Statistics for Data Science - 2

Week 7 practice Assignment

Statistics from samples and Limit theorems

1. A population has mean 60 and standard deviation 6. Random samples of size 100 from
this population are collected independently. Find the expected value of the sample mean.
Solution:
We know that expected value of the sample mean X is given by

E[X] = µ
= 60

2. Let X1 , X2 , X3 , X4 and X5 ∼ i.i.d. Normal(2, 25). Calculate P (2X1 + X2 + 3X3 + X4 +

X5 ≥ 10).

1. FZ (0.3)
2. 1 − FZ (0.3)
3. FZ (−0.3)
4. 1 − FZ (−0.3)

Solution:

We know that linear combination of independent Normal distributions is again a normal

distribution.

Hence, 2X1 + X2 + 3X3 + X4 + X5 will follow a Normal distribution.

Let Y = 2X1 + X2 + 3X3 + X4 + X5
E[Y ] = E[2X1 + X2 + 3X3 + X4 + X5 ] = (2 + 1 + 3 + 1 + 1)E[X] = 16
Var(Y ) = Var(2X1 + X2 + 3X3 + X4 + X5 ) = (4 + 1 + 9 + 1 + 1)Var(X) = 400

It implies that Y ∼ Normal(16, 202 ).

To find: P (Y ≥ 10)
 Now,

P (Y ≥ 10) = P (Y − 16 ≥ −6)
Y − 16 −6
= P( ≥ )
20 20
Y − 16
= P( ≥ −0.3)
20
= P (Z ≥ −0.3)
= 1 − P (Z < −0.3)
= 1 − FZ (−0.3)

3. Random samples of size 100 are collected from a population of unknown parameters. If
the variance of the sample mean is 36, what will be the standard deviation of the actual
population?
Solution:
σ2
We know that variance of the sample mean is given by where σ is the standard
n
deviation of the actual population and n is the sample size.

By the given information, we have

σ2
= 36
n
σ2
⇒ = 36
100
⇒σ 2 = 3600
⇒σ = 60

Therefore, standard deviation of the actual population is 60.

4. A random sample of size 50 is collected from a population with a standard deviation of

5. Find the upper bound on the probability that the sample mean will be at least 10
away from the actual mean using the weak law of large numbers. Write your answer
correct to three decimal places.
Solution:
Given: standard deviation of the population, σ = 5
Sample size, n = 50

To find: upper bound on P (|X − µ| ≥ 10) where X and µ are sample mean and popu-
lation mean, respectively.

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 Now, by weak law of large number, we have
σ2
P (|X − µ| ≥ δ) ≤
nδ 2
25
⇒P (|X − µ| ≥ 10) ≤
100 × 50
⇒P (|X − µ| ≥ 10) ≤ 0.005

5. A study says that the delivery time of pizzas has a standard deviation of 10 minutes. A
pizza shop collected the data of some deliveries and their
√ delivery time. The probability
that the mean delivery time of this sample is at least 5 minutes away from the actual
mean delivery time is at most 51 as per the weak law of large numbers. What is the size
of the sample?
Solution:
Let X denote the delivery time of pizzas.
Given that σ = 10 √
To find: size of the sample such that P (|X − µ| ≥ 5) ≤ 15 ...(1).
By the weak law of large numbers, we have
σ2
P (|X − µ| ≥ δ) ≤ 2
nδ
√ 100
⇒P (|X − µ| ≥ 5) ≤ ...(1)
n×5

By equation (1) and (2), we have

1 100
=
5 5n
⇒n = 100

6. A random sample of size 100 is collected from a normal population with mean µ and
variance σ 2 . Suppose the expected value and the variance of the sample mean is 50 and
0.25, respectively. Find the value of µ + 10σ.
Solution:
Given, the population has mean µ and variance σ 2 .
Let X denote the population. Then
E[X] = µ, Var(X) = σ 2
Sample size, n = 100.
X1 + . . . + X100
Let X = denote the sample mean.
100
Var(X) σ2
We know that E[X] = E[X] = µ and Var(X) = =
n n

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 σ2
Since E[X] = 50, =⇒ µ = 50. Since V ar(X) = 0.25 =⇒ = 0.25 =⇒ σ 2 = 25
n
√
Now, the value of µ + 10σ = 50 + 10 25 = 100.

7. Which among the following is a random variable? Select all that apply.
(i) Population mean
(ii) Sample mean
(iii) Population variance
(iv) Sample variance
(v) Variance of the sample mean
Solution:
X1 + . . . + Xn
We know that sample mean, X is given by . So, everytime we collect a
n
sample, sample mean will give a different value and it will depend on the samples taken.
So, it is a random variable.

Similarly, the value of sample variance will depend on the samples taken, so it is a ran-
dom variable.

Expected value and variance of a population X is fixed, so they are not a random variable.

σ2
We know that Var(X) = , where σ 2 is population variance and n is the sample size,
n
which are fixed, so the variance of sample mean is not a random variable.

8. In a company, a testing of the product is done to check whether the product is defective
or not. The probability that the product is defective is 0.2 independent of each other.
20 such products are randomly chosen for testing. Which of the following statements
are true?
Hint: Consider the product being non-defective as the success.
(a) The expectation of a sample mean is 0.8.
(b) The expectation of a sample mean is 16.
(c) The variance of a sample mean is 0.008.
(d) The variance of a sample mean is 0.16.
Solution:
Define a random variable X as
(
1, if the product is non-defective
X=
0 otherwise

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 Now, P (X = 1) = 0.8 and P (X = 0) = 0.2
Since X is Bernoulli(0.8), E[X] = µ = 0.8 and Var[X] = σ 2 = 0.8 × 0.2 = 0.16

A sample X1 , . . . , X20 is chosen for testing and X1 , . . . , X20 ∼ iid X.

σ2
Let X denotes the sample mean. We know that E[X] = µ and Var(X) = . Therefore,
n

E[X] = 0.8.
Hence, option (a) is correct and (b) is incorrect.
σ2 (0.8)(0.2)
And, Var(X) = = = 0.008. Therefore, option (c) is correct and (d) is
n 20
incorrect.

Use the following information to answer (9) and (10).

Suppose for the college president, two candidates are standing for the election, Candidate
A and Candidate B. Of the students in the college, a proportion p will vote for Candidate
A and a proportion (1 − p) will vote for Candidate B. During the election, a random
sample Xi ’s of students are independently interviewed for the candidate they are going
to vote for, where i-th person interviewed will vote for Candidate A.

9. Find the minimum number of people who should be interviewed such that the probabil-
Pn
Xi
i=1
ity that is within 0.2 of the true p is at least 0.9, for p = 0.4?
n
Answer: 60

Solution:
Let the number of people who is interviewed be n. Each student has two choices:
Candidate A and Candidate B.
Let Xi be defined as
(
1, if student i votes for candidate A
Xi =
0 otherwise

Since Xi ’s follow Bernoulli(p) distribution, with E[Xi ] = p and Var[Xi ] = p(1 − p), we
p(1 − p)
will have E[X] = p and Var[X] =
n
Number of students voted for Candidate A
, where p =
Total number of students who voted

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 Using Weak Law of Large Numbers, we know that

σ 2 /n
P (| X − µ |≤ c) ≥ 1 −
c2
Therefore,  n
P

Xi
 i=1
 (0.4)(0.6)/n
|
P
n
− p |≤ 0.2
≥1− 0.22
≥ 0.9

(0.4)(0.6)/n
Solving for 1 − ≥ 0.9, we get
0.22
0.24
≤ 0.1 =⇒ n ≥ 60
0.04n
Therefore, the minimum number of people who should be interviewed is 60.

10. Find the minimum number of people who should be interviewed such that the probabil-
Pn
Xi
i=1
ity that is within 0.2 of the true p is at least 0.95, for p = 0.4?
n
Answer: 120

Solution:
Using Weak Law of Large Numbers, we know that

σ 2 /n
P (| X − µ |≤ c) ≥ 1 −
c2
 n
P

Xi
 i=1
 (0.4)(0.6)/n
|
P
n
− p |≤ 0.2
 ≥ 1 −
0.22
≥ 0.95

(0.4)(0.6)/n
Solving for 1 − ≥ 0.95, we get
0.22
0.24
≤ 0.05 =⇒ n ≥ 120
0.04n
Therefore, the minimum number of people who should be interviewed is 120.

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