STA402s98 Assignment Three, Quiz on Friday Jan 30

Please read sections 17.1-17.7 carefully. Skip section 17.8. Section 17.9 contains nothing new; skip or skim it. There is a homework problem on the "Analysis of Means" (P. 738) and it could be on the quiz, but it will not be on any test or exam.

Do problems 17.1-17.5, 17.25, 17.28. Also,

• Derive expressions for the expected value and variance of L-hat. This means start with the definition of L-hat, and use properties of the expectation and variance to arrive at the answers; show your work.
• Given the familiar formula for the probability of A union B, use mathematical induction to prove that the probability of the union of n events cannot exceed the sum of their probabilities (this is the basis of Bonferroni multiple comparisons).
• Starting with expression (17.24) on page 721, derive a 99% confidence interval for L. This means start with expression (17.24), and show all the steps leading to the confidence interval.