题目
Problem
4.
It is suggested that the delay, in hours, of certain flights from a particular country may
be modelled by the continuous random variable, T T T , with probability density function
f ( t ) = { 2 t 25 , 0 ≤ t < 5 0 , otherwise f(t)=
\begin{cases}
\frac{2t}{25}, & 0 \le t < 5 \\
0, & \text{otherwise}
\end{cases} f ( t ) = { 25 2 t , 0 , 0 ≤ t < 5 otherwise
(a) Show that for 0 ≤ a ≤ 4 0 \le a \le 4 0 ≤ a ≤ 4
P ( a ≤ T < a + 1 ) = 1 25 ( 2 a + 1 ) P(a \le T < a+1)=\frac{1}{25}(2a+1) P ( a ≤ T < a + 1 ) = 25 1 ( 2 a + 1 )
(3)
A random sample of 150 of these flights is taken. The delays are summarised in the
table below.
Delay (t t t hours) Frequency 0 ≤ t < 1 0 \le t < 1 0 ≤ t < 1 10 1 ≤ t < 2 1 \le t < 2 1 ≤ t < 2 13 2 ≤ t < 3 2 \le t < 3 2 ≤ t < 3 24 3 ≤ t < 4 3 \le t < 4 3 ≤ t < 4 35 4 ≤ t < 5 4 \le t < 5 4 ≤ t < 5 68
(b) Test, at the 5% significance level, whether the given probability density function is a
suitable model for these delays.
You should state your hypotheses, expected frequencies, test statistic and the critical
value used.
(8)
(Total for Question 4 is 11 marks)
题目中文翻译
据推测,某国某些航班的延误时间(小时)可由连续随机变量 T T T 建模,其概率密度函数为
f ( t ) = { 2 t 25 , 0 ≤ t < 5 0 , otherwise f(t)=
\begin{cases}
\frac{2t}{25}, & 0 \le t < 5 \\
0, & \text{otherwise}
\end{cases} f ( t ) = { 25 2 t , 0 , 0 ≤ t < 5 otherwise
(a) 证明当 0 ≤ a ≤ 4 0 \le a \le 4 0 ≤ a ≤ 4 时,
P ( a ≤ T < a + 1 ) = 1 25 ( 2 a + 1 ) P(a \le T < a+1)=\frac{1}{25}(2a+1) P ( a ≤ T < a + 1 ) = 25 1 ( 2 a + 1 )
(3)
随机抽取了 150 个此类航班,并将延误情况整理如下表。
延误时间(t t t 小时) 频数 0 ≤ t < 1 0 \le t < 1 0 ≤ t < 1 10 1 ≤ t < 2 1 \le t < 2 1 ≤ t < 2 13 2 ≤ t < 3 2 \le t < 3 2 ≤ t < 3 24 3 ≤ t < 4 3 \le t < 4 3 ≤ t < 4 35 4 ≤ t < 5 4 \le t < 5 4 ≤ t < 5 68
(b) 在 5% 显著性水平下,检验给定的概率密度函数是否适合作为这些延误时间的模型。
你应写出原假设、期望频数、检验统计量和所用临界值。
(8)
解答
(a)
解法一
思路
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区间概率等于概率密度函数在该区间下的面积。对 2 t 25 \frac{2t}{25} 25 2 t 从 a a a 积分到 a + 1 a+1 a + 1 ,再展开平方差,即可自然推出题目给定的形式。
答题过程
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For 0 ⩽ a ⩽ 4 0\leqslant a\leqslant4 0 ⩽ a ⩽ 4 ,
P ( a ⩽ T < a + 1 ) = ∫ a a + 1 2 t 25 d t = [ t 2 25 ] a a + 1 = ( a + 1 ) 2 − a 2 25 = a 2 + 2 a + 1 − a 2 25 = 1 25 ( 2 a + 1 ) , \begin{align*}
\operatorname P(a\leqslant T<a+1)
=&\,\int_a^{a+1}\frac{2t}{25}\,\mathrm{d}t\\
=&\,\Big[\frac{t^2}{25}\Big]_a^{a+1}\\
=&\,\frac{(a+1)^2-a^2}{25}\\
=&\,\frac{a^2+2a+1-a^2}{25}\\
=&\,\frac{1}{25}(2a+1),
\end{align*} P ( a ⩽ T < a + 1 ) = = = = = ∫ a a + 1 25 2 t d t [ 25 t 2 ] a a + 1 25 ( a + 1 ) 2 − a 2 25 a 2 + 2 a + 1 − a 2 25 1 ( 2 a + 1 ) ,
as required.
解法二
思路
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也可以用梯形面积求区间概率。密度函数在 [ 0 , 5 ) [0,5) [ 0 , 5 ) 上是一条直线,因此 a a a 到 a + 1 a+1 a + 1 下方的面积就是宽为 1、两条平行边分别为 f ( a ) f(a) f ( a ) 与 f ( a + 1 ) f(a+1) f ( a + 1 ) 的梯形面积。
答题过程
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Over the interval [ a , a + 1 ) [a,a+1) [ a , a + 1 ) , the graph of f ( t ) = 2 t 25 f(t)=\dfrac{2t}{25} f ( t ) = 25 2 t is a straight line. The sum of the two parallel sides of the trapezium is
f ( a ) + f ( a + 1 ) = 2 a 25 + 2 ( a + 1 ) 25 = 4 a + 2 25 . \begin{align*}
f(a)+f(a+1)
=&\,\frac{2a}{25}+\frac{2(a+1)}{25}\\
=&\,\frac{4a+2}{25}.
\end{align*} f ( a ) + f ( a + 1 ) = = 25 2 a + 25 2 ( a + 1 ) 25 4 a + 2 .
Hence the required probability is its area:
P ( a ⩽ T < a + 1 ) = 1 2 ( 4 a + 2 25 ) ( 1 ) = 2 a + 1 25 , \begin{align*}
\operatorname P(a\leqslant T<a+1)
=&\,\frac12\big(\frac{4a+2}{25}\big)(1)\\
=&\,\frac{2a+1}{25},
\end{align*} P ( a ⩽ T < a + 1 ) = = 2 1 ( 25 4 a + 2 ) ( 1 ) 25 2 a + 1 ,
as required.
解法三
思路
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先求累计分布函数,再用区间两端的累计概率之差。将 a + 1 a+1 a + 1 与 a a a 代入后,平方差自然化为题目要求的一次式;端点 a = 4 a=4 a = 4 时使用 F ( 5 ) = 1 F(5)=1 F ( 5 ) = 1 ,同样适用。
答题过程
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For 0 ⩽ t ⩽ 5 0\leqslant t\leqslant5 0 ⩽ t ⩽ 5 ,
F ( t ) = ∫ 0 t 2 u 25 d u = [ u 2 25 ] 0 t = t 2 25 . F(t)=\int_0^t\frac{2u}{25}\,\mathrm{d}u
=\Big[\frac{u^2}{25}\Big]_0^t
=\frac{t^2}{25}. F ( t ) = ∫ 0 t 25 2 u d u = [ 25 u 2 ] 0 t = 25 t 2 .
Thus the cumulative distribution function is
F ( t ) = { 0 , t < 0 , t 2 25 , 0 ⩽ t < 5 , 1 , t ⩾ 5. F(t)=
\begin{cases}
0,&t<0,\\
\dfrac{t^2}{25},&0\leqslant t<5,\\
1,&t\geqslant5.
\end{cases} F ( t ) = ⎩ ⎨ ⎧ 0 , 25 t 2 , 1 , t < 0 , 0 ⩽ t < 5 , t ⩾ 5.
For 0 ⩽ a ⩽ 4 0\leqslant a\leqslant4 0 ⩽ a ⩽ 4 , both endpoints lie in [ 0 , 5 ] [0,5] [ 0 , 5 ] . Since T T T is continuous,
P ( a ⩽ T < a + 1 ) = F ( a + 1 ) − F ( a ) = ( a + 1 ) 2 25 − a 2 25 = a 2 + 2 a + 1 − a 2 25 = 1 25 ( 2 a + 1 ) , \begin{align*}
P(a\leqslant T<a+1)
=&\,F(a+1)-F(a)\\
=&\,\frac{(a+1)^2}{25}-\frac{a^2}{25}\\
=&\,\frac{a^2+2a+1-a^2}{25}\\
=&\,\frac{1}{25}(2a+1),
\end{align*} P ( a ⩽ T < a + 1 ) = = = = F ( a + 1 ) − F ( a ) 25 ( a + 1 ) 2 − 25 a 2 25 a 2 + 2 a + 1 − a 2 25 1 ( 2 a + 1 ) ,
as required.
(b)
解法一
思路
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使用卡方拟合优度检验。由 (a) 令 a = 0 , 1 , 2 , 3 , 4 a=0,1,2,3,4 a = 0 , 1 , 2 , 3 , 4 ,先得到五个区间的理论概率,再乘样本量 150 求期望频数。题目没有用样本估计任何参数,因此自由度是类别数减 1。
答题过程
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The hypotheses are:
H 0 : The given p.d.f. is a suitable model for the delays , H 1 : The given p.d.f. is not a suitable model for the delays . \begin{align*}
H_0:&\ \text{The given p.d.f. is a suitable model for the delays},\\
H_1:&\ \text{The given p.d.f. is not a suitable model for the delays}.
\end{align*} H 0 : H 1 : The given p.d.f. is a suitable model for the delays , The given p.d.f. is not a suitable model for the delays .
From part (a), for a = 0 , 1 , 2 , 3 , 4 a=0,1,2,3,4 a = 0 , 1 , 2 , 3 , 4 , the class probabilities are
1 25 , 3 25 , 5 25 , 7 25 , 9 25 . \frac1{25},\quad\frac3{25},\quad\frac5{25},
\quad\frac7{25},\quad\frac9{25}. 25 1 , 25 3 , 25 5 , 25 7 , 25 9 .
Therefore, the expected frequencies are
150 ( 1 25 ) = 6 , 150 ( 3 25 ) = 18 , 150 ( 5 25 ) = 30 , 150 ( 7 25 ) = 42 , 150 ( 9 25 ) = 54. \begin{align*}
150\big(\frac1{25}\big)=&\,6,\\
150\big(\frac3{25}\big)=&\,18,\\
150\big(\frac5{25}\big)=&\,30,\\
150\big(\frac7{25}\big)=&\,42,\\
150\big(\frac9{25}\big)=&\,54.
\end{align*} 150 ( 25 1 ) = 150 ( 25 3 ) = 150 ( 25 5 ) = 150 ( 25 7 ) = 150 ( 25 9 ) = 6 , 18 , 30 , 42 , 54.
The test statistic is
χ 2 = ∑ ( O − E ) 2 E = ( 10 − 6 ) 2 6 + ( 13 − 18 ) 2 18 + ( 24 − 30 ) 2 30 + ( 35 − 42 ) 2 42 + ( 68 − 54 ) 2 54 = 10.0518 … = 10.1. \begin{align*}
\chi^2
=&\,\sum\frac{(O-E)^2}{E}\\
=&\,\frac{(10-6)^2}{6}\\
&\,\hspace{2pt}+\frac{(13-18)^2}{18}\\
&\,\hspace{4pt}+\frac{(24-30)^2}{30}\\
&\,\hspace{6pt}+\frac{(35-42)^2}{42}\\
&\,\hspace{8pt}+\frac{(68-54)^2}{54}\\
=&\,10.0518\ldots\\
=&\,10.1.
\end{align*} χ 2 = = = = ∑ E ( O − E ) 2 6 ( 10 − 6 ) 2 + 18 ( 13 − 18 ) 2 + 30 ( 24 − 30 ) 2 + 42 ( 35 − 42 ) 2 + 54 ( 68 − 54 ) 2 10.0518 … 10.1.
There are five classes and no parameters have been estimated from the sample, so
ν = 5 − 1 = 4. \nu=5-1=4. ν = 5 − 1 = 4.
At the 5 % 5\% 5% significance level, the critical value is
χ 4 2 ( 0.05 ) = 9.488. \chi^2_4(0.05)=9.488. χ 4 2 ( 0.05 ) = 9.488.
Since 10.1 > 9.488 10.1>9.488 10.1 > 9.488 , the test statistic lies in the critical region. Therefore, H 0 H_0 H 0 is rejected. There is sufficient evidence at the 5 % 5\% 5% significance level that the given probability density function is not a suitable model for these flight delays.
解法二
思路
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由 (a) 求出的五格期望频数仍为 6 , 18 , 30 , 42 , 54 6,18,30,42,54 6 , 18 , 30 , 42 , 54 。展开卡方公式,利用观察频数与期望频数总和均为 150,便可直接计算 ∑ O 2 / E − 150 \sum O^2/E-150 ∑ O 2 / E − 150 。
答题过程
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The hypotheses are
H 0 : The given p.d.f. is a suitable model for the delays. H 1 : The given p.d.f. is not a suitable model for the delays. \begin{align*}
H_0:&\ \text{The given p.d.f. is a suitable model for the delays.}\\
H_1:&\ \text{The given p.d.f. is not a suitable model for the delays.}
\end{align*} H 0 : H 1 : The given p.d.f. is a suitable model for the delays. The given p.d.f. is not a suitable model for the delays.
From part (a), the expected frequencies are
150 ( 1 25 , 3 25 , 5 25 , 7 25 , 9 25 ) = ( 6 , 18 , 30 , 42 , 54 ) . 150\bigg(\frac1{25},\frac3{25},\frac5{25},\frac7{25},\frac9{25}\bigg)
=(6,18,30,42,54). 150 ( 25 1 , 25 3 , 25 5 , 25 7 , 25 9 ) = ( 6 , 18 , 30 , 42 , 54 ) .
Since ∑ O = ∑ E = 150 \sum O=\sum E=150 ∑ O = ∑ E = 150 ,
χ 2 = ∑ ( O − E ) 2 E = ∑ O 2 E − 2 ∑ O + ∑ E = ∑ O 2 E − 150 = 10 2 6 + 13 2 18 + 24 2 30 + 35 2 42 + 68 2 54 − 150 = 10.051851 … ≈ 10.1. \begin{align*}
\chi^2
=&\,\sum\frac{(O-E)^2}{E}\\
=&\,\sum\frac{O^2}{E}-2\sum O+\sum E\\
=&\,\sum\frac{O^2}{E}-150\\
=&\,\frac{10^2}{6}+\frac{13^2}{18}+\frac{24^2}{30}\\
&\,+\frac{35^2}{42}+\frac{68^2}{54}-150\\
=&\,10.051851\ldots\\
\approx&\,10.1.
\end{align*} χ 2 = = = = = ≈ ∑ E ( O − E ) 2 ∑ E O 2 − 2 ∑ O + ∑ E ∑ E O 2 − 150 6 1 0 2 + 18 1 3 2 + 30 2 4 2 + 42 3 5 2 + 54 6 8 2 − 150 10.051851 … 10.1.
There are 5 classes and no estimated parameters, so the number of degrees of freedom is 5 − 1 = 4 5-1=4 5 − 1 = 4 . The critical value at the 5 % 5\% 5% significance level is 9.488 9.488 9.488 .
Since 10.1 > 9.488 10.1>9.488 10.1 > 9.488 , reject H 0 H_0 H 0 . There is sufficient evidence at the 5 % 5\% 5% significance level that the given p.d.f. is not a suitable model for these flight delays.