THE UNIVERSITY OF NEW SOUTH WALES DEPARTMENT OF STATISTICS Exercises for MATH3811, Statistical Inference One Sample Problems. Two Sample Problems 1. In a study of drug abuse in a suburb A it was found that the median I.Q. of arrested abusers who were 16 years of age or older was 107. In order to test whether the median I.Q. of arrested abusers aged 16 or more in another suburb B is also 107, the I.Q.’s of 12 such persons from the suburb B were determined and are given below: 108, 111, 99, 127, 109, 100, 90, 94, 135, 104, 119, 117 a) Carry out an appropriate sign test. b) Give a non-parametric point estimate and find 95% confidence limits for the median I.Q. of drug abusers aged 16 or more in the suburb B. 2. The following table gives the level of the chemical serotonin in the blood of a patient before and after injecting 2.5mg of the drug reserpine. Patient 1 2 3 4 5 6 7 8 9 10 Level before 0.61 0.59 0.68 0.67 0.70 0.56 0.64 0.59 0.64 0.64 Level after 0.56 0.46 0.59 0.53 0.79 0.50 0.54 0.52 0.72 0.60 a) Carry out a sign test of the hypothesis that there is no difference in the serotonin level of a patient before and after injecting reserpine. What assumptions need to be made to carry out the test? b) Also carry out a Wilcoxon signed rank test of the same hypothesis stating the assumptions needed to be made for the test to be valid. 3. A psychological experiment was conducted to compare the length of response time (in seconds) for two different stimuli. In order to remove natural person-to person variability in the responses both stimuli were applied to each of nine subjects, thus permitting an analysis of the difference between stimuli within each person. Subject 1 2 3 4 5 6 7 8 9 Stimulus 1 9.4 7.8 5.6 12.1 6.9 4.2 8.8 7.7 6.4 Stimulus 2 10.3 8.9 4.1 14.7 8.7 7.1 11.3 5.2 7.8 Use the sign test to determine whether sufficient evidence exists to indicate a difference in mean response for the two stimuli. State the actual level of significance of your test. 4. In a controlled environment laboratory, ten men and ten women were tested to determine the room temperature they found to be most comfortable. The results were as follows: Men: 74 72 77 76 76 73 75 73 74 75 Women: 75 77 78 79 77 73 78 79 78 80 Stating the assumptions you need to make, carry out a Wilcoxon test of the hypothesis that the average comfortable temperature is the same for men and women. State the exact level of significance of your test procedure. 5. In an annual survey to determine whether state pay scales were commensurate with private sector salaries, government and private workers were matched as closely as possible (with respect to the type of job, educational background, years experience, etc.) and the salaries of the matched pairs were obtained. The data in the table are the annual salaries for 12 such matched pairs: 1 Private: Government: 12500 11750 22300 20900 14500 14800 32300 29900 20800 21500 19200 18400 15800 14500 17500 17900 23300 21400 42100 43200 16800 15200 14500 14200 Test the hypothesis H0 of equal pay versus the alternative that government workers are generally paid less than their counterparts in the private sector using the signed rank test. 6. The recorded high temperature in a Florida resort town for each of 10 consecutive days during the month of January of this year is compared with the historical average high for the same days in previous years and noted as either above historical average (A) or below historical average (B). For the data A A B A B B A A A B, test the null hypothesis of random direction of deviation from average high temperature against the alternative of nonrandomness, using level 0.05. 7. A random sample of seven boys was selected from a group of boys in a senior class who lived on farms. Another random sample of nine boys was selected from a group of boys in the same class who lived in town. A test was devised and given to these sixteen boys to see whether farm boys in general were more physically fit than town boys. The scores of the farm boys (Xi ) and the town boys (Yi ) are as follows: Xi (Farm boys): 14.8 5.6 9 10.6 12.9 11.4 2.7 Yi (Town boys): 2.4 7.9 10.6 9.1 10.6 5.0 18.6 5.6 4 Carry out a Wilcoxon test of the hypothesis that there is no difference in the physical fitness of farm boys and town boys. 8. A report on the histamine level for a sample of 9 individuals classified as allergics and another sample of 13 individuals classified as nonallergics is given below: Allergics 67.6 39.6 1651 100 65.9 1112 31 102.4 64.7 Nonallergics 34.3 27.3 35.4 48.1 5.2 29.1 4.7 41.7 48 6.6 18.9 32.4 45.5 Does the data indicate at level 1% that there is a difference in true average histamine level between allergics and nonallergics? (Since both sample sizes exceed 8, use the normal approximation to the Wilcoxon statistic.) 9. X and Y are two continuous random variables with cumulative distribution functions F (t) and F (t − θ) respectively. Let X1 , X2 , . . . , Xm and Y1 , Y2 , . . . , Yn denote random samples from the two populations and suppose P (Y < X) = ω. R∞ a) Prove that ω = −∞ F (x − θ)f (x)dx. Hence verify that ω = 0.5 when θ = 0. b) Consider the Mann-Whitney statistic U= m X n X h(Xi − Yj ), h(u) = I(0,∞) (u). i=1 j=1 Find E(U ) and an unbiased estimator of ω. 10. Twenty four “alcohol-dependent” male patients at an alcohol treatment center were randomly assigned to two groups. The control group patients were given a traditional treatment program. The treatment group patients were given the traditional treatment program plus a class in social skills training (SST). After being discharged from the program, each patient reported- in 2-week intervalsthe quantity of alcohol consumed, the number of days prior to his first drink, the number of sober days, the days worked, the times admitted to an institution, and the nights slept at home. Reports were verified by other sources (wifes or family members). (Such data can be unreliable !) One patient in the SST group, discovered to be an opiate addict, disappeared after discharge and submitted no reports. The remaining 23 patients reported faithfully for a year. The results for alcohol intake (cl of pure alcohol for 1 year) are given below: Control: 1042, 1617, 1180, 973, 1552, 1251, 1151, 1511, 728, 1079, 951, 1319. SST: 874, 389, 612, 798, 1152, 893, 541, 741, 1064, 862, 213. Test H0 of equal alcohol intakes versus the alternative that the SST group tends to have lower alcohol intakes at α = 0.05. Use the exact Wilcoxon rank sum test and the large-sample approximation to it. Report and compare the results. 2 Answers 1) a) Accept H0 ; b) point estimate: 108.5; (99,119) (96.2%) confidence limits ) 2) Accept H0 (ie. decide there is no difference) 3) Accept H0 at 5% level. 4) Reject H0 5) Reject H0 of equal pay 6) Do not reject the hypothesis of randomness 7) Accept H0 8) Z statistic= 3.17 Reject H0 at 1% level. 9) b) mnω, U/(mn) 10) n = 12, m = 11, exact: W = 81, normal approximation= −3.14, reject H0 . 3