Approximation of exponential and normal probabilities












2














A company uses a portable high-intensity flashlight. Batteries and bulbs burn out quickly.



The lifetime of batteries has Exponential distribution with mean 10 hours. The bulbs have



lifetimes that are Normally distributed with mean 32 and standard deviation 5. Assume batteries



and bulbs are randomly sampled.



Find the probabilities for the following events. Where appropriate you may approximate



probabilities.



a) A battery lasts over 11 hours.



b) A sample of 20 batteries has a sample mean over 11 hours.



c) A sample of 200 batteries has a sample mean over 11 hours.



I'm not sure how to attack these questions because I've only learned approximating with the normal distribution to the binomial, any suggestions?










share|cite|improve this question


















  • 1




    I got a 0 probability for a) so I think there must've been something wrong in the calculation there, I put in 1-pexp(11,10) into R. However, with b) and c) I'm not sure how to solve it with the sample numbers in there.
    – J.Doe
    Feb 20 '17 at 3:55










  • In R function pexp the second argument is the rate, not the mean. So use 1/10. // Since you're using R, I'll mention that sums and averages of exponential samples have gamma distributions; have you studied that? In R, the 3rd argument of pgamma is also rate $lambda = 1/beta,$ where $beta$ is scale parameter.
    – BruceET
    Feb 20 '17 at 4:00








  • 1




    Wow I can't believe I forgot about that thanks, haven't taken stats in a little bit as you can probably tell.
    – J.Doe
    Feb 20 '17 at 4:03










  • Suggest you look at this. Including the answer and the Wikipedia ref.
    – BruceET
    Feb 20 '17 at 4:15












  • Sorry, there's an error in that link, see my Answer to (b). I have posted a correction note at the link. Please doublecheck.
    – BruceET
    Feb 20 '17 at 17:30


















2














A company uses a portable high-intensity flashlight. Batteries and bulbs burn out quickly.



The lifetime of batteries has Exponential distribution with mean 10 hours. The bulbs have



lifetimes that are Normally distributed with mean 32 and standard deviation 5. Assume batteries



and bulbs are randomly sampled.



Find the probabilities for the following events. Where appropriate you may approximate



probabilities.



a) A battery lasts over 11 hours.



b) A sample of 20 batteries has a sample mean over 11 hours.



c) A sample of 200 batteries has a sample mean over 11 hours.



I'm not sure how to attack these questions because I've only learned approximating with the normal distribution to the binomial, any suggestions?










share|cite|improve this question


















  • 1




    I got a 0 probability for a) so I think there must've been something wrong in the calculation there, I put in 1-pexp(11,10) into R. However, with b) and c) I'm not sure how to solve it with the sample numbers in there.
    – J.Doe
    Feb 20 '17 at 3:55










  • In R function pexp the second argument is the rate, not the mean. So use 1/10. // Since you're using R, I'll mention that sums and averages of exponential samples have gamma distributions; have you studied that? In R, the 3rd argument of pgamma is also rate $lambda = 1/beta,$ where $beta$ is scale parameter.
    – BruceET
    Feb 20 '17 at 4:00








  • 1




    Wow I can't believe I forgot about that thanks, haven't taken stats in a little bit as you can probably tell.
    – J.Doe
    Feb 20 '17 at 4:03










  • Suggest you look at this. Including the answer and the Wikipedia ref.
    – BruceET
    Feb 20 '17 at 4:15












  • Sorry, there's an error in that link, see my Answer to (b). I have posted a correction note at the link. Please doublecheck.
    – BruceET
    Feb 20 '17 at 17:30
















2












2








2







A company uses a portable high-intensity flashlight. Batteries and bulbs burn out quickly.



The lifetime of batteries has Exponential distribution with mean 10 hours. The bulbs have



lifetimes that are Normally distributed with mean 32 and standard deviation 5. Assume batteries



and bulbs are randomly sampled.



Find the probabilities for the following events. Where appropriate you may approximate



probabilities.



a) A battery lasts over 11 hours.



b) A sample of 20 batteries has a sample mean over 11 hours.



c) A sample of 200 batteries has a sample mean over 11 hours.



I'm not sure how to attack these questions because I've only learned approximating with the normal distribution to the binomial, any suggestions?










share|cite|improve this question













A company uses a portable high-intensity flashlight. Batteries and bulbs burn out quickly.



The lifetime of batteries has Exponential distribution with mean 10 hours. The bulbs have



lifetimes that are Normally distributed with mean 32 and standard deviation 5. Assume batteries



and bulbs are randomly sampled.



Find the probabilities for the following events. Where appropriate you may approximate



probabilities.



a) A battery lasts over 11 hours.



b) A sample of 20 batteries has a sample mean over 11 hours.



c) A sample of 200 batteries has a sample mean over 11 hours.



I'm not sure how to attack these questions because I've only learned approximating with the normal distribution to the binomial, any suggestions?







statistics






share|cite|improve this question













share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










asked Feb 20 '17 at 2:49









J.Doe

226




226








  • 1




    I got a 0 probability for a) so I think there must've been something wrong in the calculation there, I put in 1-pexp(11,10) into R. However, with b) and c) I'm not sure how to solve it with the sample numbers in there.
    – J.Doe
    Feb 20 '17 at 3:55










  • In R function pexp the second argument is the rate, not the mean. So use 1/10. // Since you're using R, I'll mention that sums and averages of exponential samples have gamma distributions; have you studied that? In R, the 3rd argument of pgamma is also rate $lambda = 1/beta,$ where $beta$ is scale parameter.
    – BruceET
    Feb 20 '17 at 4:00








  • 1




    Wow I can't believe I forgot about that thanks, haven't taken stats in a little bit as you can probably tell.
    – J.Doe
    Feb 20 '17 at 4:03










  • Suggest you look at this. Including the answer and the Wikipedia ref.
    – BruceET
    Feb 20 '17 at 4:15












  • Sorry, there's an error in that link, see my Answer to (b). I have posted a correction note at the link. Please doublecheck.
    – BruceET
    Feb 20 '17 at 17:30
















  • 1




    I got a 0 probability for a) so I think there must've been something wrong in the calculation there, I put in 1-pexp(11,10) into R. However, with b) and c) I'm not sure how to solve it with the sample numbers in there.
    – J.Doe
    Feb 20 '17 at 3:55










  • In R function pexp the second argument is the rate, not the mean. So use 1/10. // Since you're using R, I'll mention that sums and averages of exponential samples have gamma distributions; have you studied that? In R, the 3rd argument of pgamma is also rate $lambda = 1/beta,$ where $beta$ is scale parameter.
    – BruceET
    Feb 20 '17 at 4:00








  • 1




    Wow I can't believe I forgot about that thanks, haven't taken stats in a little bit as you can probably tell.
    – J.Doe
    Feb 20 '17 at 4:03










  • Suggest you look at this. Including the answer and the Wikipedia ref.
    – BruceET
    Feb 20 '17 at 4:15












  • Sorry, there's an error in that link, see my Answer to (b). I have posted a correction note at the link. Please doublecheck.
    – BruceET
    Feb 20 '17 at 17:30










1




1




I got a 0 probability for a) so I think there must've been something wrong in the calculation there, I put in 1-pexp(11,10) into R. However, with b) and c) I'm not sure how to solve it with the sample numbers in there.
– J.Doe
Feb 20 '17 at 3:55




I got a 0 probability for a) so I think there must've been something wrong in the calculation there, I put in 1-pexp(11,10) into R. However, with b) and c) I'm not sure how to solve it with the sample numbers in there.
– J.Doe
Feb 20 '17 at 3:55












In R function pexp the second argument is the rate, not the mean. So use 1/10. // Since you're using R, I'll mention that sums and averages of exponential samples have gamma distributions; have you studied that? In R, the 3rd argument of pgamma is also rate $lambda = 1/beta,$ where $beta$ is scale parameter.
– BruceET
Feb 20 '17 at 4:00






In R function pexp the second argument is the rate, not the mean. So use 1/10. // Since you're using R, I'll mention that sums and averages of exponential samples have gamma distributions; have you studied that? In R, the 3rd argument of pgamma is also rate $lambda = 1/beta,$ where $beta$ is scale parameter.
– BruceET
Feb 20 '17 at 4:00






1




1




Wow I can't believe I forgot about that thanks, haven't taken stats in a little bit as you can probably tell.
– J.Doe
Feb 20 '17 at 4:03




Wow I can't believe I forgot about that thanks, haven't taken stats in a little bit as you can probably tell.
– J.Doe
Feb 20 '17 at 4:03












Suggest you look at this. Including the answer and the Wikipedia ref.
– BruceET
Feb 20 '17 at 4:15






Suggest you look at this. Including the answer and the Wikipedia ref.
– BruceET
Feb 20 '17 at 4:15














Sorry, there's an error in that link, see my Answer to (b). I have posted a correction note at the link. Please doublecheck.
– BruceET
Feb 20 '17 at 17:30






Sorry, there's an error in that link, see my Answer to (b). I have posted a correction note at the link. Please doublecheck.
– BruceET
Feb 20 '17 at 17:30












1 Answer
1






active

oldest

votes


















0














Because the link that I provided in a Comment has incorrect information,
I am posting this Answer to (b).



You have $n = 20$ observations from $mathsf{Exp}(lambda = 1/10),$
and you seek $P(bar X > 11).$



The individual observations have $mu =E(X_i) = 1/lambda = 10,$
variance $sigma^2 = 1/lambda^2 = 100,$ and SD $sigma = 1/lambda.$



The mean of $n = 20$ such observations has $bar X sim mathsf{Gamma}(n,nlambda).$ Hence $E(bar X) = frac{n}{nlambda} = frac{1}{lambda} = 10,$
variance $V(bar X) = frac{1}{nlambda^2} = frac{sigma^2}{n} =
frac{100}{20} = 5,$
and $SD(bar X) = frac{1}{lambdasqrt{n}} = frac{sigma}{sqrt{n}} =
frac{10}{sqrt{20}} =
sqrt{5} = 2.2361.$



These results can be derived using moment generating functions and
standard formulas for means and variances of random variables.
Hence $P(bar X > 11) = 0.306027,$ as computed in R statistical software below:



n = 20;  lam = 0.1;  1 - pgamma(11, n, n*lam)
## 0.306027


Of course, part (c) can be done similarly in R. Also, in (c) a normal approximation
based on $n=200$ is reasonably accurate.



n = 200; lam = .1;  mu = 1/lam;  sg = 1/(lam*sqrt(n))
1 - pgamma(11, n, n*lam)
## 0.08180569 # exact
1 - pnorm(11, mu, sg)
## 0.0786496 # norm aprx




Note: Just as a 'reality check', when claiming an error elsewhere, I took a
million samples of size $n = 20$ from $mathsf{Exp}(rate = lambda = 0.1)$
and found the corresponding million averages with the following results,
agreeing with the theoretical results for (b) above, within the margin of sampling error.



 a = replicate(10^6, mean(rexp(20, .1)))
mean(a > 11)
## 0.306304 # aprx P(Avg > 11) = 0.306027
mean(a); sd(a)
## 9.99888 # aprx 10
## 2.236212 # aprx sqrt(5)


Below is a histogram of the one million sample means along with the
density function of $mathsf{Gamma}(20, 2).$



enter image description here






share|cite|improve this answer























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    1 Answer
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    0














    Because the link that I provided in a Comment has incorrect information,
    I am posting this Answer to (b).



    You have $n = 20$ observations from $mathsf{Exp}(lambda = 1/10),$
    and you seek $P(bar X > 11).$



    The individual observations have $mu =E(X_i) = 1/lambda = 10,$
    variance $sigma^2 = 1/lambda^2 = 100,$ and SD $sigma = 1/lambda.$



    The mean of $n = 20$ such observations has $bar X sim mathsf{Gamma}(n,nlambda).$ Hence $E(bar X) = frac{n}{nlambda} = frac{1}{lambda} = 10,$
    variance $V(bar X) = frac{1}{nlambda^2} = frac{sigma^2}{n} =
    frac{100}{20} = 5,$
    and $SD(bar X) = frac{1}{lambdasqrt{n}} = frac{sigma}{sqrt{n}} =
    frac{10}{sqrt{20}} =
    sqrt{5} = 2.2361.$



    These results can be derived using moment generating functions and
    standard formulas for means and variances of random variables.
    Hence $P(bar X > 11) = 0.306027,$ as computed in R statistical software below:



    n = 20;  lam = 0.1;  1 - pgamma(11, n, n*lam)
    ## 0.306027


    Of course, part (c) can be done similarly in R. Also, in (c) a normal approximation
    based on $n=200$ is reasonably accurate.



    n = 200; lam = .1;  mu = 1/lam;  sg = 1/(lam*sqrt(n))
    1 - pgamma(11, n, n*lam)
    ## 0.08180569 # exact
    1 - pnorm(11, mu, sg)
    ## 0.0786496 # norm aprx




    Note: Just as a 'reality check', when claiming an error elsewhere, I took a
    million samples of size $n = 20$ from $mathsf{Exp}(rate = lambda = 0.1)$
    and found the corresponding million averages with the following results,
    agreeing with the theoretical results for (b) above, within the margin of sampling error.



     a = replicate(10^6, mean(rexp(20, .1)))
    mean(a > 11)
    ## 0.306304 # aprx P(Avg > 11) = 0.306027
    mean(a); sd(a)
    ## 9.99888 # aprx 10
    ## 2.236212 # aprx sqrt(5)


    Below is a histogram of the one million sample means along with the
    density function of $mathsf{Gamma}(20, 2).$



    enter image description here






    share|cite|improve this answer




























      0














      Because the link that I provided in a Comment has incorrect information,
      I am posting this Answer to (b).



      You have $n = 20$ observations from $mathsf{Exp}(lambda = 1/10),$
      and you seek $P(bar X > 11).$



      The individual observations have $mu =E(X_i) = 1/lambda = 10,$
      variance $sigma^2 = 1/lambda^2 = 100,$ and SD $sigma = 1/lambda.$



      The mean of $n = 20$ such observations has $bar X sim mathsf{Gamma}(n,nlambda).$ Hence $E(bar X) = frac{n}{nlambda} = frac{1}{lambda} = 10,$
      variance $V(bar X) = frac{1}{nlambda^2} = frac{sigma^2}{n} =
      frac{100}{20} = 5,$
      and $SD(bar X) = frac{1}{lambdasqrt{n}} = frac{sigma}{sqrt{n}} =
      frac{10}{sqrt{20}} =
      sqrt{5} = 2.2361.$



      These results can be derived using moment generating functions and
      standard formulas for means and variances of random variables.
      Hence $P(bar X > 11) = 0.306027,$ as computed in R statistical software below:



      n = 20;  lam = 0.1;  1 - pgamma(11, n, n*lam)
      ## 0.306027


      Of course, part (c) can be done similarly in R. Also, in (c) a normal approximation
      based on $n=200$ is reasonably accurate.



      n = 200; lam = .1;  mu = 1/lam;  sg = 1/(lam*sqrt(n))
      1 - pgamma(11, n, n*lam)
      ## 0.08180569 # exact
      1 - pnorm(11, mu, sg)
      ## 0.0786496 # norm aprx




      Note: Just as a 'reality check', when claiming an error elsewhere, I took a
      million samples of size $n = 20$ from $mathsf{Exp}(rate = lambda = 0.1)$
      and found the corresponding million averages with the following results,
      agreeing with the theoretical results for (b) above, within the margin of sampling error.



       a = replicate(10^6, mean(rexp(20, .1)))
      mean(a > 11)
      ## 0.306304 # aprx P(Avg > 11) = 0.306027
      mean(a); sd(a)
      ## 9.99888 # aprx 10
      ## 2.236212 # aprx sqrt(5)


      Below is a histogram of the one million sample means along with the
      density function of $mathsf{Gamma}(20, 2).$



      enter image description here






      share|cite|improve this answer


























        0












        0








        0






        Because the link that I provided in a Comment has incorrect information,
        I am posting this Answer to (b).



        You have $n = 20$ observations from $mathsf{Exp}(lambda = 1/10),$
        and you seek $P(bar X > 11).$



        The individual observations have $mu =E(X_i) = 1/lambda = 10,$
        variance $sigma^2 = 1/lambda^2 = 100,$ and SD $sigma = 1/lambda.$



        The mean of $n = 20$ such observations has $bar X sim mathsf{Gamma}(n,nlambda).$ Hence $E(bar X) = frac{n}{nlambda} = frac{1}{lambda} = 10,$
        variance $V(bar X) = frac{1}{nlambda^2} = frac{sigma^2}{n} =
        frac{100}{20} = 5,$
        and $SD(bar X) = frac{1}{lambdasqrt{n}} = frac{sigma}{sqrt{n}} =
        frac{10}{sqrt{20}} =
        sqrt{5} = 2.2361.$



        These results can be derived using moment generating functions and
        standard formulas for means and variances of random variables.
        Hence $P(bar X > 11) = 0.306027,$ as computed in R statistical software below:



        n = 20;  lam = 0.1;  1 - pgamma(11, n, n*lam)
        ## 0.306027


        Of course, part (c) can be done similarly in R. Also, in (c) a normal approximation
        based on $n=200$ is reasonably accurate.



        n = 200; lam = .1;  mu = 1/lam;  sg = 1/(lam*sqrt(n))
        1 - pgamma(11, n, n*lam)
        ## 0.08180569 # exact
        1 - pnorm(11, mu, sg)
        ## 0.0786496 # norm aprx




        Note: Just as a 'reality check', when claiming an error elsewhere, I took a
        million samples of size $n = 20$ from $mathsf{Exp}(rate = lambda = 0.1)$
        and found the corresponding million averages with the following results,
        agreeing with the theoretical results for (b) above, within the margin of sampling error.



         a = replicate(10^6, mean(rexp(20, .1)))
        mean(a > 11)
        ## 0.306304 # aprx P(Avg > 11) = 0.306027
        mean(a); sd(a)
        ## 9.99888 # aprx 10
        ## 2.236212 # aprx sqrt(5)


        Below is a histogram of the one million sample means along with the
        density function of $mathsf{Gamma}(20, 2).$



        enter image description here






        share|cite|improve this answer














        Because the link that I provided in a Comment has incorrect information,
        I am posting this Answer to (b).



        You have $n = 20$ observations from $mathsf{Exp}(lambda = 1/10),$
        and you seek $P(bar X > 11).$



        The individual observations have $mu =E(X_i) = 1/lambda = 10,$
        variance $sigma^2 = 1/lambda^2 = 100,$ and SD $sigma = 1/lambda.$



        The mean of $n = 20$ such observations has $bar X sim mathsf{Gamma}(n,nlambda).$ Hence $E(bar X) = frac{n}{nlambda} = frac{1}{lambda} = 10,$
        variance $V(bar X) = frac{1}{nlambda^2} = frac{sigma^2}{n} =
        frac{100}{20} = 5,$
        and $SD(bar X) = frac{1}{lambdasqrt{n}} = frac{sigma}{sqrt{n}} =
        frac{10}{sqrt{20}} =
        sqrt{5} = 2.2361.$



        These results can be derived using moment generating functions and
        standard formulas for means and variances of random variables.
        Hence $P(bar X > 11) = 0.306027,$ as computed in R statistical software below:



        n = 20;  lam = 0.1;  1 - pgamma(11, n, n*lam)
        ## 0.306027


        Of course, part (c) can be done similarly in R. Also, in (c) a normal approximation
        based on $n=200$ is reasonably accurate.



        n = 200; lam = .1;  mu = 1/lam;  sg = 1/(lam*sqrt(n))
        1 - pgamma(11, n, n*lam)
        ## 0.08180569 # exact
        1 - pnorm(11, mu, sg)
        ## 0.0786496 # norm aprx




        Note: Just as a 'reality check', when claiming an error elsewhere, I took a
        million samples of size $n = 20$ from $mathsf{Exp}(rate = lambda = 0.1)$
        and found the corresponding million averages with the following results,
        agreeing with the theoretical results for (b) above, within the margin of sampling error.



         a = replicate(10^6, mean(rexp(20, .1)))
        mean(a > 11)
        ## 0.306304 # aprx P(Avg > 11) = 0.306027
        mean(a); sd(a)
        ## 9.99888 # aprx 10
        ## 2.236212 # aprx sqrt(5)


        Below is a histogram of the one million sample means along with the
        density function of $mathsf{Gamma}(20, 2).$



        enter image description here







        share|cite|improve this answer














        share|cite|improve this answer



        share|cite|improve this answer








        edited Feb 20 '17 at 22:44

























        answered Feb 20 '17 at 9:06









        BruceET

        35.2k71440




        35.2k71440






























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