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Worked solution

Distinguish unbiased variance, estimated SD and significance

A Mathematics test is administered to a large group. For 200 recorded scores, ∑(x+10)=12290\sum(x+10)=12290 and ∑(x+10)2=811212\sum(x+10)^2=811212.

(i) Find unbiased estimates of the population mean and standard deviation.

(ii) Test at 5% whether the population mean score exceeds 50. State, with a reason, whether assumptions about the population distribution are needed.

The alternative hypothesis is accepted at α%\alpha\% significance.

(iii) Find an inequality satisfied by α\alpha.

(iv) Explain “α%\alpha\% level of significance” in this context.

[2008/JJC/II/10(modified)]

CJC · Discussion · Question 7

Answer

(i) Mean 51.45; unbiased variance 281.3643216; usual SD estimate 16.8 is not generally unbiased. (ii) Do not reject at 5% (p≈0.1107595p\approx0.1107595). (iii) 11.07595044…≤α<10011.07595044\ldots\le\alpha<100. (iv) Approximate conditional Type I error rate.

(i) Undo the shift; qualify the SD wording

xˉ=12290/200−10=51.45\bar x=12290/200-10=51.45 and s2=811212−122902/200199=111983398=281.3643216080.\begin{aligned}&s^2\\ & =\frac{811212-12290^2/200}{199}\\ & =\frac{111983}{398}\\ & =281.3643216080.\end{aligned} The usual estimated SD is s=16.7739178968≈16.8s=16.7739178968\approx16.8. The source calls that an unbiased SD estimate, matching its question, but generally S2\sqrt{S^2} is not unbiased for population SD even when S2S^2 is unbiased for variance. No distribution-free correction making this square root unbiased follows from these summaries alone.

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(ii) p-value, critical value and model

Test H0:μ=50H_0:\mu=50, H1:μ>50H_1:\mu>50. With representative independent observations and finite variance, use Xˉ≈N(50,s2/200)\bar X\approx N(50,s^2/200) under H0H_0 by CLT, with estimated variance. No individual normality assumption is needed for that approximation; sampling and finite-moment assumptions still are. The statistic is z=(51.45−50)/281.3643216080/200=1.222498928z=(51.45-50)/\sqrt{281.3643216080/200}=1.222498928. Its upper p-value is 0.1107595044, printed 0.111. Do not reject at 5%; there is insufficient evidence of a mean above 50. Equivalently 1.2225<1.6448536271.2225<1.644853627. The source prints 1.6445 as its critical value: this is a typo, not the 5% normal quantile. Its calculator uses rounded variance 281.36 (SD 16.773789077009), giving z≈1.222508317z\approx1.222508317, p≈0.110757794p\approx0.110757794, with the same decision.

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(iii) Keep the significance threshold unrounded

To reject under the source convention p≤α/100p\le\alpha/100, require 11.0759504434…≤α<100.11.0759504434\ldots\le\alpha<100. The printed 11.1≤α<10011.1\le\alpha<100 uses a rounded p-value and is not the exact real-valued set. If significance percentages themselves are given to one decimal place,11.1% is the least rejecting grid value. “Accepting the alternative” here means rejecting the null in its favour, not establishing it as certainly true.

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(iv) Conditional Type I error

When the actual population mean score is 50, this rule has approximately α/100\alpha/100 probability of wrongly concluding that the population mean exceeds 50, under the stated large-sample model. This is not a probability that the alternative hypothesis is true; variance estimation and CLT make the nominal error rate approximate.

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5% upper test-score test: standard normal curve, right rejection tail area 0.05, critical z 1.644853627 and observed z 1.222498928.
5% upper test-score test: standard normal curve, right rejection tail area 0.05, critical z 1.644853627 and observed z 1.222498928.
5% upper test-score test: standard normal curve, right rejection tail area 0.05, critical z 1.644853627 and observed z 1.222498928.

Common mistakes

The source’s critical 1.6445 and “unbiased SD” wording need explicit corrections. No assumption of population normality does not mean no sampling or moment assumptions.

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