) the two regression lines.
(iv) the production corresponding to demand 40 and the demand corresponding to the
production 57.
5. If 4x − 5y + 33 = 0 and 20x − 9y − 107 = 0 are two lines of regression, find-
(i) the mean values of x and y.
(ii) the regression coefficients bxy and byx .
(iii) the correlation coefficient.
(iv) the angle between the two lines.
(v) the standard deviation of y if the variance of x is 9.
(vi) the value of x for y = 4.
6. The following table gives the heights (in inches) of fathers (X) and their son’s (Y ).
X 65 66 67 67 68 69 70 72
Y 67 68 65 68 72 72 69 71
Find-
(i) the two regression coefficients.
(ii) the two regression lines.
(iii) the angle between the two lines.
(iv) the height of the father for the height of the son 75 inches.
13
2.3. COEFFICIENT OF PARTIAL CORRELATION. CHAPTER 2. MULTIVARIATE ANALYSIS
Exercise 2.1
2. A household appliance manufacturer wants to analyze the relationship between total sales
and the company’s two primary means of advertising television and magazines from the
following data-
X 67 72 63 65 71 64
Y 22 25 29 31 29 32
Z 33 40 25 30 35 29
where X1 =Total sales, X2 =expenditure on television, X3 = expenditure on radio. All
amounts are in lakhs. Calculate the total sales corresponding to the expenditures X2 =
34, X3 = 20.
3. The electric power X(Kw) consumed each month by a chemical plant is thought to be
related to the ambient temperature Y (0C) and the number of working days Z in the month.
The past year’s historical data are available and are presented in the following table-
X 87 93 95 88 94 98
Y 72 78 83 70 79 85
Z 25 28 23 29 26 30
Find the number of working days corresponding to the consumption X = 87Kw and the
ambient temperature Y = 770C.
4. In a study of a random sample of 120 students, the following results are obtained-
X1 = 68, X2 = 70 X3 = 74
σ1 = 100 σ2 = 25
2 2 σ32 = 81
r12 = 0.60 r13 = 0.70 r23 = 0.65
If X1 , X2 , X3 denote the percentage of marks obtained by a student in the test I, test II and
in the final examination respectively, then find the percentage of the marks of a student in
the final exam if he gets 60% and 67% marks in I and II tests respectively.
5. The electric power X consumed each month by a chemical plant is thought to be related
to the ambient temperature Y and the number of working days Z in the month. The past
year’s historical data are available and are presented in the following table-
X = 92, Y = 68 Z = 24
σx2 = 16 σy2 = 9 σz2 = 4
rxy = 0.60 rxz = 0.70 ryz = 0.65
Predict the power consumption for a month in which the ambient temperature is 75 and
the number of working days is 18.
36
CHAPTER 2. MULTIVARIATE ANALYSIS 2.3. COEFFICIENT OF PARTIAL CORRELATION.
Estimate the initial weight of the animal if the final weight and the amount of feed are
75 kg and 187 kg respectively.
8. Estimate the rainfall (inches) corresponding to the seeds per acre 12 kg and the tempera-
ture 380C from the following results-
Trait Mean SD r12 r23 r31
X1 28.02 gm 4.42 0.80 − −
X2 4.91 inch 1.10 − −0.56 −
X3 360C 85 − − −0.40
9. If X1 (liters) is the consumption of milk per head, X2 (Rs.) the mean price of milk and
X3 (00′ s) the per capita income. The standard deviations and the total correlation coeffi-
cients are calculated as-
σ1 = 7.22, σ2 = 5.47, σ3 = 6.87,
r12 = −0.83, r23 = 0.92, r31 = −0.61,
X1 = 8, X2 = 36, X3 = 62.
Calculate the regression equation of X2 on X1 and X3 and estimate the mean price of the
milk corresponding to the consumption X1 = 17 liters and per capita income X3 = 72 Rs.
10. From the heights X1 , weights X2 and ages X3 of a group of students, the following standard
deviations and correlation coefficients were obtained-
37
2.3. COEFFICIENT OF PARTIAL CORRELATION. CHAPTER 2. MULTIVARIATE ANALYSIS
11. A household appliance manufacturer wants to analyze the relationship between total sales
and the company’s two primary means of advertising television and magazines. They
obtained the following results-
Trait Mean SD r12 r23 r31
X1 67 7.5 0.75 − −
X2 28 5.3 − −0.28 −
X3 32 4.9 − − 0.64
where X1 =Total sales, X2 =expenditure on television, X3 =expenditure on radio. All
amounts are in lakhs. Calculate the total sales corresponding to the expenditures X2 =
34, X3 = 20.
12. In a tri-variate distribution of 18 observations, the following data was obtained; r12 =
0.77, r13 = 0.72, r23 = 0.52. Find the partial correlation coefficients.
13. If r12 = 0.80, r13 = −0.40 and r23 = −0.56, find the values of all the partial and multiple
correlation coefficients.
14. In a trivariate distribution involving X1 , X2 and X3 , if r12 = 0.57, r13 = −0.28, r23 =
−0.63, σ1 = 23, σ2 = 14 and σ3 = 7 then find-
(i) all the multiple correlation coefficients,
(ii) all the partial correlation coefficients.
15. The simple correlation coefficients between temperature X1 , corn yield X2 and rainfall X3
are r12 = 0.59, r13 = 0.46, r23 = 0.77. Calculate r23.1 and R1.32 .
38
CHAPTER 3. RANDOM VARIABLES 3.3. CONTINUOUS RANDOM VARIABLES.
Exercise 3.1
1. Find the probability distribution of the random variable X denoting the numbers of heads
in a random experiment of tossing three coins together.
2. Find the probability distribution of the random variable X denoting the sum of the numbers
on the upper faces in random experiment of throwing two dice together.
3. Find the probability distribution of the total number of heads obtained in four tosses of a
balanced coin.
4. Let X denotes the number of red balls when five balls are drawn at random with replace-
ment from a bag containing 8 red balls and 6 green balls. Find the probability distribution
of X.
5. Determine whether the following function can serve as the probability distribution of a
random variable X−
x2
(i) f (x) = , x = 0, 1, 2, 3, 4
30
x−2
(ii) f (x) = , x = 1, 2, 3, 4, 5
5
2x
(iii) f (x) = , x = 1, 2, 3, .., k
k(k + 1)
6. Find the probability mass function of the total number of heads obtained in four tosses of
a balanced coin.
7. Find the probability mass function of the random variable X denoting the sum of the
numbers on the upper faces in random experiment of throwing two dice together.
8. Let X denotes the number of red balls when five balls are drawn at random with replace-
ment from a bag containing 8 red balls and 6 green balls. Find the probability mass
function of X.
9. If we roll a die and let X denote the number of rolls until the first 6 appears. Find the
probability mass function of X.
10. Find the probability mass function of X denoting the number of girls in a family with three
children.
11. From a lot of 10 items containing 3 defectives, a sample of 4 items is drawn at random.
Let the random variable X denote the number of defective items in the sample. If the
sample is drawn without replacement, then find-
(i) the pm f of X.
(ii) P(X < 2)
(iii) P(1 ≤ X < 3).
12. A random variable X has the following probability distribution-
X 0 1 2 3 4 5 6 7
f (X = x) 0 k 2k 2k 3k k2 2k2 7k2 + k
1
Find- (i) k (ii) P(X < 6) (iii) P(X ≥ 5) (iv) P(1 ≤ X < 4) (v) If P(X ≤ a) > , find the
2
minimum value of a.
63
3.3. CONTINUOUS RANDOM VARIABLES. CHAPTER 3. RANDOM VARIABLES
13. A dealer in refrigerators estimates from his past experience, the probabilities of number
of refrigerators X sold in a day during a week as follows-
X 0 2 5 8 9 10 12
p 0.03 0.20 0.23 0.12 0.22 0.05 0.15
Find the expected number of refrigerators sold in a day and the standard deviation.
14. The monthly demand for transistors is known to have the following probability distribution-
Demand 1 2 3 4 5 6
Probability 0.10 0.15 0.20 0.25 0.18 0.12
Find the expected demand for transistors and the standard deviation.
x
15. Find the distribution function of the random variable X that has the pd f as f (x) = , x =
15
1, 2, 3, 4, 5.
16. If X has the distribution function
0, x < 1
1/3, 1 ≤ x < 4
F(x) = 1/2, 4 ≤ x < 6
5/6, 6 ≤ x < 10
1, x ≥ 10
find- (i) P(2 < X ≤ 6) (ii) P(X = 4) (iii) the probability distribution of X.
17. If X has the distribution function
0, x < −1
1/4, −1 ≤ x < 1
F(x) = 1/2, 1 ≤ x < 3
3≤x<5
3/4,
1, x ≥ 5
find using both pd f and cd f − (i) P(X ≤ 3) (ii) P(X = 3) (iii) P(X ≥ 3) (iv) P(−1.4 <
X < 4).
18. An investment firm offers its customers municipal bonds that mature after varying num-
bers of years. Given that the cumulative distribution function of T , the number of years to
maturity for a randomly selected bond, is
0,t < 1
1/4, 1 ≤ x < 3
F(t) = 1/2, 3 ≤ x < 5
3/4, 5 ≤ x < 7
1,t ≥ 7
Find-
(i)P(T = 5)
(ii)P(T > 3)
(iii)P(1.4 < t < 6).
1
19. Show that the function f (x) = , −∞ < x < ∞ is the probability density function
π (1 + x2 )
64
CHAPTER 3. RANDOM VARIABLES 3.3. CONTINUOUS RANDOM VARIABLES.
23. A continuous random variable has a pd f as f (x) = 3x2 , 0 ≤ x ≤ 1. Find a and b such that
(i) P(X ≤ a) = P(X > a). (ii) P(X > b) = 0.05
24. A man travels to work by a car and the journey time T hours, has a pd f given by
10ct 2 , 0 ≤ t < 0.6
f (t) = 9c(1 − t), 0.6 ≤ t < 1
0, otherwise
where c is a constant. Find the cd f and the probability that the journey time will be (i)
more than 48 mins. (ii) between 24 and 48 mins.
25. The cd f of a continuous random variable is given by
0, x < 0
x2 , 0 ≤ x < 1/2
F(x) = 3
1 − (3 − x)2 , 1/2 ≤ x < 3
25
1, x ≥ 3
Find pd f of X and evaluate P(|X| ≤ 1) and P(1/3 ≤ X < 4) using both pd f and cd f .
65
3.3. CONTINUOUS RANDOM VARIABLES. CHAPTER 3. RANDOM VARIABLES
26. The proportion of the budget for a certain type of industrial company that is allotted to
environmental and pollution control is coming under scrutiny. A data collection project
determines that the distribution of these proportions is given by-
4(1 + x), 0 ≤ x < 1/4
2
f (x) = (1 − 4x2 ), 1/4 ≤ x < 1
9
0, otherwise
Find the distribution function and using it determine the probability that a company chosen
at random expends more than 20% but less than 35% its budget on environmental and
pollution controls?
27. Suppose that the time X in minutes that a person has to wait at a certain station for a
train is found to be a random phenomenon with a probability function specified by the
distribution function(cd f )-
0, x < 0
x
,0 ≤ x < 1
2
1
F(x) = ,1 ≤ x < 2
2
x
,2 ≤ x < 4
4
1, x ≥ 4
Find the density function (pd f ) and the probability that a person will have to wait between
1 and 3 minutes using both pd f and cd f .
Find (i) the cumulative distribution function (ii) P(−0.4 < X ≤ 0.75) using both pd f and
cd f .
29. The density function f (t) for the age T years of a person is determined from long records
and can be assumed to be-
3 × 10−9t 2 (100 − t)2 , 0 ≤ t ≤ 100
f (t) =
0, elsewhere
Determine the probability that (i) the person will die between the ages 60 and 70 years.
(ii) he will die between the ages 65 and 75, assuming he lived upto 60.
30. Suppose that the life length of a certain radio tube (in hours) is a continuous random
variable with pd f (
100
, x > 100
f (x) = x2
0, elsewhere
(i) What is the probability that the tube will last less than 200h, if it is known that the tube
is still functioning after 150h of service?
(ii) What is the probability that if 3 of such tubes are installed in a set, exactly one will
have to be replaced after 150h of service?
66
CHAPTER 3. RANDOM VARIABLES 3.3. CONTINUOUS RANDOM VARIABLES.
(iii) What is the maximum number of tubes may be inserted into a set so that there is a
probability of 0.1 that after 150h of service all of them are still functioning?
31. Let X be a continuous random variable with pd f given by-
kx, 0 ≤ x < 1
k, 1 ≤ x < 2
f (x) =
−kx + 3k, 2 ≤ x < 3
0, elsewhere
Determine
(i) the constant k
(ii) the cd f
(iii) P(1.75 < X < 2.25).
32. Consider the function-
2
x
, 0 ≤ x < 1,
2
x − k(x − 1)2
2
, 1 ≤ x < 2,
f (x) = 2
x2 − k(x − 1)2 + k(x − 2)2
2≤x<3
,
2
0, elsewhere
(i) Find the value of k for which f (x) is the density function of X.
(ii) Find the distribution function of X.
(iii) Find P(0.25 < X < 2.25) using both pd f and cd f .
67
CHAPTER 3. RANDOM VARIABLES 3.4. NORMAL DISTRIBUTION
0 z1
Figure 3.2: P(0 ≤ Z ≤ z1 ) = Area under the standard normal curve for 0 ≤ z ≤ z1
71
3.5. UNIFORM DISTRIBUTION. CHAPTER 3. RANDOM VARIABLES
Exercise 3.2
3. If X is a normal variate with mean 11 and standard deviation 1.5, find the number a such
that P(X > a) = 0.09.
4. If skulls are classified as A, B, C according as the length-breadth index is under 75, be-
tween 75 and 80, over 80, find approximately (assuming that the distribution is normal)
the mean and standard deviation of a series in which A are 58%, and C are 4%. Also find
the % of skulls classified as B.
5. A manufacturer does not know the mean and the standard deviation of the diameters of the
ball bearings he is producing. However the system rejects all the bearings with diameters
larger than 2.4cms and those with diameters under 1.8cms. Out of 1000 ball bearings, 8%
are rejected as too small and 5.5% as too big.
(i) What are the mean and the standard deviations of the diameters of the ball bearings.
(ii) Find the number of ball bearings with diameters between 1.95cm and 2.25cms.
6. Most graduate schools of business require applicants for admission to take the Graduate
Management Admission Council’s GMAT examination. Scores on the GMAT are roughly
normally distributed with a mean of 547 and a standard deviation of 102.
(i) What is the probability of an individual scoring above 450 on the GMAT?
(ii) What is the highest score of an individual scoring below top 10% on the GMAT?
(iii) What is the least score of an individual on the GMAT scoring in the highest 2%?
7. In a normal distribution, 7% of the items are under 35 and 89% are under 63. Find the
mean and the SD of the distribution.
8. It is known that the life length (years) of a certain type of storage battery follows a normal
distribution. If 22% of these lasts for less than 2.5 years and 15% of them lasts for more
than 5 years, find the % of the batteries lasting between 1.5 and 2.25 years.
10. Entry to a certain University is determined by a national test. The scores on this test are
normally distributed with a mean of 530 and a standard deviation of 100. A student wants
to be admitted to this university and she knows that she must score better than at least 70%
of the students who took the test. She takes the test and scores 585. Will she be admitted
to this university?
11. The life lengths (in hours) of two electronic devices A and B have normal distributions
N(44, 36) and N(45, 9) respectively. If the electronic device is to be used for a 47 − hours
period, which device is to be preferred?
90
CHAPTER 3. RANDOM VARIABLES 3.5. UNIFORM DISTRIBUTION.
12. A random variable has a normal distribution with σ = 10. If the probability that the ran-
dom variable will take on a value less than 82.5 is 0.8212, what is the probability that it
will take a value greater than 58.3?
13. The weight of a sophisticated running shoe is normally distributed with a mean of 12
ounces and a standard deviation of 0.5 ounce. (i) What is the probability that a shoe
weighs more than 12.4 ounces? (ii) What must the standard deviation of weight be in
order for the company to state that 97% of its shoes weighs less than 13 ounces? (iii)
What must the mean weight be for the company to state that only 5% of its shoes weighs
more than 12.5 ounces?
14. It is known from the past experience that the number of telephone calls made daily in a
certain community between 3 P.M. and 4 P.M. is normally distributed with mean 352 and
a standard deviation of 31. Find the percentage of time for which there are (i) more than
400 calls (ii) between 250 and 375 calls.
15. The local authorities in a certain city install 10000 electric lamps in the streets of the city.
If these lamps have an average life of 1000 burning hours with a standard deviation of 200
burning hours, how many lamps might be expected to fail in (i) first 800 burning hours (ii)
between 250 and 425 burning hours? After how many burning hours would you expect
10% of the lamps to fail?
16. Replacement times for CD players are normally distributed with a mean of 7.1 years and a
standard deviation of 1.4 years (data from consumer reports). If you are the manufacturer
and want to provide a warranty such that 98% of the players need replacement after the
warranty expires, how long should the warranty period be?
17. The speed of a file transfer from a server on campus to a personal computer at a student’s
home on a weekday evening is normally distributed with a mean of µ kilobits per second
and a standard deviation of σ kilobits per second. If the probability that the file will
transfer at a speed of 70 kilobits per second or more is 0.85 and the probability that the
file will transfer at a speed of less than 85 kilobits per second is 0.21, find µ and σ .
18. The lifetimes of certain electronic devices have a mean of 300 hours and standard devia-
tion of 25 hours. Assuming that the distribution of these lifetimes, which are measured to
nearest hour, can be approximated closely with a normal curve, find- (i) the probability
that any one of these electronics devices will have a lifetime of more than 350 hours. (ii)
what percentage will have lifetime of 300 hours and less? (iii) what percentage will have
lifetime from 2203 hours to 260 hours?
19. The mean inside diameter of a sample of 500 washers produced by a machine is 5.02
mm and standard deviation is 0.05 mm. The purpose for which these washers are intended
allows a maximum tolerance in the diameter of 4.96 to 5.08 mm, otherwise the washers
are considered defective. Determine the percentage of defective washers produced by the
machine, assuming the diameters are normally distributed.
20. If the diameters of ball bearings are normally distributed with mean 0.614 inches and stan-
dard deviation 0.0025 inches, determine the percentage of ball bearings with diameters (i)
between 0.610 and 0.618 inches (ii) greater than 0.617 inches (iii) less than 0.608 inches
(iv) equal to 0.615 inches.
21. The diameters of shafts produced in a factory confirms to normal distribution. 31% of the
shafts have a diameter less than 45 mm and 8% have more than 64 mm. Find the mean
and the standard deviation of the diameter of the shafts.
91
CHAPTER 4. STOCHASTIC (RANDOM) PROCESSES
4.4. AVERAGE VALUES OF STOCHASTIC PROCESSES.
Exercise 4.1
1. Consider the random process X(t) = A cos(wt + θ ), where A and θ are independent and
uniformly distributed random variables in the intervals (−k, k) and (−π , π ) respectively.
Find the mean, auto correlation, auto co-variance, variance and correlation of X(t).
2. Let X(t) be a random process with mean 3 and the auto correlation given by
Answers
k2 k2
1. µX (t) = 0, R(t1 ,t2 ) = cos(w(t1 − t2 )),C(t1 ,t2 ) = cos(w(t1 − t2 )),
6 6
k2
σX (t) = , ρ (t1 ,t2 ) = cos(w(t1 − t2 )
2
6
2. E[Z] = E[X(5)] = 3, E[W ] = E[X(8)] = 3,Cov(Z,W ) = 4e−0.6 ,Var(Z) = Var(W ) = 4,
3. µX (t) = 0,Var(X(t)) = σ 2 , R(t1 ,t2 ) = σ 2 cos λ (t1 − t2 )
0, x ≤ 1 − t 3 1
4. (i)FX (t) = x + t − 1, 1 − t < x < 2 − t, (ii)E[X(t)] = − t,C(t1 ,t2 ) =
2 12
1, x ≥ 2 − t
1, If head shows
5. X(0.5) =
1, If tail shows
6. E{X(0.5)} = 3.75, E{X(0.75)} = 2.23,
0, x < 0.75
0, x < 0.44
1 1
F(x, 0.5) = , 0.75 ≤ x < 3 , F(x, 0.75) = , 0.44 ≤ x < 4
2
2
1, x ≥ 3 1, x ≥ 4
103
5.3. MARKOV PROPERTY (MEMORY LESS PROPERTY)
CHAPTER 5. SPECIAL STOCHASTIC PROCESSES.
Exercise 5.2
1. A salesman’s territory consists of cities A, B and C. He never sells in the same city on
successive days. If he sells in city A, then next day he sells in city B. However if he sells
on either B or C, then next day he is twice as likely to sell in city A as in the other city.
Find the transition probability matrix.
2. An auto insurance company classifies its customers in three categories: poor, satisfactory
and preferred. No one moves from poor to preferred or from preferred to poor in one
year. 40% of the customers in the poor category become satisfactory, 30% of those in the
satisfactory category moves to preferred, while 10% become poor; 20% of those in the
preferred category are downgraded to satisfactory. If currently, there are 22%, 48% and
30% customers in the three categories respectively, find the % of the customers in each
category (i) after three years (ii) in the long run.
3. A manufacturing company has a certain piece of equipment that is inspected at the end
of each day and classified as just overhauled, good, fair or inoperative. If the piece is
inoperative, it is overhauled, a procedure that takes one day. Assume that the working
condition of the equipment follows a Markov process with the following transition matrix-
0 3/4 1/4 0
0 1/2 1/2 0
P= 0 0 1/2 1/2
1 0 0 0
It costs 125/− to overhaul a machine (including lost time) on an average and 75/− in
production lost if the machine is found to be inoperative. Compute the expected per day
cost of maintenance (i) after 4 days if the currently the state distribution of the equipment
is [0.25 0.22 0.26 0.27] (ii) in the long run.
4. The school of international studies for population found out by its survey that the mobility
of the population of a state to village, town and a city is in the following percentages-
To
Village Town City
From Village 50 30 20
Town 10 70 20
City 10 40 50
What will be the proportion of population in village town and the city after two years,
given that the present population has proportions of 0.7, 0.2 and 0.1 in the village, town
and city respectively? What will be the respective proportions in the long run?
5. A salesman’s territory consists of cities A, B and C. He never sells in the same city on
successive days. If he sells in city A, then next day he sells in city B. However if he sells
on either B or C, then next day he is twice as likely to sell in city A as in the other city. In
the long run how often does he sell in each of the cities?
6. A professor has three pet questions, one of which occurs on every test he gives. The
students know his habit well. He never uses the same question twice in a row. If he used
question 1 last time, he tosses a coin and uses the question 2 if a head comes up. If he
used question 2 he tosses two coins and switches to question 3 if both come up with head.
If he used question 3, he tosses three coins and switches to question 1 if all three come
148
CHAPTER 5. SPECIAL STOCHASTIC PROCESSES.
5.3. MARKOV PROPERTY (MEMORY LESS PROPERTY)
up with head. In the long run which question does he use most often and with how much
frequency is it used?
7. A grocer stocks his store with three types of detergents A, B and C. When brand A is sold
out the probability is 0.7 that he stocks up with brand A again. When he sells out brand B
the probability is 0.8 that he will stock up again with brand B. Finally when he sells out
brand C, the probability is 0.6 that he will stock up with brand C again. When he switches
to another detergent he does so for the remaining two brands. Find the transition matrix.
In the long run, how does he with equal probabilities stock up with detergent?
8. A communication source can generate one of three possible messages 1, 2 and 3 with the
following transition probabilities-
Next Massage
1 2 3
Current Massage 1 0.5 0.3 0.2
2 0.4 0.2 0.4
3 0.3 0.3 0.4
Initially, the probabilities of generating the messages 1, 2 and 3 are 0.3, 0.3 and 0.4 re-
spectively. What are the probabilities after 3 periods.
9. A man is at an integral point on the x−axis between the origin and the point 3. He takes
a unit step to the right with probability 1/3 or to the left with probability 2/3, unless he
is at the origin, where he takes a step to the right to reach the point 1 or is at the point 3,
where he takes a step to the left to reach the point 2. What is the probability that he is at
the point 1 after 3 walks?.
10. A gambler’s luck follows a pattern. If he wins a game, the probability of his winning
the next game is 0.6. However if he loses a game , the probability of his losing the next
game is 0.7. There is an even chance that the gambler wins the first game. What is the
probability that the gambler wins (i) the second game (ii) the third game?
11. Assume that the weather in a certain locality can be modeled as a Markov chain whose
transition probabilities are given below-
Tomorrow’s weather
Today’s weather Fair Cloudy Rainy
Fair 0.80 0.15 0.05
Cloudy 0.50 0.30 0.20
Rainy 0.60 0.30 0.10
If the initial state distribution is given by p(0) = 0.70 0.20 0.10 , find p(3) and the
steady state distribution.
12. A professor tried not to be late for class too often. If he is late one day, he is 90% sure to
be on time next day. If he is on time, then the next day there is a 30% chance of his being
late. In the long run how often he is late for the class?
13. On January 1 this year bakery A had 40% of its local market share while the other two
bakeries B and C had 40% and 20 % of the market share respectively. Based upon a study
by a marketing research firm, the following facts were compiled- Bakery A retains 90%
of its customers while gaining 5% of B’s customers and 10% of C’s customers. Bakery B
retains 85% of its customers while gaining 5% of A’s customers and 7% of C’s customers.
149
5.3. MARKOV PROPERTY (MEMORY LESS PROPERTY)
CHAPTER 5. SPECIAL STOCHASTIC PROCESSES.
Bakery C retains 83% of its customers and gains 5% of A’s customers and 10% of B’s
customers. What will each firms share be on January 1 next year and what will each
firm’s market share be at equilibrium?
14. In a certain region, the weather patterns have the following sequence. A day is described
as sunny (S) if the sun shines for more than 50% of daylight hours and cloudy (C) if the
sun shines for less than 50% of daylight hours. Data indicate that if it is cloudy one day
then it is equally likely to be cloudy or sunny on the next day; if it is sunny there is a
probability 1/3 that it is cloudy and 2/3 that it is sunny the next day.
(i) If it is cloudy today, what are the probabilities that it is (a) cloudy, (b) sunny, in three
days’ time?
(ii) Compute P5 and P10 . How do you think that Pn behaves as n → ∞?
(iii) How does the state probability vector p(n) behave as n → ∞?
15. Show that If P is the t pm of a homogeneous Markov chain, then the n step t pm is given
by
P(n) = Pn = Pn−1 × P.
Answers
A B C
A 0 1 0
1. P = B 2/3 0 1/3
C 2/3 1/3 0
1 4 6
2. (i)3.2%, 39.4% and 47.3% (ii)x = = 0.09, y = = 0.36, z = = 0.55
11 11 11
3. (i)37.5/ − (ii)36.4/−
4. 25.2%, 47.9%, 26.9% and x = 0.17, y = 0.55 and z = 0.28.
8 9 3
5. In city A , in B , in C .
20 20 20
6. Question no 2 with the frequency 40%.
7. 0.31 0.44 0.25 , In the long run he stocks the three detergents in proportion of 31%, 46%, 23%
8. 0.41, 0.27 and 0.32
11
9.
27
10. (i)0.48, 0.52 and (ii)0.4, 0.56
11. 0.73 0.19 0.08 and 0.73 0.19 0.08 .
12. In the long run he is late for the class 25% of the time.
13. 40%, 37.4%, 22.6% and 43%, 28%, 29%
29 43 0.40 0.60
14. (i) and (ii) P →
(n) as n → ∞. (iii) 0.4 0.6
42 72 0.40 0.60
150
CHAPTER 5. SPECIAL STOCHASTIC PROCESSES.
5.1. MARKOV PROPERTY (MEMORY LESS PROPERTY)
Exercise 5.1
1. A salesman’s territory consists of cities A, B and C. He never sells in the same city on
successive days. If he sells in city A, then next day he sells in city B. However if he sells
on either B or C, then next day he is twice as likely to sell in city A as in the other city.
Find the transition probability matrix.
2. An auto insurance company classifies its customers in three categories: poor, satisfactory
and preferred. No one moves from poor to preferred or from preferred to poor in one
year. 40% of the customers in the poor category become satisfactory, 30% of those in the
satisfactory category moves to preferred, while 10% become poor; 20% of those in the
preferred category are downgraded to satisfactory. If currently, there are 22%, 48% and
30% customers in the three categories respectively, find the % of the customers in each
category (i) after three years (ii) in the long run.
3. A manufacturing company has a certain piece of equipment that is inspected at the end
of each day and classified as just overhauled, good, fair or inoperative. If the piece is
inoperative, it is overhauled, a procedure that takes one day. Assume that the working
condition of the equipment follows a Markov process with the following transition matrix-
0 3/4 1/4 0
0 1/2 1/2 0
P= 0 0 1/2 1/2
1 0 0 0
It costs 125/− to overhaul a machine (including lost time) on an average and 75/− in
production lost if the machine is found to be inoperative. Compute the expected per day
cost of maintenance (i) after 4 days if the currently the state distribution of the equipment
is [0.25 0.22 0.26 0.27] (ii) in the long run.
4. The school of international studies for population found out by its survey that the mobility
of the population of a state to village, town and a city is in the following percentages-
To
Village Town City
From Village 50 30 20
Town 10 70 20
City 10 40 50
What will be the proportion of population in village town and the city after two years,
given that the present population has proportions of 0.7, 0.2 and 0.1 in the village, town
and city respectively? What will be the respective proportions in the long run?
5. A salesman’s territory consists of cities A, B and C. He never sells in the same city on
successive days. If he sells in city A, then next day he sells in city B. However if he sells
on either B or C, then next day he is twice as likely to sell in city A as in the other city. In
the long run how often does he sell in each of the cities?
6. A professor has three pet questions, one of which occurs on every test he gives. The
students know his habit well. He never uses the same question twice in a row. If he used
question 1 last time, he tosses a coin and uses the question 2 if a head comes up. If he
used question 2 he tosses two coins and switches to question 3 if both come up with head.
If he used question 3, he tosses three coins and switches to question 1 if all three come
135
5.1. MARKOV PROPERTY (MEMORY LESS PROPERTY)
CHAPTER 5. SPECIAL STOCHASTIC PROCESSES.
up with head. In the long run which question does he use most often and with how much
frequency is it used?
7. A grocer stocks his store with three types of detergents A, B and C. When brand A is sold
out the probability is 0.7 that he stocks up with brand A again. When he sells out brand B
the probability is 0.8 that he will stock up again with brand B. Finally when he sells out
brand C, the probability is 0.6 that he will stock up with brand C again. When he switches
to another detergent he does so for the remaining two brands. Find the transition matrix.
In the long run, how does he with equal probabilities stock up with detergent?
8. A communication source can generate one of three possible messages 1, 2 and 3 with the
following transition probabilities-
Next Massage
1 2 3
Current Massage 1 0.5 0.3 0.2
2 0.4 0.2 0.4
3 0.3 0.3 0.4
Initially, the probabilities of generating the messages 1, 2 and 3 are 0.3, 0.3 and 0.4 re-
spectively. What are the probabilities after 3 periods.
9. A man is at an integral point on the x−axis between the origin and the point 3. He takes
a unit step to the right with probability 1/3 or to the left with probability 2/3, unless he
is at the origin, where he takes a step to the right to reach the point 1 or is at the point 3,
where he takes a step to the left to reach the point 2. What is the probability that he is at
the point 1 after 3 walks?.
10. A gambler’s luck follows a pattern. If he wins a game, the probability of his winning
the next game is 0.6. However if he loses a game , the probability of his losing the next
game is 0.7. There is an even chance that the gambler wins the first game. What is the
probability that the gambler wins (i) the second game (ii) the third game?
11. Assume that the weather in a certain locality can be modeled as a Markov chain whose
transition probabilities are given below-
Tomorrow’s weather
Today’s weather Fair Cloudy Rainy
Fair 0.80 0.15 0.05
Cloudy 0.50 0.30 0.20
Rainy 0.60 0.30 0.10
If the initial state distribution is given by p(0) = 0.70 0.20 0.10 , find p(3) and the
steady state distribution.
12. A professor tried not to be late for class too often. If he is late one day, he is 90% sure to
be on time next day. If he is on time, then the next day there is a 30% chance of his being
late. In the long run how often he is late for the class?
13. On January 1 this year bakery A had 40% of its local market share while the other two
bakeries B and C had 40% and 20 % of the market share respectively. Based upon a study
by a marketing research firm, the following facts were compiled- Bakery A retains 90%
of its customers while gaining 5% of B’s customers and 10% of C’s customers. Bakery B
retains 85% of its customers while gaining 5% of A’s customers and 7% of C’s customers.
136
CHAPTER 5. SPECIAL STOCHASTIC PROCESSES.
5.1. MARKOV PROPERTY (MEMORY LESS PROPERTY)
Bakery C retains 83% of its customers and gains 5% of A’s customers and 10% of B’s
customers. What will each firms share be on January 1 next year and what will each
firm’s market share be at equilibrium?
14. In a certain region, the weather patterns have the following sequence. A day is described
as sunny (S) if the sun shines for more than 50% of daylight hours and cloudy (C) if the
sun shines for less than 50% of daylight hours. Data indicate that if it is cloudy one day
then it is equally likely to be cloudy or sunny on the next day; if it is sunny there is a
probability 1/3 that it is cloudy and 2/3 that it is sunny the next day.
(i) If it is cloudy today, what are the probabilities that it is (a) cloudy, (b) sunny, in three
days’ time?
(ii) Compute P5 and P10 . How do you think that Pn behaves as n → ∞?
(iii) How does the state probability vector p(n) behave as n → ∞?
15. Show that If P is the t pm of a homogeneous Markov chain, then the n step t pm is given
by
P(n) = Pn = Pn−1 × P.
Answers
A B C
A 0 1 0
1. P = B 2/3 0 1/3
C 2/3 1/3 0
1 4 6
2. (i)3.2%, 39.4% and 47.3% (ii)x = = 0.09, y = = 0.36, z = = 0.55
11 11 11
3. (i)37.5/ − (ii)36.4/−
4. 25.2%, 47.9%, 26.9% and x = 0.17, y = 0.55 and z = 0.28.
8 9 3
5. In city A , in B , in C .
20 20 20
6. Question no 2 with the frequency 40%.
7. 0.31 0.44 0.25 , In the long run he stocks the three detergents in proportion of 31%, 46%, 23%
8. 0.41, 0.27 and 0.32
11
9.
27
10. (i)0.48, 0.52 and (ii)0.4, 0.56
11. 0.73 0.19 0.08 and 0.73 0.19 0.08 .
12. In the long run he is late for the class 25% of the time.
13. 40%, 37.4%, 22.6% and 43%, 28%, 29%
29 43 0.40 0.60
14. (i) and (ii) P →
(n) as n → ∞. (iii) 0.4 0.6
42 72 0.40 0.60
137
CHAPTER 5. SPECIAL STOCHASTIC PROCESSES. 5.3. POISSON PROCESS.
Exercise 5.3
1. On the average a submarine on patrol sights 6 enemy ships per hour. Assuming that the
number of ships sighted in a given length of time is a Poisson variate, find the probability
of sighting- (i) at least 3 ships in the next 20 min.
(ii) atleast 3 but not more than 6 ships in next one and half hour.
(iii) at the most 4 ships in 15 mins.
2. Suppose that the customers arrive at a bank counter according to a Poisson process with
a mean rate of 3 per minute. Find the probability that during a time interval of 2 minutes
(i) exactly 4 customers arrive and (ii) more than 4 customers arrive.
3. If the customers arrive at a counter in accordance with a Poisson process with a mean rate
of 2 per minute, find the probability that the interval between the two consecutive arrivals
is (i) more than 1 min. (ii) between 1 and 2 min. (iii) 4 min or less.
4. A machine goes out of order, whenever a component fails. The failure of this part follows
a Poisson process with a mean rate of 1 per week. Find the probability that 2 weeks have
elapsed since last failure. If there are 5 spare parts of this component in an inventory and
that the next supply is not due in 10 weeks, find the probability that the machine will not
fail in the next 10 weeks.
5. Patients arrive randomly and independently at a doctor’s consulting room from 8 : 00 am
at an average rate of one in 5 min. The waiting room can hold 12 persons. What is the
probability that the room will be full when the doctor arrives at 9 : 00 am?
6. On the average a submarine on patrol sights 6 enemy ships per hour. Assuming that the
number of ships sighted in a given length of time is a Poisson variate, find the probability
of sighting-(i) 6 ships in the next half-an-hour (ii) 4 ships in the next 2 hour (iii) at least
1 ship in the next 15 min and (iv) at least 2 ships in the next 20 min.
7. Messages arrive at a telegraph office in accordance with the laws of a Poisson process
with a mean rate of 3 messages per hour. What is the (i) probability that no message will
have arrived during the morning hours i.e. between 8 : 00 am and 12 : 00 noon? (ii) the
distribution of the time at which the first afternoon message arrives?
8. Assume that a circuit has an IC whose time to failure is a exponentially distributed RV
with expected lifetime of 3 months. If there are 10 spare IC′ s and time from failure to
replacement is zero, what is the probability that (i) 5 IC′ s failed in first 4 months (ii) the
circuit is operational only for 8 months (iii) the circuit can be kept operational for at least
1 year?
9. A radioactive source emits particles at a rate of 5 per minute in accordance with Pois-
son process. Each particle emitted has a probability of 0.6 of being recorded. Find the
probability that 10 particles are recorded in 4 − min period.
10. A radioactive source emits particles at a rate of 6 per minute in accordance with Poisson
process. Each particle emitted has a probability 1/3 of being recorded. Find the probabil-
ity that (i) at least 5 particles are recorded. (ii) exactly 3 particle are recorded (iii) at the
most 4 particles are recorded in a 5−minute period.
11. Suppose that customers arrive at a counter independently from 2 different sources. Ar-
rivals occur in accordance with a Poisson process with mean rate of 6 per hour from the
first source and 4 per hour from the second source. Find the mean interval between any
two consecutive arrivals.
163
5.3. POISSON PROCESS. CHAPTER 5. SPECIAL STOCHASTIC PROCESSES.
12. Passengers arrive at a terminal for boarding the next bus. Their arrivals are Poisson with
an average arrival rate of 1 per minute. The times of departure of each bus are Poisson
with an average departure rate of 2 per hour. Assume that the capacity of the bus is large.
Find the average number of passengers in (i) each bus (ii) the first bus that leaves after 9
A.M.
13. Passengers arrive at a terminal after 9 A.M. The times of their arrivals are Poisson with an
mean density λ = 1 per minute. The time interval from 9 A.M. to the departure of the next
bus is RV T. Find the mean number of passengers in this bus (i) if T has an exponential
density with mean 30 min and (ii) if T is uniform between 0 and 60 min.
Answers
164
CHAPTER 6. RELIABILITY 6.2. SOME SPECIAL FAILURE LAWS.
(a) Derive the reliability function and determine the reliability for the first year of opera-
tion.
(b) Compute MTTF.
(c) What is the design life for a reliability of 0.95?
(d) Will a one year burn-in period improve the reliability in part (a)? If so, what is the
new reliability?
t
2. The reliability of a turbine blade is given by R(t) = (1 − )2 , 0 ≤ t ≤ t0 , where t0 is the
t0
maximum life of the blade.
(a) Show that the blades are experiencing wear out.
(b) Compute MT T F as a function of maximum life.
(c) If the maximum life is 2000 operating hours, what is the design life for a reliability of
0.90?
3. Given that- √
R(t) = e− 0.001t
,t ≥ 0
(i) Compute the reliability for 50 hours mission.
(ii) Show that the hazard rate is decreasing.
(iii) compute MTTF.
(iv) Given a 10 hour wear in period, compute the reliability for a 50 hour mission.
(v) What is the design life for a reliability of 0.95, given a 10 hour wear in period?
4. A one year guarantee is given based on the assumption that no more than 10% of the items
will be returned. Assuming an exponential distribution, what is the maximum failure rate
that can be tolerated?
5. A home computer manufacturer determines that his machine has a constant failure rate of
λ = 0.4 per year in normal use.
(i) For how long should the warranty be set, if no more than 5% of the computers are to
be returned to the manufacturer for repair?
(ii) Find the expected time to failure.
(iii) The design life corresponding to the reliability 0.82.
(iv) What is the reliability for next two years of a machine which is already used for 6
months?
6. A household appliance is advertised as having more than a 10 year life. If its pd f is given
by f (t) = 0.1(1 + 0.05t)−3 ;t ≥ 0. Determine its reliability for the next 10 years, if it has
survived a 1 year warranty period. What is the MT T F before the warranty period is over?
What is its MT T F after the warranty period assuming that it has still survived?
7. The time to failure in operating hours of a critical solid state power unit has hazard func-
t 0.5
tion λ (t) = 0.003( ) ,t ≥ 0.
500
(a) What is the reliability if the power unit must operate continuously for 50 hours?
(b) Determine the design life if a reliability of 0.90 is desired.
(c) Compute MT T F.
173
6.2. SOME SPECIAL FAILURE LAWS. CHAPTER 6. RELIABILITY
(d) Given that the unit has operated for 50 hours, what is the probability that it will survive
a second 50 hours of operation?
8. A density function of the time to failure of a new fuel injection system which experiences
high failure rate is given by f (t) = 1.5/(1 + t)2.5 where t is measured in years. The
reliability over its intended life of 2 years is unacceptable. Will a wear-in period of 6
months significantly improve upon this reliability? If so, by how much?
2
9. The failure distribution is defined by f (t) = ,t ≥ 0 hours.
(1 + 0.05t)3
(i) What is the probability of failure within a 100−hour warranty period?
(ii) Compute MT T F.
(iii) Find the design life for a reliability of 0.90.
(iv) Given a 2 year burn-in period, compute the reliability for one year of operation.
Answers
100 100
1. (a)R(t) = (t+10)2 , R(1) = 121 = 0.8264 (b)10 years (c) 0.2596 years or 95 days (d)R(1/1) =
121
144 = 0.8403 > 0.8264.
t0
2. (b) (c)102.63 hours.
3
3. (i)R(50) = 0.80 (iii)MT T F = 200h (iv)R(50/10) = 0.87. (v)tD = 12.89 hours.
4. 0.1054/year
5. (i)47 days (ii)2.5 years (iii)181 days (iv)0.45
6. 0.46, 19.05 years
7. (a)0.97, (b)111.50 hours (c)451.38 hours (d)0.94
8. Yes by 0.16
9. (i)0.45 (ii)400 hours (iii)74.28 hours (iv)0.44
174
6.3. RELIABILITY OF SYSTEMS CHAPTER 6. RELIABILITY
0.89 0.49
0.77 0.88
0.81
0.43 0.56
A 0.79 0.45 B
0.92
0.52
0.62 0.69 0.51
0.43
Figure 6.7
182
CHAPTER 6. RELIABILITY 6.3. RELIABILITY OF SYSTEMS
0.75
0.46
0.72
0.85
0.63
Figure 6.8
Answers
1. (i) 0.96 (ii) 0.66
2. 6 or more
3. 0.97
4. Atleast 8
5. (i) 4 or more (ii) 5 or more
6. (i) 10 or more (ii) 16 or more
7. 0.19
8. 0.88
183
CHAPTER 7.
[Link] CAPACITY SINGLE SERVER POISSON QUEUE MODEL (M/M/1) : (∞/FCFS)
INFINITETHEORY
1. A branch office of a large engineering firm has one on-line terminal connected to a central
computer system for 16 hours each day. Engineers, who work throughout the city, drive to
the branch office to use the terminal for making routine calculations. The arrival pattern of
engineers is random (Poisson) with an average of 20 persons per day using the terminal.
The distribution of time spent by an engineer at the terminal is exponential with an average
time of 30 minutes. The branch manager receives complaints from the staff about the
length of time many of them have to wait to use the terminal. It does not seem reasonable
to the manager to procure another terminal when the present one remains idle for some
time. Find-
(i) Average number of engineers waiting in the queue.
(ii) Average number of engineers at the branch office.
(iii) Average waiting time in queue.
(iv) Average time an engineer spends at the branch office.
(v) Probability that the waiting time of an engineer exceeds 72 mins at the branch office.
2. In a departmental store one cashier is there to serve the customers. The customers pick
up their needs by themselves. The arrival rate is 9 customers for every 5 minutes and the
cashier can serve 10 customers in 5 minutes. Assuming Poisson arrival rate and exponen-
tial distribution for service rate, find-
(i) average number of customers in the queue and in the system.
(ii) Average time a customer spends in the queue and in the system.
(iii) Probability that the waiting time of a customer in the system exceeds 6 mins and the
probability that the number of customers in the system exceeds 5.
3. Patients arrive at an hospital for emergency service at the rate of 2 every hour. Currently
only one emergency can be handled at a time. patients spend an average 20 min. for
receiving emergency service. Find-
(a) the average number of patients waiting in for the service and in the hospital.
(b) how much the average service time need to be decreased to keep the average time to
wait and receive service less than 25 min?
4. Customers arrive at a one man barber shop according to a Poisson process with a mean
inter-arrival time of 12 min.. Customers spend an average 10 min. in barber’s chair.
(a) What is the expected number of customers in the shop and in the queue?
(b) Calculate the percentage of time an arrival can walk straight into the barber’s chair
without having to wait.
(c) How much time can a customer expect to spend in the barber’s shop?
(d) Management will provide another chair and hire another barber, when a customer’s
waiting time in the shop exceeds 1.25 h. How much must be the average rate of arrivals
increase to warrant a second barber?
(e) What is the average time customers spend in the queue?
( f ) What is the probability that the waiting time in the system is greater than 30 min.?
(g) Calculate the percentage of the customers who have to wait prior to getting into barbers
çhair.
(h) What is the probability that more than 3 customers are in the system?
5. Assume that there is only one counter in a super market at which the customer arrive in
a Poisson fashion at an average rate of 15 per hour and that the length of the service by
the clerk has an exponential distribution. At what average must the clerk work in order to
ensure a probability of 0.90 that the customer will not wait longer than 12 min.?
195
(M/M/1) 7.
7.6. INFINITE CAPACITY SINGLE SERVER POISSON QUEUE MODELCHAPTER : (∞/FCFS)
QUEUING THEORY
6. The mean rate of arrival of planes at an airport during the peak period is 20 per hour,
but the actual number of arrivals in any hour follows a Poisson distribution. The airport
can land 60 planes per hour on an average in good weather or 30 planes per hour in bad
weather but the actual number landed in any hour follows a Poisson distribution with
respective averages. When there is congestion, the planes are forced to fly over the field
in the stack awaiting the landing of other planes that arrived earlier.
(a) How many planes would be flying over the field in the stack on an average in good
weather and in bad weather?
(b) How long a plane would be in the stack and in the process of landing in good and bad
weathers?
(c) How much stack and landing time to allow so that priority to land out of order will
have to be requested only 1 in 20 times?
Answers
25 5 5 4
1. (i) (ii) (iii) hours (iv) (v) 0.41
24 3 6 3
2. (i) 9 (ii) 5 min (iii) 0.53
3. (i) 2 (ii) 6.36 mins
1 13 5
4. (a) 4 (b) (c) 60 min. (d) (e) 50 min ( f ) 0.61 (g) (h) 0.48
6 6 6
5. µ = 24/h
λ2 1/6, in good weather
6. (a) E Nq = =
µ (µ − λ ) 4/3, in bad weather
1 1/40 h, in good weather
(b) E (Ws ) = =
(µ − λ ) 1/10 h, in bad weather
(c)
P (Ws > tr ) = 0.05
−40t
e r = 0.05, in good weather
=⇒
e−10tr = 0.05, in bad weather
tr = 0.075h, in good weather
=⇒
tr = 0.299h, in bad weather
196
CHAPTER
7.7.7. INFINITE THEORY MULTIPLE SERVER POISSON QUEUE MODEL (M/M/s) : (∞/FCFS)
QUEUINGCAPACITY
203
8.4. TEST OF SIGNIFICANCE OF THE DIFFERENCE BETWEEN SAMPLE PROPORTION AND
POPULATION PROPORTION. CHAPTER 8. TEST OF HYPOTHESIS
Exercise 8.1 Test of significance of the difference between sample proportion and population
proportion.
1. A candidate at an election claims 90% of support of all voters in a locality. Verify his
claim; if in a random sample of 400 voters from the locality, 320 supported his candida-
ture. Determine the confidence interval for the true proportion of voters supporting the
candidate at a 5% level of significance.
2. A candidate for an election from a large constituency thinks that he will win the election
if at least 45% of the electorate vote for him. He, therefore, conducts a sample survey to
enable him to decide whether he should stand for the election or not. The survey covers
10000 voters and it is found that 4420 voters voted for him. Advise him as to whether he
should stand for the election based on testing the hypothesis at 5% level of significance.
3. Experience has shown that 20% of a manufactured product is of top quality. In one day’s
production of 400 articles, only 50 are of top quality. Test whether the production of the
day chosen was not a representative sample or the hypothesis of 20% was wrong. Also
find the 99% confidence limits for the percentage of top quality.
4. A salesman in a departmental store claims that at most 60% of the shoppers entering in
the store leave without making a purchase. A random sample of 50 shoppers showed that
36 of them left without making a purchase. Are these sample results consistent with the
claim of the salesman? If not, find the 95% confidence limits for P.
5. The fatality rate of a virus is believed to be 18.36%. In a certain year 450 patients suffering
from the virus were treated with a vaccine and only 68 patients died. Can the vaccine be
considered as efficient?[LOS 2%]
6. A manufacturer of lenses is qualifying a new grinding machine and will qualify the ma-
chine if the percentage of polished lenses that contain surface defects does not exceed
2.25%. A random sample of 250 lenses contains 10 defective lenses. Test at 5% level of
significance if the machine can be qualified.
Answers
1. (0.7608, 0.8392)
2. He should stand for the election.
3. The hypothesis of 20% was wrong,(0.0823, 0.1677)
4. The salesman’s claim is not true, the salesman’s claim must be atleast 61.56%
5. The vaccine is not efficient.
6. The machine does not qualify.
228
8.5. TEST OF THE SIGNIFICANCE OF DIFFERENCE BETWEEN TWO
CHAPTER
SAMPLE
8. PROPORTIONS.
TEST OF HYPOTHESIS
Exercise 8.2 Test of the significance of difference between two sample proportions.
1. In a test of the quality of two television commercials, each commercial was shown in a
separate test area six times over a one-week period. The following week a telephonic
survey was conducted to identify individuals who had seen the commercials. Those indi-
viduals were asked to state the primary message in the commercials. The following results
were recorded:
Commercial A Commercial B
Number who saw commercial 150 200
Number who recalled message 63 60
(a) Use α = 0.05 and test the hypothesis that there is no difference in the recall proportions
for the two commercials.
(b) Compute a 95% confidence interval for the difference between the recall proportions
for the two populations.
2. A machine produced 20 defective articles in a batch of 400. After overhauling, it produced
10 defectives in a batch of 300. Has the machine improved? Test the hypothesis at 5%
level of significance.
3. Researchers conducted a study of smart phone use among adults. A cell phone company
claimed that iPhone smart phones are more popular with female than with male. The
results of the survey indicate that of the 1343 male cell phone owners randomly sampled,
337 own an iPhone while of the 232 female cell phone owners randomly sampled, 52
have an iPhone. Is the proportion of male iPhone owners greater than the proportion of
female iPhone owners?Test at the 5% level of significance. Also find the 95% confidence
intervals for the difference in population proportions of male and female iPhone owners.
4. In a large city A, 20% of a random sample of 700 school boys had a slight physical defect.
In another large city B, 18.5% of a random sample of 1200 school boys had same defect.
Is the difference between the proportions significant?[LOS 5%].
5. 16.35% of a random sample of 1600 undergraduates were smokers, whereas 20% of a
random sample of 900 postgraduates were smokers in a state. Can we conclude that less
number of undergraduates are smokers than the postgraduates?[LOS 1%].
6. A drug company develops a new drug, designed to prevent colds. The company states that
the drug is equally effective for men and women. To test this claim, they choose a simple
random sample of 100 women and 200 men from a population of 100, 000 volunteers. At
the end of the study, 38% of the women caught a cold; and 51% of the men caught a cold.
Based on these findings, can we reject the company’s claim and conclude that the drug is
more effective for women? Use a 0.02 level of significance.
Answers
1. (a) There is significant difference in the recall proportions for the two commercials (b)
(0.3, 0.4)
2. The machine has not improved.
3. The proportions are the same, −0.02 ≤ P1 − P2
4. The difference not significant.
5. We can not conclude that less number of undergraduates are smokers than the post grad-
uates.
234
CHAPTER
[Link]
TESTOF
OFTHE
HYPOTHESIS
SIGNIFICANCE OF DIFFERENCE BETWEEN TWO SAMPLE PROPORTIONS.
235
8.6. TEST OF THE SIGNIFICANCE OF DIFFERENCE BETWEEN SAMPLE MEAN AND POPULATION
CHAPTER 8. TEST OF HYPOTHESIS MEAN.
Exercise 8.3 Test of the significance of difference between sample mean and population mean.
1. A weighing machine without any display was used by an average of 260 persons a day
with a standard deviation of 45 persons. When an attractive display was used on the
machine, the average for 150 days increased by 20 persons. Can we say that the display
did not help much? Use a level of significance of 0.05.
2. A manufacturer claims that the mean breaking strength of safety belts for air passen-
gers produced in his factory is 1275 kg. A sample of 125 belts was tested and the mean
breaking strength and SD were found to be 1260 kg and 90 kg re productively. Test the
manufacturer’s claim at 5% LOS.
3. An IQ test was given to a large group of boys in the age group of 18 − 20 years, who
scored an average of 61.5 marks. The same test was given to a fresh group of 100 boys
of the same age group. They scored an average of 64.5 marks with an SD of 12.5 marks.
Can we conclude that the fresh group of boys have better IQ? Test at 2% LOS. Also find
the 98% confidence interval for the average marks.
4. The guaranteed average life of a certain brand of electric bulb is 1025 hours with a SD of
125 hours. In a sample of 200 bulbs the average life is found to be 990 hours. Can we
conclude that the average life of bulbs is not as guaranteed? Also find the 99% confidence
interval for the average life of the bulbs.
Answers
1. Yes, helpful.
2. The claim is true.
3. The fresh group of boys have better IQ. The confidence interval is (61.931, 64.5)
4. The average life of bulbs is less than 1025 hours. The confidence interval is (990, 1010.6)
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CHAPTER 8. TEST
8.7. TEST
OF HYPOTHESIS
OF THE SIGNIFICANCE OF DIFFERENCE BETWEEN TWO SAMPLE MEANS.
Exercise 8.4 Test of the significance of difference between two sample means.
1. A brochure inviting subscriptions for a new diet program states that the participants are
expected to lose over 22 pounds in five weeks. Suppose that, from the data of the five-week
weight losses of 56 male participants, the sample mean and sample standard deviation are
found to be 24.25 and 10.2 respectively and that of 50 females participants to be 20.25
and 9.7 respectively. Can it be concluded that the program is more effective for male.
Also find the 98% confidence interval for the difference for the population means.
2. In a certain factory, there are two independent processes manufacturing the same item.
The average weight in a sample of 250 items produced from one process is found to be
120 gms with a standard deviation of 12 gms, while the corresponding figures in a sample
of 400 items from the other process are 124 gms and 14 gms. Obtain the standard error
of difference between the two sample means. Is the difference significant? Also find the
99% confidence interval for difference in average weights of the items produced by the
two processes respectively.
3. The Municipal Transit Authority wants to know if, on weekdays, more passengers ride
the northbound blue line train towards the city center that departs at 8 : 15a.m. or the one
that departs at 8 : 30a.m. The following sample statistics are assembled by the Transit
Authority.
n x s
8 : 15am train 32 323 41
8 : 30am train 38 356 45
(i) Construct the 98% confidence interval for the difference in the mean number of daily
travelers on the 8 : 15am train and the mean number of daily travelers on the 8 : 30am
train.
(ii)Test at the 5% level of significance whether the data provide sufficient evidence to
conclude that more passengers ride the 8 : 30am train.
4. The company has developed a new battery. The engineer in charge claims that the new
battery will have better performance than that of the old battery. To test the claim, the
company selects a simple random sample of 90 old batteries and 65 new batteries. The
old batteries ran continuously for 190 minutes with a standard deviation of 32 minutes; the
new batteries, 200 minutes with a standard deviation of 45 minutes. Test the engineer’s
claim at 0.05 level of significance.
5. A sample of 100 bulbs of brand A gave a mean lifetime of 1200 h with a SD of 70 h, while
another sample of 120 bulbs of brand B gave a mean lifetime of 1175 h with a SD of 85 h.
Can we conclude that brand A bulbs are superior to brand B bulbs (LOS 2%)? Also find
the 98% confidence interval for difference between the mean lifetimes of the two brands
of bulbs.
6. The research unit in an organization wishes to determine whether scores on the scholastic
aptitude test are different for male and female applicants. Random samples of applicants
files are taken and summarized below-
Applicants
Male Female
Mean 502.1 515.2
SD 86.2 90.4
n 399 204
245
8.7. TEST OF THE SIGNIFICANCE OF DIFFERENCE BETWEEN TWO
CHAPTER
SAMPLE
8. MEANS.
TEST OF HYPOTHESIS
Based on the above data, can it be concluded that the average score is same for both
types of applicants. Also find the confidence interval for the difference of the population
means.[α = 0.05]
7. A supermarket chain is considering two sources A and B for the purchase of 50−pound
bags of onions. The following table gives the results of a study
Source A Source B
Number of bags weighed 60 75
Mean weight 105.9 100.5
Sample SD 10 12
Test at α = 0.05 whether there is a difference in the mean weights. Also find the 95% con-
fidence interval for the difference of means of weights of the bags from the two sources.
Answers
1. More effective for male. The 98% confidence interval is (0.5058, 8.5058).
2. The difference between the average weights is significant. (1.3362, 6.6639).
3. (i) (−56.969, −9.0313). (ii) More passengers ride on the 8 : 30am train.
4. The engineer’s claim is wrong.
5. Brand A bulbs are superior to brand B bulbs. (0.65, 49.35)
6. The average score is the same for both types of applicants. (−33.11, 3.086)
7. The mean weights are not the same. (1.688, 9.111)
246
8.9. TEST OF THE SIGNIFICANCE OF DIFFERENCE BETWEEN TWO SAMPLE STANDARD
DEVIATIONS. CHAPTER 8. TEST OF HYPOTHESIS
250
8.10. TESTING OF HYPOTHESIS IN SMALL SAMPLES. CHAPTER 8. TEST OF HYPOTHESIS
252
CHAPTER 8. TEST OF HYPOTHESIS 8.10. TESTING OF HYPOTHESIS IN SMALL SAMPLES.
Exercise 8.6 Test of significance of difference between Sample mean and population mean.
1. A pharmaceutical company claims that their new drug reduces blood pressure by an av-
erage of 8 mmHg. A group of researchers tests the drug on 25 patients and finds that the
average reduction in blood pressure is 7 mmHg with a standard deviation of 1.5 mmHg.
Use a significance level of 0.05 to test whether the drug’s effectiveness is as claimed.
(t = 2.064).
2. A random sample of 8 envelopes is taken from the letter box of a post office and their
weights in grams are found to be 12.2, 11.9, 12.5, 12.3, 11.6, 11.7, 12.2 and 12.4. Can it be
concluded that the mean weight of all the envelopes in the letter box is 11.7 grams. Also
find the 98% confidence limits for the mean weight of the envelopes in the letter box.
3. The annual rainfall at a certain place is normally distributed with mean 30. If the rain-
falls during the past 8 years are 31.1, 30.7, 24.3, 28.1, 27.9, 32.2, 25.4 and 29.1, can it
be concluded that the average rainfall during the past 8 years is less than the normal
rainfall?[α = 0.02]
4. The mean weekly sales of soap bars in departmental stores is 145. After an advertising
campaign, the mean weekly sales in 17 stores for a typical week increased to 155 and
showed an SD of 16. Was the advertising campaign successful?[α = 0.05]
5. A random sample of 16 values from a normal population showed a mean of 103.75cm
and the sum of squares of the deviations from the mean is 843.75cm2 . Show that the
assumption of a mean of 108.75cm for the population is not reasonable. Obtain 95% and
99% fudicial limits for the same.
6. A sample of 9 shafts is inspected from a production line. The following measurements
are the diameters (in mm ) of shafts:
45.010, 45.020, 45.021, 45.015, 45.019, 45.018, 45.020, 45.023, 45.005
If the production line meets the specifications laid by the I.S.I, estimate the 95% and 98%
confidence intervals within which the true diameter of the shaft lies.
Answers
1. The average reduction might be less than 8 mmHg.
2. The mean weight of the letters in the letter box is not 11.7 grams. (11.74, 12.46)
3. The average rainfall during the past 8 years is same as the normal rainfall.
4. The advertising campaign was successful.
5. The assumption of a mean of 108.75cm for the population is not reasonable.
(99.63, 107.87), (98.04, 109.46)
6. (45.013, 45.021), (45.011, 45.023)
257
8.10. TESTING OF HYPOTHESIS IN SMALL SAMPLES. CHAPTER 8. TEST OF HYPOTHESIS
Exercise 8.7 Test of significance of difference between means of two independent small sam-
ples.
1. To compare two kinds of front-end designs, six of each kind was installed on a certain
make of compact car. Then each car was run into a concrete wall at 5 miles per hour, and
the following are the costs of the repairs (in dollars):
Design 1: 127 168 143 165 122 139
Design 2: 154 135 132 171 153 149
Test the hypothesis at the 0.01 level of significance whether the difference between the
means of these two samples is significant. [t0.01 = 3.169].
2. The College Board provided comparisons of Scholastic Aptitude Test (SAT) scores based
on the highest level of education attained by the test takers parents. A research hypothesis
was that students whose parents attained a higher level of education would on average
score higher on the SAT. SAT verbal scores of independent samples of students (based on
their parents education) are given as follows. Test the hypothesis at 5% level of signifi-
cance. [t0.05 = 1.761]
Bachelors Degree 485 650 550 534 554 592 572 578
High school degree 442 580 528 425 478 486 524 535
3. Vaccines A and B were administered simultaneously to two sets A and B of people to test
any side effects. A random sample of 12 people from the set A and a random sample of 14
people from set B were chosen and the weight loss in them after a certain period of time
were collected as given below:
A 5 7 9 4 8 6 2 3 7 6 4 8
B 3 8 5 7 2 3 6 4 9 4 5 5 7 2
Test at 1% level of significance that the vaccine B is safe.
4. To compare two kinds of bumper guards, each kind were mounted on a certain make of
compact car. Then each car was run into a concrete wall at 5 miles per hour, and the
following are the costs of the repairs (in dollars):
Bumper guard 1 127 168 143 165 122 139
Bumper guard 2 154 135 132 171 153 149 172
Test, at the α = 0.01 significance level, whether the cost of repairs for the bumper guard
1 is less than that of the bumper guard 2.
5. A research team wants to investigate the usefulness of relaxation training for reducing
levels of anxiety in individuals experiencing stress. They identify 15 people at random
from a group of 100 who have "high stress" jobs. The 15 people are divided into two
groups. One group of 7 called ”control group " receives no training. The second group of
8 called "relaxation group " receives the relaxation training. The subjects in each group
are then given an anxiety test. The scores are given in the following table where higher
scores indicate greater anxiety-
Control 38 40 35 36 35 32 31
Relaxation 35 32 30 34 30 32 28 24
Test whether the relaxation training has reduced the anxiety. [α = 0.01]
266
CHAPTER 8. TEST OF HYPOTHESIS 8.10. TESTING OF HYPOTHESIS IN SMALL SAMPLES.
6. A random sample of 8 envelopes is taken from the letter box of a post office and their
weights in grams are found to be 12.2, 11.9, 12.5, 12.3, 11.6, 11.7, 12.2 and 12.4. Can it be
concluded that the mean weight of all the envelopes in the letter box is 11.7 grams. Also
find the 98% confidence limits for the mean weight of the envelopes in the letter box.
7. Two different types of drugs A and B were tried on certain patients for increasing weight.
Five persons were given drug A and 7 persons were given the drug B. The increase in
weight (in kgs) is given below-
Drug A 3.6 5.5 5.9 4.1 1.4
Drug B 4.5 3.6 5.5 6.8 2.7 3.6 5.0
Can it be concluded at α = 0.05 that the drug B is more effective than drug A in increasing
weight?
8. The following data shows the cost in hundreds rupees per square meter of the floor area
concerning randomly selected 7 schools and 5 office blocks from those completed during
a certain period-
Schools 28 31 26 27 23 38 37
Office blocks 37 42 34 37 35
Do the data support the hypothesis that the cost per square meter for the office blocks was
greater than that for the schools.
9. Two independent groups of 10 children were tested to find how many digits they could
repeat from memory after hearing. The results are as follows-
Group A 8 6 5 7 6 8 7 4 5 6
Group B 10 6 7 8 6 9 7 6 7 7
Is the difference between mean scores of the two groups significant at LOS 1%.
Answers
1. The mean repair costs for the two designs are the same.
2. The hypothesis is wrong.
3. The two vaccine have the same side effects.
4. The cost of repairs for the bumper guard 1 and that of the bumper guard 2 are the same.
5. The relaxation training has not reduced the anxiety.
6. No. (11.74, 12.46)
7. No.
8. No.
9. No.
267
CHAPTER 8. TEST OF HYPOTHESIS 8.4. TESTING OF HYPOTHESIS IN SMALL SAMPLES.
6. A new diet and exercise program has been advertised as remarkable way to reduce blood
glucose levels in diabetic patients. Ten randomly selected diabetic patients are put on the
program, and the results after 1 month are given by the following table-
Before 268 225 252 192 307 228 246 298 231 185
After 106 186 223 210 203 101 211 176 194 203
Do the data provide sufficient evidence at α = 0.01 to support the claim that the new
program reduces blood glucose level in diabetic patients?[|t0.01 (9)| = 2.821]
273
8.4. TESTING OF HYPOTHESIS IN SMALL SAMPLES. CHAPTER 8. TEST OF HYPOTHESIS
Answers
1. Significant improvement in the performance of the soldiers in the second week.
2. (i) (0.0675, 1.3765) (ii) The mean wear with the experimental material is less than that
for the production material.
3. Significant improvement in the result of fifth test over the first test.
4. The two processes differ significantly as regards to the effect on mean breaking strength.
5. The students are not benefited by the coaching.
6. The new program reduces blood glucose level in diabetic patients.
274
CHAPTER 8. TEST OF HYPOTHESIS 8.7. PROPERTIES OF χ 2 DISTRIBUTION
χ 2 table
LOS α %
ν 0.1 0.05 0.025 0.02 0.01 0.005 0.002 0.001
1 2.706 3.841 5.024 5.412 6.635 7.879 9.55 10.828
2 4.605 5.991 7.378 7.824 9.21 10.597 12.429 13.816
3 6.251 7.815 9.348 9.837 11.345 12.838 14.796 16.266
4 7.779 9.488 11.143 11.668 13.277 14.86 16.924 18.467
5 9.236 11.07 12.833 13.388 15.086 16.75 18.907 20.515
6 10.645 12.592 14.449 15.033 16.812 18.548 20.791 22.458
7 12.017 14.067 16.013 16.622 18.475 20.278 22.601 24.322
8 13.362 15.507 17.535 18.168 20.09 21.955 24.352 26.124
9 14.684 16.919 19.023 19.679 21.666 23.589 26.056 27.877
10 15.987 18.307 20.483 21.161 23.209 25.188 27.722 29.588
11 17.275 19.675 21.92 22.618 24.725 26.757 29.354 31.264
12 18.549 21.026 23.337 24.054 26.217 28.3 30.957 32.909
13 19.812 22.362 24.736 25.472 27.688 29.819 32.535 34.528
14 21.064 23.685 26.119 26.873 29.141 31.319 34.091 36.123
15 22.307 24.996 27.488 28.259 30.578 32.801 35.628 37.697
16 23.542 26.296 28.845 29.633 32 34.267 37.146 39.252
17 24.769 27.587 30.191 30.995 33.409 35.718 38.648 40.79
18 25.989 28.869 31.526 32.346 34.805 37.156 40.136 42.312
19 27.204 30.144 32.852 33.687 36.191 38.582 41.61 43.82
20 28.412 31.41 34.17 35.02 37.566 39.997 43.072 45.315
21 29.615 32.671 35.479 36.343 38.932 41.401 44.522 46.797
22 30.813 33.924 36.781 37.659 40.289 42.796 45.962 48.268
23 32.007 35.172 38.076 38.968 41.638 44.181 47.391 49.728
24 33.196 36.415 39.364 40.27 42.98 45.559 48.812 51.179
25 34.382 37.652 40.646 41.566 44.314 46.928 50.223 52.62
26 35.563 38.885 41.923 42.856 45.642 48.29 51.627 54.052
27 36.741 40.113 43.195 44.14 46.963 49.645 53.023 55.476
28 37.916 41.337 44.461 45.419 48.278 50.993 54.411 56.892
29 39.087 42.557 45.722 46.693 49.588 52.336 55.792 58.301
30 40.256 43.773 46.979 47.962 50.892 53.672 57.167 59.7
277
8.7. PROPERTIES OF χ 2 DISTRIBUTION CHAPTER 8. TEST OF HYPOTHESIS
Use chi-square test of independence at α = 0.05 and write your conclusion. [χ0.05
2 =
3.841].
2. The demand for a particular spare part in a factory was found to vary from day to day. In
a sample study the following information was obtained-
Days Mon Tue Wed Thu Fri Sat
No of parts demanded 1124 1125 1110 1120 1126 1115
Test the hypothesis at 5% level of significance that the number of parts demanded does
not depend on the day of the week.
3. Theory predicts that the proportion of beans in 4 groups A, B,C and D should be 9 : 3 : 3 : 1.
In an experiment among 1600 beans, the numbers in the 4 groups were 872, 323, 277 and
128. Does experiment support the theory?
4. The following data give the number of air-craft accidents that occurred during the various
days of a week-
Test whether the accidents are uniformly distributed over the week. [α = 1%].
5. Genetic theory states that the children having one parent of blood type M and other blood
type N will always be one of the three types M, MN and N and that the portion of these
types will on average be 1 : 2 : 1. A report states that out of 300 children having one M
parent and one N parent, 30% were found to be of type M, 45% of type MN and rest of
type N. Test the hypothesis at 5%.
6. Fit a binomial distribution to the data-
x 0 1 2 3 4 5
f (x) 38 144 342 287 164 25
Deaths 0 1 2 3 4 5 6 7
Localities 814 378 148 79 67 9 3 2
Fit a Poisson distribution to the data and test the goodness of fit at LOS 2%.
284
CHAPTER 8. TEST OF HYPOTHESIS 8.7. PROPERTIES OF χ 2 DISTRIBUTION
8. Obtain the equation of the normal curve that may be fitted to the data and test the goodness
of fit at LOS 2%.
x 4 6 8 10 12 14 16 18 20 22 24
f (x) 1 7 15 22 35 43 38 20 13 5 1
Answers
1. Performances are associated.
2. The number of parts demanded does not depend on the day of the week.
3. The experiment does not support the theory.
4. The accidents are uniformly distributed over the week.
5. The binomial distribution does not fit good to the given data.
6. The Poisson distribution fits good to the given data.
285
8.7. PROPERTIES OF χ 2 DISTRIBUTION CHAPTER 8. TEST OF HYPOTHESIS
1. Genetic theory states that children having one parent of blood type A and the other of
blood type B will always be of one of three types, A, AB, B and that the proportion of three
types will on an average be as 1 : 2 : 1. A report states that out of 300 children having
one A parent and B parent, 30 percent were found to be types A, 45 percent type AB and
remainder type B. Test the hypothesis at the 0.05 level of significance. [χ0.05
2 = 5.991]
2. It is generally believed that children brought up in stable families tend to do well in school.
To verify such a belief, a social scientist examined 290 randomly selected students records
in a public high school and noted each students family structure and academic status four
years after entering high school. The data were then sorted into a 3 × 3 contingency table
with two factors. Factor 1 has three levels: school, graduate and postgraduate. Factor 2
has three levels: no parent, one parent, and two parents. The results are given in the table
provided.
Academic Status
School Graduate Post graduate
No parent 15 32 35
Family One parent 92 52 48
Two parents 48 22 25
Test, at the 5% level of significance, whether there is sufficient evidence in the data to
conclude that family structure matters in school performance of the students.
3. A lending institution supplied the following data on loan approvals by four loan officers.
Use 5% level of significance and determine whether the loan approval decision is inde-
pendent of the loan officer reviewing the loan application. [χ0.05 (3) = 7.815] [CT-III
IT-III Nov 2022]
Loan Loan Approval decision
officer Approved Rejected
A 24 16
B 17 13
C 35 15
D 11 9
4. The following sample data pertains to the shipment received by a large firm from four
different vendors:
Vendors
Quality A B C D
Rejected 30 15 15 18
Imperfect but acceptable 50 10 40 34
Perfect 90 50 60 78
Test at α = 0.05, whether the three vendors ship products of equal quality.
5. The results of a survey regarding radio listeners preference for different types of music
are given in the following table, with listeners classified by the age group. Is preference
296
CHAPTER 8. TEST OF HYPOTHESIS 8.7. PROPERTIES OF χ 2 DISTRIBUTION
6. Test the independence of the tyre brands and the distance covered using these tyres at 2%
LOS.
Tyre brands
Distance A B C D
Failed to last 40000 kms 26 23 15 32
lasted from 40000 − 60000 kms 118 93 116 121
lasted more than 60000 kms 56 84 69 47
7. The following table gives the opinion on collective bargaining by a random sample of 360
employees of a school system, belonging to a teachers’ union.
For Against Undecided
Staff 30 15 15
Faculty 50 10 40
Administeration 90 50 60
For α = 0.01, test whether the opinion on collective bargaining is independent of em-
ployee classification.
8. The following table gives a classification according to religious affiliation and marital
status for 500 randomly selected individuals. For α = 0.01, determine
whether the marital
status and religious affiliation are independent. χ0.01 (4) = 13.28
2
Religious affiliation
Marital Status A B C D None
Single 39 19 12 28 18
Married 172 61 44 70 37
9. The employees in 4 different firms are distributed in 3 groups shown in the table. Test the
hypothesis that there is no relationship between the firm and the type of labor-
Firm
A B C D
Type o f labour Skilled 24 24 23 49
Semi-skilled 32 60 37 51
Manual 24 56 40 80
10. A random sample was taken of 300 undergraduate students from a university. The students
in the sample were classified according to their gender and according to the choice of their
major in the following table. Is the choice of the major by undergraduate students in this
297
8.7. PROPERTIES OF χ 2 DISTRIBUTION CHAPTER 8. TEST OF HYPOTHESIS
11. Tests of the fidelity and the selectivity of 190 radios produced the following results:
Fidelity
Low Average High
Low 7 12 21
Selectivity Average 35 59 18
High 15 13 10
298
Critical Values of F-Distribution (at 5 per cent)
↓ \ → 1 2 3 4 5 6 8 12 24
1 161.4 199.5 215.7 224.6 230.2 234.0 238.9 243.9 249.1 243.3
2 18.51 19.00 19.16 19.25 19.30 19.33 19.37 19.41 19.45 19.50
3 10.13 9.55 9.28 9.12 9.01 8.94 8.85 8.74 8.64 8.53
4 7.71 6.94 6.59 6.39 6.26 6.16 6.04 5.91 5.77 5.63
5 6.61 5.79 5.41 5.19 5.05 4.95 4.82 4.68 4.53 4.36
6 5.99 5.14 4.76 4.53 4.39 4.28 4.15 4.00 3.84 3.67
7 5.59 4.74 4.35 4.12 3.97 3.87 3.73 3.57 3.41 3.23
8 5.32 4.46 4.07 3.84 3.69 3.58 3.44 3.28 3.12 2.93
9 5.12 4.26 3.86 3.63 3.48 3.37 3.23 3.07 2.90 2.71
10 4.96 4.10 3.71 3.48 3.33 3.22 3.07 2.91 2.74 2.54
11 4.84 3.98 3.59 3.36 3.20 3.09 2.95 2.79 2.61 2.40
12 4.75 3.88 3.49 3.26 3.11 3.00 2.85 2.69 2.51 2.30
13 4.67 3.80 3.41 3.18 3.02 2.92 2.77 2.60 2.42 2.21
14 4.60 3.74 3.34 3.11 2.96 2.85 2.70 2.53 2.35 2.13
15 4.54 3.68 3.29 3.06 2.90 2.79 2.64 2.48 2.29 2.07
16 4.49 3.63 3.24 3.01 2.85 2.74 2.59 2.42 2.24 2.01
17 4.45 3.59 3.20 2.96 2.81 2.70 2.55 2.38 2.19 1.96
18 4.41 3.55 3.16 2.93 2.77 2.66 2.51 2.34 2.15 1.92
19 4.38 3.52 3.13 2.90 2.74 2.63 2.48 2.31 2.11 1.88
20 4.35 3.49 3.10 2.87 2.71 2.60 2.45 2.28 2.08 1.84
21 4.32 3.47 3.07 2.84 2.68 2.57 2.42 2.25 2.05 1.81
22 4.30 3.44 3.05 2.82 2.66 2.55 2.40 2.23 2.03 1.78
23 4.28 3.42 3.03 2.80 2.64 2.53 2.38 2.20 2.01 1.76
24 4.26 3.40 3.01 2.78 2.62 2.51 2.36 2.18 1.98 1.73
25 4.24 3.38 2.99 2.76 2.60 2.49 2.34 2.16 1.96 1.71
26 4.22 3.37 2.98 2.74 2.59 2.47 2.32 2.15 1.95 1.69
27 4.21 3.35 2.96 2.73 2.57 2.46 2.31 2.13 1.93 1.67
28 4.20 3.34 2.95 2.71 2.56 2.45 2.29 2.12 1.91 1.65
29 4.18 3.33 2.93 2.70 2.54 2.43 2.28 2.10 1.90 1.64
30 4.17 3.32 2.92 2.69 2.53 2.42 2.27 2.09 1.89 1.62
40 4.08 3.23 2.84 2.61 2.45 2.34 2.18 2.00 1.79 1.51
60 4.00 3.15 2.76 2.52 2.37 2.25 2.10 1.92 1.70 1.39
120 3.92 3.07 2.68 2.45 2.29 2.17 2.02 1.83 1.61 1.25
3.84 2.99 2.60 2.37 2.21 2.10 1.94 1.75 1.52 1.00
= Degrees of freedom for greater variance.
= Degrees of freedom for smaller variance.
Integre Technical Publishing Co., Inc. Moore/McCabe November 16, 2007 1:29 p.m. moore page T-12
T-12 Tables
•
Probability p
Table entry for p is the
critical value F ∗ with
probability p lying to
its right. F*
TABLE E
F critical values
Degrees of freedom in the numerator
p 1 2 3 4 5 6 7 8 9
.100 39.86 49.50 53.59 55.83 57.24 58.20 58.91 59.44 59.86
.050 161.45 199.50 215.71 224.58 230.16 233.99 236.77 238.88 240.54
1 .025 647.79 799.50 864.16 899.58 921.85 937.11 948.22 956.66 963.28
.010 4052.2 4999.5 5403.4 5624.6 5763.6 5859.0 5928.4 5981.1 6022.5
.001 405284 500000 540379 562500 576405 585937 592873 598144 602284
.100 8.53 9.00 9.16 9.24 9.29 9.33 9.35 9.37 9.38
.050 18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38
2 .025 38.51 39.00 39.17 39.25 39.30 39.33 39.36 39.37 39.39
.010 98.50 99.00 99.17 99.25 99.30 99.33 99.36 99.37 99.39
.001 998.50 999.00 999.17 999.25 999.30 999.33 999.36 999.37 999.39
.100 5.54 5.46 5.39 5.34 5.31 5.28 5.27 5.25 5.24
Degrees of freedom in the denominator
.050 10.13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81
3 .025 17.44 16.04 15.44 15.10 14.88 14.73 14.62 14.54 14.47
.010 34.12 30.82 29.46 28.71 28.24 27.91 27.67 27.49 27.35
.001 167.03 148.50 141.11 137.10 134.58 132.85 131.58 130.62 129.86
.100 4.54 4.32 4.19 4.11 4.05 4.01 3.98 3.95 3.94
.050 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00
4 .025 12.22 10.65 9.98 9.60 9.36 9.20 9.07 8.98 8.90
.010 21.20 18.00 16.69 15.98 15.52 15.21 14.98 14.80 14.66
.001 74.14 61.25 56.18 53.44 51.71 50.53 49.66 49.00 48.47
.100 4.06 3.78 3.62 3.52 3.45 3.40 3.37 3.34 3.32
.050 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77
5 .025 10.01 8.43 7.76 7.39 7.15 6.98 6.85 6.76 6.68
.010 16.26 13.27 12.06 11.39 10.97 10.67 10.46 10.29 10.16
.001 47.18 37.12 33.20 31.09 29.75 28.83 28.16 27.65 27.24
.100 3.78 3.46 3.29 3.18 3.11 3.05 3.01 2.98 2.96
.050 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10
6 .025 8.81 7.26 6.60 6.23 5.99 5.82 5.70 5.60 5.52
.010 13.75 10.92 9.78 9.15 8.75 8.47 8.26 8.10 7.98
.001 35.51 27.00 23.70 21.92 20.80 20.03 19.46 19.03 18.69
.100 3.59 3.26 3.07 2.96 2.88 2.83 2.78 2.75 2.72
.050 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68
7 .025 8.07 6.54 5.89 5.52 5.29 5.12 4.99 4.90 4.82
.010 12.25 9.55 8.45 7.85 7.46 7.19 6.99 6.84 6.72
.001 29.25 21.69 18.77 17.20 16.21 15.52 15.02 14.63 14.33
Integre Technical Publishing Co., Inc. Moore/McCabe November 16, 2007 1:29 p.m. moore page T-13
Tables T-13
•
Probability p
Table entry for p is the
critical value F ∗ with
probability p lying to
its right. F*
TABLE E
F critical values (continued)
Degrees of freedom in the numerator
10 12 15 20 25 30 40 50 60 120 1000
60.19 60.71 61.22 61.74 62.05 62.26 62.53 62.69 62.79 63.06 63.30
241.88 243.91 245.95 248.01 249.26 250.10 251.14 251.77 252.20 253.25 254.19
968.63 976.71 984.87 993.10 998.08 1001.4 1005.6 1008.1 1009.8 1014.0 1017.7
6055.8 6106.3 6157.3 6208.7 6239.8 6260.6 6286.8 6302.5 6313.0 6339.4 6362.7
605621 610668 615764 620908 624017 626099 628712 630285 631337 633972 636301
9.39 9.41 9.42 9.44 9.45 9.46 9.47 9.47 9.47 9.48 9.49
19.40 19.41 19.43 19.45 19.46 19.46 19.47 19.48 19.48 19.49 19.49
39.40 39.41 39.43 39.45 39.46 39.46 39.47 39.48 39.48 39.49 39.50
99.40 99.42 99.43 99.45 99.46 99.47 99.47 99.48 99.48 99.49 99.50
999.40 999.42 999.43 999.45 999.46 999.47 999.47 999.48 999.48 999.49 999.50
5.23 5.22 5.20 5.18 5.17 5.17 5.16 5.15 5.15 5.14 5.13
8.79 8.74 8.70 8.66 8.63 8.62 8.59 8.58 8.57 8.55 8.53
14.42 14.34 14.25 14.17 14.12 14.08 14.04 14.01 13.99 13.95 13.91
27.23 27.05 26.87 26.69 26.58 26.50 26.41 26.35 26.32 26.22 26.14
129.25 128.32 127.37 126.42 125.84 125.45 124.96 124.66 124.47 123.97 123.53
3.92 3.90 3.87 3.84 3.83 3.82 3.80 3.80 3.79 3.78 3.76
5.96 5.91 5.86 5.80 5.77 5.75 5.72 5.70 5.69 5.66 5.63
8.84 8.75 8.66 8.56 8.50 8.46 8.41 8.38 8.36 8.31 8.26
14.55 14.37 14.20 14.02 13.91 13.84 13.75 13.69 13.65 13.56 13.47
48.05 47.41 46.76 46.10 45.70 45.43 45.09 44.88 44.75 44.40 44.09
3.30 3.27 3.24 3.21 3.19 3.17 3.16 3.15 3.14 3.12 3.11
4.74 4.68 4.62 4.56 4.52 4.50 4.46 4.44 4.43 4.40 4.37
6.62 6.52 6.43 6.33 6.27 6.23 6.18 6.14 6.12 6.07 6.02
10.05 9.89 9.72 9.55 9.45 9.38 9.29 9.24 9.20 9.11 9.03
26.92 26.42 25.91 25.39 25.08 24.87 24.60 24.44 24.33 24.06 23.82
2.94 2.90 2.87 2.84 2.81 2.80 2.78 2.77 2.76 2.74 2.72
4.06 4.00 3.94 3.87 3.83 3.81 3.77 3.75 3.74 3.70 3.67
5.46 5.37 5.27 5.17 5.11 5.07 5.01 4.98 4.96 4.90 4.86
7.87 7.72 7.56 7.40 7.30 7.23 7.14 7.09 7.06 6.97 6.89
18.41 17.99 17.56 17.12 16.85 16.67 16.44 16.31 16.21 15.98 15.77
2.70 2.67 2.63 2.59 2.57 2.56 2.54 2.52 2.51 2.49 2.47
3.64 3.57 3.51 3.44 3.40 3.38 3.34 3.32 3.30 3.27 3.23
4.76 4.67 4.57 4.47 4.40 4.36 4.31 4.28 4.25 4.20 4.15
6.62 6.47 6.31 6.16 6.06 5.99 5.91 5.86 5.82 5.74 5.66
14.08 13.71 13.32 12.93 12.69 12.53 12.33 12.20 12.12 11.91 11.72
(Continued)
Integre Technical Publishing Co., Inc. Moore/McCabe November 16, 2007 1:29 p.m. moore page T-14
T-14 Tables
•
TABLE E
F critical values (continued)
Degrees of freedom in the numerator
p 1 2 3 4 5 6 7 8 9
.100 3.46 3.11 2.92 2.81 2.73 2.67 2.62 2.59 2.56
.050 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39
8 .025 7.57 6.06 5.42 5.05 4.82 4.65 4.53 4.43 4.36
.010 11.26 8.65 7.59 7.01 6.63 6.37 6.18 6.03 5.91
.001 25.41 18.49 15.83 14.39 13.48 12.86 12.40 12.05 11.77
.100 3.36 3.01 2.81 2.69 2.61 2.55 2.51 2.47 2.44
.050 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18
9 .025 7.21 5.71 5.08 4.72 4.48 4.32 4.20 4.10 4.03
.010 10.56 8.02 6.99 6.42 6.06 5.80 5.61 5.47 5.35
.001 22.86 16.39 13.90 12.56 11.71 11.13 10.70 10.37 10.11
.100 3.29 2.92 2.73 2.61 2.52 2.46 2.41 2.38 2.35
.050 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02
10 .025 6.94 5.46 4.83 4.47 4.24 4.07 3.95 3.85 3.78
.010 10.04 7.56 6.55 5.99 5.64 5.39 5.20 5.06 4.94
.001 21.04 14.91 12.55 11.28 10.48 9.93 9.52 9.20 8.96
.100 3.23 2.86 2.66 2.54 2.45 2.39 2.34 2.30 2.27
.050 4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95 2.90
11 .025 6.72 5.26 4.63 4.28 4.04 3.88 3.76 3.66 3.59
Degrees of freedom in the denominator
.010 9.65 7.21 6.22 5.67 5.32 5.07 4.89 4.74 4.63
.001 19.69 13.81 11.56 10.35 9.58 9.05 8.66 8.35 8.12
.100 3.18 2.81 2.61 2.48 2.39 2.33 2.28 2.24 2.21
.050 4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80
12 .025 6.55 5.10 4.47 4.12 3.89 3.73 3.61 3.51 3.44
.010 9.33 6.93 5.95 5.41 5.06 4.82 4.64 4.50 4.39
.001 18.64 12.97 10.80 9.63 8.89 8.38 8.00 7.71 7.48
.100 3.14 2.76 2.56 2.43 2.35 2.28 2.23 2.20 2.16
.050 4.67 3.81 3.41 3.18 3.03 2.92 2.83 2.77 2.71
13 .025 6.41 4.97 4.35 4.00 3.77 3.60 3.48 3.39 3.31
.010 9.07 6.70 5.74 5.21 4.86 4.62 4.44 4.30 4.19
.001 17.82 12.31 10.21 9.07 8.35 7.86 7.49 7.21 6.98
.100 3.10 2.73 2.52 2.39 2.31 2.24 2.19 2.15 2.12
.050 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65
14 .025 6.30 4.86 4.24 3.89 3.66 3.50 3.38 3.29 3.21
.010 8.86 6.51 5.56 5.04 4.69 4.46 4.28 4.14 4.03
.001 17.14 11.78 9.73 8.62 7.92 7.44 7.08 6.80 6.58
.100 3.07 2.70 2.49 2.36 2.27 2.21 2.16 2.12 2.09
.050 4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59
15 .025 6.20 4.77 4.15 3.80 3.58 3.41 3.29 3.20 3.12
.010 8.68 6.36 5.42 4.89 4.56 4.32 4.14 4.00 3.89
.001 16.59 11.34 9.34 8.25 7.57 7.09 6.74 6.47 6.26
.100 3.05 2.67 2.46 2.33 2.24 2.18 2.13 2.09 2.06
.050 4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54
16 .025 6.12 4.69 4.08 3.73 3.50 3.34 3.22 3.12 3.05
.010 8.53 6.23 5.29 4.77 4.44 4.20 4.03 3.89 3.78
.001 16.12 10.97 9.01 7.94 7.27 6.80 6.46 6.19 5.98
.100 3.03 2.64 2.44 2.31 2.22 2.15 2.10 2.06 2.03
.050 4.45 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49
17 .025 6.04 4.62 4.01 3.66 3.44 3.28 3.16 3.06 2.98
.010 8.40 6.11 5.19 4.67 4.34 4.10 3.93 3.79 3.68
.001 15.72 10.66 8.73 7.68 7.02 6.56 6.22 5.96 5.75
Integre Technical Publishing Co., Inc. Moore/McCabe November 16, 2007 1:29 p.m. moore page T-15
Tables T-15
•
TABLE E
F critical values (continued)
Degrees of freedom in the numerator
10 12 15 20 25 30 40 50 60 120 1000
2.54 2.50 2.46 2.42 2.40 2.38 2.36 2.35 2.34 2.32 2.30
3.35 3.28 3.22 3.15 3.11 3.08 3.04 3.02 3.01 2.97 2.93
4.30 4.20 4.10 4.00 3.94 3.89 3.84 3.81 3.78 3.73 3.68
5.81 5.67 5.52 5.36 5.26 5.20 5.12 5.07 5.03 4.95 4.87
11.54 11.19 10.84 10.48 10.26 10.11 9.92 9.80 9.73 9.53 9.36
2.42 2.38 2.34 2.30 2.27 2.25 2.23 2.22 2.21 2.18 2.16
3.14 3.07 3.01 2.94 2.89 2.86 2.83 2.80 2.79 2.75 2.71
3.96 3.87 3.77 3.67 3.60 3.56 3.51 3.47 3.45 3.39 3.34
5.26 5.11 4.96 4.81 4.71 4.65 4.57 4.52 4.48 4.40 4.32
9.89 9.57 9.24 8.90 8.69 8.55 8.37 8.26 8.19 8.00 7.84
2.32 2.28 2.24 2.20 2.17 2.16 2.13 2.12 2.11 2.08 2.06
2.98 2.91 2.85 2.77 2.73 2.70 2.66 2.64 2.62 2.58 2.54
3.72 3.62 3.52 3.42 3.35 3.31 3.26 3.22 3.20 3.14 3.09
4.85 4.71 4.56 4.41 4.31 4.25 4.17 4.12 4.08 4.00 3.92
8.75 8.45 8.13 7.80 7.60 7.47 7.30 7.19 7.12 6.94 6.78
2.25 2.21 2.17 2.12 2.10 2.08 2.05 2.04 2.03 2.00 1.98
2.85 2.79 2.72 2.65 2.60 2.57 2.53 2.51 2.49 2.45 2.41
3.53 3.43 3.33 3.23 3.16 3.12 3.06 3.03 3.00 2.94 2.89
4.54 4.40 4.25 4.10 4.01 3.94 3.86 3.81 3.78 3.69 3.61
7.92 7.63 7.32 7.01 6.81 6.68 6.52 6.42 6.35 6.18 6.02
2.19 2.15 2.10 2.06 2.03 2.01 1.99 1.97 1.96 1.93 1.91
2.75 2.69 2.62 2.54 2.50 2.47 2.43 2.40 2.38 2.34 2.30
3.37 3.28 3.18 3.07 3.01 2.96 2.91 2.87 2.85 2.79 2.73
4.30 4.16 4.01 3.86 3.76 3.70 3.62 3.57 3.54 3.45 3.37
7.29 7.00 6.71 6.40 6.22 6.09 5.93 5.83 5.76 5.59 5.44
2.14 2.10 2.05 2.01 1.98 1.96 1.93 1.92 1.90 1.88 1.85
2.67 2.60 2.53 2.46 2.41 2.38 2.34 2.31 2.30 2.25 2.21
3.25 3.15 3.05 2.95 2.88 2.84 2.78 2.74 2.72 2.66 2.60
4.10 3.96 3.82 3.66 3.57 3.51 3.43 3.38 3.34 3.25 3.18
6.80 6.52 6.23 5.93 5.75 5.63 5.47 5.37 5.30 5.14 4.99
2.10 2.05 2.01 1.96 1.93 1.91 1.89 1.87 1.86 1.83 1.80
2.60 2.53 2.46 2.39 2.34 2.31 2.27 2.24 2.22 2.18 2.14
3.15 3.05 2.95 2.84 2.78 2.73 2.67 2.64 2.61 2.55 2.50
3.94 3.80 3.66 3.51 3.41 3.35 3.27 3.22 3.18 3.09 3.02
6.40 6.13 5.85 5.56 5.38 5.25 5.10 5.00 4.94 4.77 4.62
2.06 2.02 1.97 1.92 1.89 1.87 1.85 1.83 1.82 1.79 1.76
2.54 2.48 2.40 2.33 2.28 2.25 2.20 2.18 2.16 2.11 2.07
3.06 2.96 2.86 2.76 2.69 2.64 2.59 2.55 2.52 2.46 2.40
3.80 3.67 3.52 3.37 3.28 3.21 3.13 3.08 3.05 2.96 2.88
6.08 5.81 5.54 5.25 5.07 4.95 4.80 4.70 4.64 4.47 4.33
2.03 1.99 1.94 1.89 1.86 1.84 1.81 1.79 1.78 1.75 1.72
2.49 2.42 2.35 2.28 2.23 2.19 2.15 2.12 2.11 2.06 2.02
2.99 2.89 2.79 2.68 2.61 2.57 2.51 2.47 2.45 2.38 2.32
3.69 3.55 3.41 3.26 3.16 3.10 3.02 2.97 2.93 2.84 2.76
5.81 5.55 5.27 4.99 4.82 4.70 4.54 4.45 4.39 4.23 4.08
2.00 1.96 1.91 1.86 1.83 1.81 1.78 1.76 1.75 1.72 1.69
2.45 2.38 2.31 2.23 2.18 2.15 2.10 2.08 2.06 2.01 1.97
2.92 2.82 2.72 2.62 2.55 2.50 2.44 2.41 2.38 2.32 2.26
3.59 3.46 3.31 3.16 3.07 3.00 2.92 2.87 2.83 2.75 2.66
5.58 5.32 5.05 4.78 4.60 4.48 4.33 4.24 4.18 4.02 3.87
(Continued)
Integre Technical Publishing Co., Inc. Moore/McCabe November 16, 2007 1:29 p.m. moore page T-16
T-16 Tables
•
TABLE E
F critical values (continued)
Degrees of freedom in the numerator
p 1 2 3 4 5 6 7 8 9
.100 3.01 2.62 2.42 2.29 2.20 2.13 2.08 2.04 2.00
.050 4.41 3.55 3.16 2.93 2.77 2.66 2.58 2.51 2.46
18 .025 5.98 4.56 3.95 3.61 3.38 3.22 3.10 3.01 2.93
.010 8.29 6.01 5.09 4.58 4.25 4.01 3.84 3.71 3.60
.001 15.38 10.39 8.49 7.46 6.81 6.35 6.02 5.76 5.56
.100 2.99 2.61 2.40 2.27 2.18 2.11 2.06 2.02 1.98
.050 4.38 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42
19 .025 5.92 4.51 3.90 3.56 3.33 3.17 3.05 2.96 2.88
.010 8.18 5.93 5.01 4.50 4.17 3.94 3.77 3.63 3.52
.001 15.08 10.16 8.28 7.27 6.62 6.18 5.85 5.59 5.39
.100 2.97 2.59 2.38 2.25 2.16 2.09 2.04 2.00 1.96
.050 4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39
20 .025 5.87 4.46 3.86 3.51 3.29 3.13 3.01 2.91 2.84
.010 8.10 5.85 4.94 4.43 4.10 3.87 3.70 3.56 3.46
.001 14.82 9.95 8.10 7.10 6.46 6.02 5.69 5.44 5.24
.100 2.96 2.57 2.36 2.23 2.14 2.08 2.02 1.98 1.95
.050 4.32 3.47 3.07 2.84 2.68 2.57 2.49 2.42 2.37
21 .025 5.83 4.42 3.82 3.48 3.25 3.09 2.97 2.87 2.80
Degrees of freedom in the denominator
.010 8.02 5.78 4.87 4.37 4.04 3.81 3.64 3.51 3.40
.001 14.59 9.77 7.94 6.95 6.32 5.88 5.56 5.31 5.11
.100 2.95 2.56 2.35 2.22 2.13 2.06 2.01 1.97 1.93
.050 4.30 3.44 3.05 2.82 2.66 2.55 2.46 2.40 2.34
22 .025 5.79 4.38 3.78 3.44 3.22 3.05 2.93 2.84 2.76
.010 7.95 5.72 4.82 4.31 3.99 3.76 3.59 3.45 3.35
.001 14.38 9.61 7.80 6.81 6.19 5.76 5.44 5.19 4.99
.100 2.94 2.55 2.34 2.21 2.11 2.05 1.99 1.95 1.92
.050 4.28 3.42 3.03 2.80 2.64 2.53 2.44 2.37 2.32
23 .025 5.75 4.35 3.75 3.41 3.18 3.02 2.90 2.81 2.73
.010 7.88 5.66 4.76 4.26 3.94 3.71 3.54 3.41 3.30
.001 14.20 9.47 7.67 6.70 6.08 5.65 5.33 5.09 4.89
.100 2.93 2.54 2.33 2.19 2.10 2.04 1.98 1.94 1.91
.050 4.26 3.40 3.01 2.78 2.62 2.51 2.42 2.36 2.30
24 .025 5.72 4.32 3.72 3.38 3.15 2.99 2.87 2.78 2.70
.010 7.82 5.61 4.72 4.22 3.90 3.67 3.50 3.36 3.26
.001 14.03 9.34 7.55 6.59 5.98 5.55 5.23 4.99 4.80
.100 2.92 2.53 2.32 2.18 2.09 2.02 1.97 1.93 1.89
.050 4.24 3.39 2.99 2.76 2.60 2.49 2.40 2.34 2.28
25 .025 5.69 4.29 3.69 3.35 3.13 2.97 2.85 2.75 2.68
.010 7.77 5.57 4.68 4.18 3.85 3.63 3.46 3.32 3.22
.001 13.88 9.22 7.45 6.49 5.89 5.46 5.15 4.91 4.71
.100 2.91 2.52 2.31 2.17 2.08 2.01 1.96 1.92 1.88
.050 4.23 3.37 2.98 2.74 2.59 2.47 2.39 2.32 2.27
26 .025 5.66 4.27 3.67 3.33 3.10 2.94 2.82 2.73 2.65
.010 7.72 5.53 4.64 4.14 3.82 3.59 3.42 3.29 3.18
.001 13.74 9.12 7.36 6.41 5.80 5.38 5.07 4.83 4.64
.100 2.90 2.51 2.30 2.17 2.07 2.00 1.95 1.91 1.87
.050 4.21 3.35 2.96 2.73 2.57 2.46 2.37 2.31 2.25
27 .025 5.63 4.24 3.65 3.31 3.08 2.92 2.80 2.71 2.63
.010 7.68 5.49 4.60 4.11 3.78 3.56 3.39 3.26 3.15
.001 13.61 9.02 7.27 6.33 5.73 5.31 5.00 4.76 4.57
Integre Technical Publishing Co., Inc. Moore/McCabe November 16, 2007 1:29 p.m. moore page T-17
Tables T-17
•
TABLE E
F critical values (continued)
Degrees of freedom in the numerator
10 12 15 20 25 30 40 50 60 120 1000
1.98 1.93 1.89 1.84 1.80 1.78 1.75 1.74 1.72 1.69 1.66
2.41 2.34 2.27 2.19 2.14 2.11 2.06 2.04 2.02 1.97 1.92
2.87 2.77 2.67 2.56 2.49 2.44 2.38 2.35 2.32 2.26 2.20
3.51 3.37 3.23 3.08 2.98 2.92 2.84 2.78 2.75 2.66 2.58
5.39 5.13 4.87 4.59 4.42 4.30 4.15 4.06 4.00 3.84 3.69
1.96 1.91 1.86 1.81 1.78 1.76 1.73 1.71 1.70 1.67 1.64
2.38 2.31 2.23 2.16 2.11 2.07 2.03 2.00 1.98 1.93 1.88
2.82 2.72 2.62 2.51 2.44 2.39 2.33 2.30 2.27 2.20 2.14
3.43 3.30 3.15 3.00 2.91 2.84 2.76 2.71 2.67 2.58 2.50
5.22 4.97 4.70 4.43 4.26 4.14 3.99 3.90 3.84 3.68 3.53
1.94 1.89 1.84 1.79 1.76 1.74 1.71 1.69 1.68 1.64 1.61
2.35 2.28 2.20 2.12 2.07 2.04 1.99 1.97 1.95 1.90 1.85
2.77 2.68 2.57 2.46 2.40 2.35 2.29 2.25 2.22 2.16 2.09
3.37 3.23 3.09 2.94 2.84 2.78 2.69 2.64 2.61 2.52 2.43
5.08 4.82 4.56 4.29 4.12 4.00 3.86 3.77 3.70 3.54 3.40
1.92 1.87 1.83 1.78 1.74 1.72 1.69 1.67 1.66 1.62 1.59
2.32 2.25 2.18 2.10 2.05 2.01 1.96 1.94 1.92 1.87 1.82
2.73 2.64 2.53 2.42 2.36 2.31 2.25 2.21 2.18 2.11 2.05
3.31 3.17 3.03 2.88 2.79 2.72 2.64 2.58 2.55 2.46 2.37
4.95 4.70 4.44 4.17 4.00 3.88 3.74 3.64 3.58 3.42 3.28
1.90 1.86 1.81 1.76 1.73 1.70 1.67 1.65 1.64 1.60 1.57
2.30 2.23 2.15 2.07 2.02 1.98 1.94 1.91 1.89 1.84 1.79
2.70 2.60 2.50 2.39 2.32 2.27 2.21 2.17 2.14 2.08 2.01
3.26 3.12 2.98 2.83 2.73 2.67 2.58 2.53 2.50 2.40 2.32
4.83 4.58 4.33 4.06 3.89 3.78 3.63 3.54 3.48 3.32 3.17
1.89 1.84 1.80 1.74 1.71 1.69 1.66 1.64 1.62 1.59 1.55
2.27 2.20 2.13 2.05 2.00 1.96 1.91 1.88 1.86 1.81 1.76
2.67 2.57 2.47 2.36 2.29 2.24 2.18 2.14 2.11 2.04 1.98
3.21 3.07 2.93 2.78 2.69 2.62 2.54 2.48 2.45 2.35 2.27
4.73 4.48 4.23 3.96 3.79 3.68 3.53 3.44 3.38 3.22 3.08
1.88 1.83 1.78 1.73 1.70 1.67 1.64 1.62 1.61 1.57 1.54
2.25 2.18 2.11 2.03 1.97 1.94 1.89 1.86 1.84 1.79 1.74
2.64 2.54 2.44 2.33 2.26 2.21 2.15 2.11 2.08 2.01 1.94
3.17 3.03 2.89 2.74 2.64 2.58 2.49 2.44 2.40 2.31 2.22
4.64 4.39 4.14 3.87 3.71 3.59 3.45 3.36 3.29 3.14 2.99
1.87 1.82 1.77 1.72 1.68 1.66 1.63 1.61 1.59 1.56 1.52
2.24 2.16 2.09 2.01 1.96 1.92 1.87 1.84 1.82 1.77 1.72
2.61 2.51 2.41 2.30 2.23 2.18 2.12 2.08 2.05 1.98 1.91
3.13 2.99 2.85 2.70 2.60 2.54 2.45 2.40 2.36 2.27 2.18
4.56 4.31 4.06 3.79 3.63 3.52 3.37 3.28 3.22 3.06 2.91
1.86 1.81 1.76 1.71 1.67 1.65 1.61 1.59 1.58 1.54 1.51
2.22 2.15 2.07 1.99 1.94 1.90 1.85 1.82 1.80 1.75 1.70
2.59 2.49 2.39 2.28 2.21 2.16 2.09 2.05 2.03 1.95 1.89
3.09 2.96 2.81 2.66 2.57 2.50 2.42 2.36 2.33 2.23 2.14
4.48 4.24 3.99 3.72 3.56 3.44 3.30 3.21 3.15 2.99 2.84
1.85 1.80 1.75 1.70 1.66 1.64 1.60 1.58 1.57 1.53 1.50
2.20 2.13 2.06 1.97 1.92 1.88 1.84 1.81 1.79 1.73 1.68
2.57 2.47 2.36 2.25 2.18 2.13 2.07 2.03 2.00 1.93 1.86
3.06 2.93 2.78 2.63 2.54 2.47 2.38 2.33 2.29 2.20 2.11
4.41 4.17 3.92 3.66 3.49 3.38 3.23 3.14 3.08 2.92 2.78
(Continued)
Integre Technical Publishing Co., Inc. Moore/McCabe November 16, 2007 1:29 p.m. moore page T-18
T-18 Tables
•
TABLE E
F critical values (continued)
Degrees of freedom in the numerator
p 1 2 3 4 5 6 7 8 9
.100 2.89 2.50 2.29 2.16 2.06 2.00 1.94 1.90 1.87
.050 4.20 3.34 2.95 2.71 2.56 2.45 2.36 2.29 2.24
28 .025 5.61 4.22 3.63 3.29 3.06 2.90 2.78 2.69 2.61
.010 7.64 5.45 4.57 4.07 3.75 3.53 3.36 3.23 3.12
.001 13.50 8.93 7.19 6.25 5.66 5.24 4.93 4.69 4.50
.100 2.89 2.50 2.28 2.15 2.06 1.99 1.93 1.89 1.86
.050 4.18 3.33 2.93 2.70 2.55 2.43 2.35 2.28 2.22
29 .025 5.59 4.20 3.61 3.27 3.04 2.88 2.76 2.67 2.59
.010 7.60 5.42 4.54 4.04 3.73 3.50 3.33 3.20 3.09
.001 13.39 8.85 7.12 6.19 5.59 5.18 4.87 4.64 4.45
.100 2.88 2.49 2.28 2.14 2.05 1.98 1.93 1.88 1.85
.050 4.17 3.32 2.92 2.69 2.53 2.42 2.33 2.27 2.21
30 .025 5.57 4.18 3.59 3.25 3.03 2.87 2.75 2.65 2.57
.010 7.56 5.39 4.51 4.02 3.70 3.47 3.30 3.17 3.07
.001 13.29 8.77 7.05 6.12 5.53 5.12 4.82 4.58 4.39
.100 2.84 2.44 2.23 2.09 2.00 1.93 1.87 1.83 1.79
.050 4.08 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.12
40 .025 5.42 4.05 3.46 3.13 2.90 2.74 2.62 2.53 2.45
Degrees of freedom in the denominator
.010 7.31 5.18 4.31 3.83 3.51 3.29 3.12 2.99 2.89
.001 12.61 8.25 6.59 5.70 5.13 4.73 4.44 4.21 4.02
.100 2.81 2.41 2.20 2.06 1.97 1.90 1.84 1.80 1.76
.050 4.03 3.18 2.79 2.56 2.40 2.29 2.20 2.13 2.07
50 .025 5.34 3.97 3.39 3.05 2.83 2.67 2.55 2.46 2.38
.010 7.17 5.06 4.20 3.72 3.41 3.19 3.02 2.89 2.78
.001 12.22 7.96 6.34 5.46 4.90 4.51 4.22 4.00 3.82
.100 2.79 2.39 2.18 2.04 1.95 1.87 1.82 1.77 1.74
.050 4.00 3.15 2.76 2.53 2.37 2.25 2.17 2.10 2.04
60 .025 5.29 3.93 3.34 3.01 2.79 2.63 2.51 2.41 2.33
.010 7.08 4.98 4.13 3.65 3.34 3.12 2.95 2.82 2.72
.001 11.97 7.77 6.17 5.31 4.76 4.37 4.09 3.86 3.69
.100 2.76 2.36 2.14 2.00 1.91 1.83 1.78 1.73 1.69
.050 3.94 3.09 2.70 2.46 2.31 2.19 2.10 2.03 1.97
100 .025 5.18 3.83 3.25 2.92 2.70 2.54 2.42 2.32 2.24
.010 6.90 4.82 3.98 3.51 3.21 2.99 2.82 2.69 2.59
.001 11.50 7.41 5.86 5.02 4.48 4.11 3.83 3.61 3.44
.100 2.73 2.33 2.11 1.97 1.88 1.80 1.75 1.70 1.66
.050 3.89 3.04 2.65 2.42 2.26 2.14 2.06 1.98 1.93
200 .025 5.10 3.76 3.18 2.85 2.63 2.47 2.35 2.26 2.18
.010 6.76 4.71 3.88 3.41 3.11 2.89 2.73 2.60 2.50
.001 11.15 7.15 5.63 4.81 4.29 3.92 3.65 3.43 3.26
.100 2.71 2.31 2.09 1.95 1.85 1.78 1.72 1.68 1.64
.050 3.85 3.00 2.61 2.38 2.22 2.11 2.02 1.95 1.89
1000 .025 5.04 3.70 3.13 2.80 2.58 2.42 2.30 2.20 2.13
.010 6.66 4.63 3.80 3.34 3.04 2.82 2.66 2.53 2.43
.001 10.89 6.96 5.46 4.65 4.14 3.78 3.51 3.30 3.13
Integre Technical Publishing Co., Inc. Moore/McCabe November 16, 2007 1:29 p.m. moore page T-19
Tables T-19
•
TABLE E
F critical values (continued)
Degrees of freedom in the numerator
10 12 15 20 25 30 40 50 60 120 1000
1.84 1.79 1.74 1.69 1.65 1.63 1.59 1.57 1.56 1.52 1.48
2.19 2.12 2.04 1.96 1.91 1.87 1.82 1.79 1.77 1.71 1.66
2.55 2.45 2.34 2.23 2.16 2.11 2.05 2.01 1.98 1.91 1.84
3.03 2.90 2.75 2.60 2.51 2.44 2.35 2.30 2.26 2.17 2.08
4.35 4.11 3.86 3.60 3.43 3.32 3.18 3.09 3.02 2.86 2.72
1.83 1.78 1.73 1.68 1.64 1.62 1.58 1.56 1.55 1.51 1.47
2.18 2.10 2.03 1.94 1.89 1.85 1.81 1.77 1.75 1.70 1.65
2.53 2.43 2.32 2.21 2.14 2.09 2.03 1.99 1.96 1.89 1.82
3.00 2.87 2.73 2.57 2.48 2.41 2.33 2.27 2.23 2.14 2.05
4.29 4.05 3.80 3.54 3.38 3.27 3.12 3.03 2.97 2.81 2.66
1.82 1.77 1.72 1.67 1.63 1.61 1.57 1.55 1.54 1.50 1.46
2.16 2.09 2.01 1.93 1.88 1.84 1.79 1.76 1.74 1.68 1.63
2.51 2.41 2.31 2.20 2.12 2.07 2.01 1.97 1.94 1.87 1.80
2.98 2.84 2.70 2.55 2.45 2.39 2.30 2.25 2.21 2.11 2.02
4.24 4.00 3.75 3.49 3.33 3.22 3.07 2.98 2.92 2.76 2.61
1.76 1.71 1.66 1.61 1.57 1.54 1.51 1.48 1.47 1.42 1.38
2.08 2.00 1.92 1.84 1.78 1.74 1.69 1.66 1.64 1.58 1.52
2.39 2.29 2.18 2.07 1.99 1.94 1.88 1.83 1.80 1.72 1.65
2.80 2.66 2.52 2.37 2.27 2.20 2.11 2.06 2.02 1.92 1.82
3.87 3.64 3.40 3.14 2.98 2.87 2.73 2.64 2.57 2.41 2.25
1.73 1.68 1.63 1.57 1.53 1.50 1.46 1.44 1.42 1.38 1.33
2.03 1.95 1.87 1.78 1.73 1.69 1.63 1.60 1.58 1.51 1.45
2.32 2.22 2.11 1.99 1.92 1.87 1.80 1.75 1.72 1.64 1.56
2.70 2.56 2.42 2.27 2.17 2.10 2.01 1.95 1.91 1.80 1.70
3.67 3.44 3.20 2.95 2.79 2.68 2.53 2.44 2.38 2.21 2.05
1.71 1.66 1.60 1.54 1.50 1.48 1.44 1.41 1.40 1.35 1.30
1.99 1.92 1.84 1.75 1.69 1.65 1.59 1.56 1.53 1.47 1.40
2.27 2.17 2.06 1.94 1.87 1.82 1.74 1.70 1.67 1.58 1.49
2.63 2.50 2.35 2.20 2.10 2.03 1.94 1.88 1.84 1.73 1.62
3.54 3.32 3.08 2.83 2.67 2.55 2.41 2.32 2.25 2.08 1.92
1.66 1.61 1.56 1.49 1.45 1.42 1.38 1.35 1.34 1.28 1.22
1.93 1.85 1.77 1.68 1.62 1.57 1.52 1.48 1.45 1.38 1.30
2.18 2.08 1.97 1.85 1.77 1.71 1.64 1.59 1.56 1.46 1.36
2.50 2.37 2.22 2.07 1.97 1.89 1.80 1.74 1.69 1.57 1.45
3.30 3.07 2.84 2.59 2.43 2.32 2.17 2.08 2.01 1.83 1.64
1.63 1.58 1.52 1.46 1.41 1.38 1.34 1.31 1.29 1.23 1.16
1.88 1.80 1.72 1.62 1.56 1.52 1.46 1.41 1.39 1.30 1.21
2.11 2.01 1.90 1.78 1.70 1.64 1.56 1.51 1.47 1.37 1.25
2.41 2.27 2.13 1.97 1.87 1.79 1.69 1.63 1.58 1.45 1.30
3.12 2.90 2.67 2.42 2.26 2.15 2.00 1.90 1.83 1.64 1.43
1.61 1.55 1.49 1.43 1.38 1.35 1.30 1.27 1.25 1.18 1.08
1.84 1.76 1.68 1.58 1.52 1.47 1.41 1.36 1.33 1.24 1.11
2.06 1.96 1.85 1.72 1.64 1.58 1.50 1.45 1.41 1.29 1.13
2.34 2.20 2.06 1.90 1.79 1.72 1.61 1.54 1.50 1.35 1.16
2.99 2.77 2.54 2.30 2.14 2.02 1.87 1.77 1.69 1.49 1.22
CHAPTER 9. F-TEST AND ANALYSIS OF VARIANCE (ANOVA). 9.2. USES OF F−DISTRIBUTION.
3. Pumpkins were grown under two experimental conditions. Two random samples of 11
and 9 pumpkins show the sample standard deviations of their weights as 0.8 and 0.5
respectively. Assuming that the weight distributions are normal, test the hypothesis that
the true variances are equal, against the alternative that they are not at 10% level.
4. The nicotine contents in two random samples of tobacco are given below:
Sample 1 20 23 25 28 29
Sample 2 22 27 28 30 31 36
Can we regard the variances of the nicotine contents of the populations from which sam-
ples are drawn as equal?[LOS 5%]
5. The nicotine contents in two random samples of tobacco are given below-
Sample 1 21 24 25 26 27
Sample 2 22 27 28 30 31 36
Can we say that the two samples came from the same population? Test at 5% LOS.
6. The following data represent a random sample of end-of-year bonuses for lower-level
managerial personnel employed by a large firm. Bonuses are expressed in percentage of
yearly salary.
Female 6.2 9.2 8.0 7.7 8.4 9.1 7.4 6.7
Male 8.9 10.0 9.4 8.8 12.0 9.9 11.7 9.8
Test at α = 0.01 whether we can regard the variances of the populations from which
samples are drawn as equal ?
7. Two random samples gave the following data:
Sample No. Size Mean Variance
1 8 9.6 1.2
2 11 16.5 2.5
Can we conclude that the two samples have been drawn from the same normal population?[LOS 5%]
Answers
307
9.2. USES OF F−DISTRIBUTION. CHAPTER 9. F-TEST AND ANALYSIS OF VARIANCE (ANOVA).
308
CHAPTER 9. F-TEST AND (ANOVA) 9.4. ONE WAY ANOVA
1. Present your conclusions after doing analysis of variance to the following results of the
experiment conducted in respect to five fertilizers used on plots of different fertility.
[F0.05 = 2.78]
A B C D E
16 10 16 9 9
E C A B D
10 9 14 12 11
B D E C A
15 8 8 10 18
D E B A C
12 6 13 13 12
C A D E B
13 11 10 7 14
2. To test whether the mean time needed to mix a batch of material is the same for machines
produced by three manufacturers, the Jacobs Chemical Company obtained the following
data on the time (in minutes) needed to mix the material.
I 20 26 24 22
II 28 26 31 27
III 20 19 23 22
Use these data to test whether the population mean times for mixing a batch of material
differ for the three manufacturers. [F0.05 = 4.26]
3. To study the effect of temperature on yield in a chemical process, five batches were pro-
duced at each of three temperature levels. The results follow-
500C 600C 700C
34 30 23
24 31 28
36 34 28
39 23 30
32 27 31
Perform the analysis of variance on this data. Use a .05 level of significance to test whether
the temperature level has an effect on the mean yield of the process. [F0.05 = 3.89]
4. The following data are from an experimental designed to investigate the perception of cor-
porate ethical values among individuals specializing in marketing (higher scores indicate
higher ethical values). Use a .05 level of significance to test for differences in perception
among the three groups. Set up ANOVA table and Interpret your results.[F0.05 = 3.68]
Marketing Managers 6 5 4 5 6 4
Marketing Research 5 5 4 4 5 4
Advertising 6 7 6 5 6 6
5. To test the significance of the variation of the retail prices of a commodity in three prin-
ciple cities: Mumbai, Kolkata and Delhi, four shops were chosen at random in each city
and prices observed in rupees were as follows:
321
9.4. ONE WAY ANOVA CHAPTER 9. F-TEST AND (ANOVA)
Mumbai 16 8 12 14
Culcutta 14 10 10 6
Delhi 4 10 8 8
Do the data indicate that the prices in the three cities are significantly different? (F0.05 =
4.26).
6. Listed below are measured amounts of greenhouse gas emissions from cars in three dif-
ferent categories. The measurements are in tons per year, expressed as CO2 equivalents.
Use a 0.05 significance level to test the claim that the different car categories have the
same mean amount of greenhouse gas emissions. Based on the results, does the number
of cylinders appear to affect the amount of greenhouse gas emissions?
Four cylinder 7.2 7.9 6.8 7.4 6.5 6.6 6.7 6.5 6.5
Six cylinder 8.7 7.7 7.7 8.7 8.2 9.0 9.3 7.4
Eight cylinder 9.3 9.1 9.4 8.6 8.7 9.3 9.3
7. Four salesmen A, B,C and D were posted in different areas by a company. The number of
units of commodity X sold by them are as follows-
A 20 23 28 29
B 25 32 30 21
C 23 28 35 18
D 15 21 19 25
on the basis of the information, can it be concluded that there is a significant difference in
the performance of the four salesmen?
8. Suppose the National Transportation Safety Board (NTSB) wants to examine the safety
of compact cars, midsize cars, and full-size cars. It collects a sample of three for each of
the treatments (cars types). Test whether the cars differs in pressure applied to the driver’s
head during a crash test. [α = 0.05]
Compact car Midsize car Full size car
643 469 484
655 427 456
702 525 402
625 465 430
9. A manufacturing company has purchased three new machines of different makes and
wishes to determine whether one of them is faster than the other in producing a certain
output. Five hourly producing figures are observed at random from each machine and the
results are given below-
Observation M1 M2 M3
1 25 31 24
2 30 39 30
3 36 38 28
4 38 42 25
5 31 35 28
Determine whether the machines are significantly different in their speed?
10. The following table gives the yields of wheat from 16 plots, all of approximately equal
fertility, when 4 variety of wheat were cultivated in a completely randomized fashion. test
322
CHAPTER 9. F-TEST AND (ANOVA) 9.4. ONE WAY ANOVA
11. The number of automobiles arriving at 4 toll gates were recorded for a 2 hours time period
(10 : 00 − 12 : 00) for each of the six working days. The data are as follows-
Mon Tue Wed Thu Fri Sat
Gate 1 20 21 23 22 19 16
Gate 2 15 23 22 19 12 18
Gate 3 13 19 24 18 15 21
Gate 4 30 29 22 32 16 17
Determine whether the arrival is the same at each toll gate. Test at LOS 1%.
Answers
1. We may conclude that at least two fertilizers are differ significantly.
2. Differ significantly for the three manufacturers.
3. There is no significant difference in the mean yield of the process due to the temperature
level.
4. The null hypothesis is rejected.
5. The differences between the retail prices of the commodity in the three cities are not
significant.
6. The number of cylinders appear affects the amount of greenhouse gas emissions.
7. There is no significant difference in the performance of the four salesmen.
8. The cars differ in pressure applied to the driver’s head during a crash test.
9. There is a significant difference in the speeds of the three machines.
10. There is a significant difference difference between the varieties.
11. The arrival is the same at each toll gate.
323
CHAPTER 9. F-TEST AND (ANOVA) 9.5. TWO WAY ANOVA
1. The following data represents the number of units of production per day turned out by 5
different workers using 4 different types of machines:
Machine type
A B C D
1 44 38 47 36
Workers 2 46 40 52 43
3 34 36 44 32
4 43 38 46 33
5 38 42 49 39
Test whether the (a) five workers differ with respect to mean productivity. (b) mean
productivity is the same for four different machine types.
2. Four different drugs have been developed for a certain disease. These drugs are used in 3
different hospitals and the results given below show the number of cases of recovery from
the disease per 100 people who have taken drugs. Determine whether(a) the drugs are
same in their effect. (b) the recovery cases differ in hospitals.[Test at 1% LOS]
Drugs
Hospitals D1 D2 D3 D4
H1 19 8 23 8
H2 10 9 12 6
H3 11 13 13 10
3. The following table gives the gains in weights of 4 different types of cows fed on 3 differ-
ent rations over a period. Test at 5% whether (i) the difference in the rations is significant,
(ii) the 4 types of cows differ significantly in gaining weight.
Types of cow
Ration I II III IV
A 13.8 15.7 16.0 20.2
B 8.7 11.8 9.0 12.9
C 12.0 16.5 13.3 12.5
5. Four experiments determine the moisture content of samples of a powder, each observer
337
9.5. TWO WAY ANOVA CHAPTER 9. F-TEST AND (ANOVA)
taking a sample from each of the four consignments. The assessments are given below-
Consignement
A B C D
Observer I 9 10 9 8
II 12 11 9 7
III 11 10 10 9
Determine whether there is any significant difference between consignments or between
observers.[α = 0.05]
Answers
1. (i) the mean productivity is not the same for four different machine types.
(ii) the five workers differ with respect to mean productivity.
2. (i) the drugs are same in their effect. (ii) the recovery cases are the same in hospitals.
3. (i) the difference in the rations is not significant (ii) the 4 types of cows differ significantly
in gaining weight.
4. (i) the difference in the breeds is not significant (ii) the difference in the rations is not
significant.
5. (i) there is no significant difference between consignments. (ii) there is no significant
difference between observers.
338
Standard deviation measures the dispersion of a set of values, providing insights into the consistency and reliability of production processes. In comparing product quality, like battery performance, a lower standard deviation signifies a more consistent process. For example, in testing battery performance, the older batteries had a standard deviation of 32 minutes compared to the new ones' 45 minutes, indicating more variability in the new batch despite the higher mean performance. Thus, assessments of quality should incorporate both mean performance and standard deviation as key metrics to inform production quality decisions .
A drug efficacy claim might fail based on sample testing if the sample size is not statistically adequate to support conclusions, or if the sample does not reflect the population. Additionally, the variability within the sample, the level of expected differences, and the significance level influence results. For example, if a study claimed equal effectiveness of a drug for men and women but found significant variance in outcome proportions (38% of women and 51% of men catching a cold), it may suggest the claim of similar effectiveness is statistically unsupported. Establishing the parameters of significance (e.g., 0.02 level) and consistent sampling methods are crucial factors .
Hypothesis testing at different significance levels can dramatically alter the acceptance or rejection of null hypotheses in statistical studies. Lower significance levels (e.g., 0.01) require stronger evidence to reject the null hypothesis as compared to higher levels (e.g., 0.05). In the context of product testing, such as evaluating the life of light bulbs or battery performance, a 2% level of significance would demand more compelling evidence to declare one product superior over another compared to a 5% level, potentially shifting conclusions about product effectiveness or quality claims .
A researcher may encounter difficulties such as sample size bias, which impacts the estimation accuracy of population variance from sample standard deviation. A small sample might not capture the full variability depicted by the larger population, leading to either overestimated or underestimated variance. Another challenge is ensuring the sample is representative. For example, when a manufacturer's light bulb production shows an unexpected sample standard deviation, discerning whether this deviation reflects broader production inconsistencies or sample anomalies within statistical confidence limits becomes a critical consideration .
When testing differences between sample proportions for two groups, sample sizes and variance between groups must be considered. The hypothesis test should account for possible biases in sample selection and should check for consistency with the population distributions. For example, in the test of smoking rates between undergraduates and postgraduates, despite having different sample sizes (1600 versus 900), care must be taken to maintain an appropriate level of statistical significance (such as 1%) to accurately conclude if one group has a significantly different proportion than the other .
The addition of a marketing display increased the average daily usage rate of a weighing machine from 260 to 280 persons, over 150 days. A statistical test at a 0.05 level of significance can be employed to evaluate this change. However, since the increase is relatively small and compares averages over a significant population with standard deviations, the statistical significance of this change needs thorough assessment. In this instance, the resultant significance level did indicate that the marketing display had a statistically meaningful impact on machine usage .
Confidence intervals provide a range within which the true parameter value lies with a certain probability, increasing the reliability of statistical conclusions. They reflect the precision of the estimate and are constructed considering sample variance and size. For instance, when testing if a new drug is more effective for women, a confidence interval around the proportion of effectiveness (e.g., lower and upper limits) helps assess the robustness of the efficacy claim. A narrow interval suggests a more reliable estimate, while a wider interval indicates more uncertainty in the estimate but gives a comprehensive view of potential outcomes .
To determine if a new product has improved performance over an old one, a t-test for comparing two means can be used. Necessary parameters for this test include the sample means of both the new and old products, the standard deviations, the sample sizes, and the desired level of significance. In the battery example, the test showed that new batteries lasted an average of 200 minutes compared to the old batteries' 190 minutes, using standard deviations of 45 and 32 minutes respectively, which helped confirm performance improvement conclusively at a 0.05 significance level .
A candidate's sample survey could lead to false conclusions about support levels if the sample size is inadequate or not representative of the population. For instance, if a sample survey of 10,000 voters shows 44.2% support, but the candidate believes 45% voter support is needed to win, statistical tests must verify this belief at an appropriate confidence level before making decisions based on these results. Misinterpreting this data or failing to account for margins of error with levels of significance (such as 5%) can lead to erroneous conclusions about actual levels of voter support .
Increasing the number of sales channels in a queuing system does not always lead to reduced wait times per customer if the service rate factors are not considered effectively. According to the source, a single channel with a higher mean service rate can be better than multiple channels with lower combined service rates. In the example, a single channel with a service rate of 30 operations per hour was more efficient than three parallel channels with a total combined service rate of 30/h (10 operations per channel), demonstrating that merely increasing channel numbers without addressing service rates may not improve efficiency .