Help deriving a chi-square confidence interval

In summary, the conversation discusses using the method of moment generating functions to show that a pivotal quantity, U, has a chi-square distribution with 4n degrees of freedom. Part b asks to use U to derive a 95% confidence interval for β, and part c provides a sample size and sample mean to use in the calculation. The challenge lies in determining the values for the confidence interval without knowing the degrees of freedom.
  • #1
Locoism
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Homework Statement



Assume Y1, ... , Yn is a sample of size n from a gamma distributed population with α = 2 and unknown β

a) Use the method of moment generating functions to show that

[itex] U = 2 \sum_1^n Y_i / β [/itex]

is a pivotal quantity and has a chi-square distribution with 4n d.f.
b) Use U to derive a 95% confidence interval for β
c) If a sample of size n = 5 yields y-bar = 5.39, use the result from b to give a 95% confidence interval for β

Homework Equations



2Yi/β has a chi square with 4 d.f.

The Attempt at a Solution



I've done part a) easily, just take E[etU] = (1-2t)-2n so U has a chi-square distribution with 4n d.f.

Par b is giving me more trouble, since I don't know how to start it. Usually, I would look at a table to find numbers (a,b) so that
P(a < U < b) = 0.95
by taking first P(U < a) = 0.025 and P(b < U) = 0.025 from the tables.

But since I don't know the degrees of freedom, how do I know which values to choose?
 
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  • #2
I'm assuming I have to use the degrees of freedom from part a, but then how do I find the values?Thanks for the help!
 

FAQ: Help deriving a chi-square confidence interval

1. What is a chi-square confidence interval?

A chi-square confidence interval is a statistical tool used to estimate the population mean and variance for a set of categorical data. It is based on the chi-square distribution and is used to determine the range of values within which the true population parameters are likely to fall.

2. How is a chi-square confidence interval calculated?

A chi-square confidence interval is calculated by first determining the critical chi-square value based on the confidence level and degrees of freedom. Then, the upper and lower bounds of the confidence interval are calculated using the sample data and the critical chi-square value.

3. What is the purpose of a chi-square confidence interval?

The purpose of a chi-square confidence interval is to estimate the population parameters of categorical data with a certain level of confidence. This allows researchers to make inferences about the population based on a sample of data.

4. How do I interpret a chi-square confidence interval?

A chi-square confidence interval should be interpreted as a range of values within which the true population parameters are likely to fall. The higher the confidence level, the wider the interval will be, indicating a greater level of uncertainty in the estimate.

5. When should a chi-square confidence interval be used?

A chi-square confidence interval should be used when dealing with categorical data and trying to estimate the population mean and variance. It is commonly used in research studies and can provide valuable information about the underlying population.

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