Let X1, X2,…, Xn be a random sample from a continuous probability distribution having median \(\widetilde {\bf{\mu }}\) (so that \({\bf{P(}}{{\bf{X}}_{\bf{i}}} \le \widetilde {\bf{\mu }}{\bf{) = P(}}{{\bf{X}}_{\bf{i}}} \le \widetilde {\bf{\mu }}{\bf{) = }}{\bf{.5}}\)).
a. Show that
\({\bf{P(min(}}{{\bf{X}}_{\bf{i}}}{\bf{) < }}\widetilde {\bf{\mu }}{\bf{ < max(}}{{\bf{X}}_{\bf{i}}}{\bf{)) = 1 - }}{\left( {\frac{{\bf{1}}}{{\bf{2}}}} \right)^{{\bf{n - 1}}}}\)
So that \({\bf{(min(}}{{\bf{x}}_{\bf{i}}}{\bf{),max(}}{{\bf{x}}_{\bf{i}}}{\bf{))}}\)is a \({\bf{100(1 - \alpha )\% }}\) confidence interval for \(\widetilde {\bf{\mu }}\) with (\({\bf{\alpha = 1 - }}{\left( {\frac{{\bf{1}}}{{\bf{2}}}} \right)^{{\bf{n - 1}}}}\).Hint :The complement of the event \(\left\{ {{\bf{min(}}{{\bf{X}}_{\bf{i}}}{\bf{) < \mu < max(}}{{\bf{X}}_{\bf{i}}}{\bf{)}}} \right\}\)is \({\bf{\{ max(}}{{\bf{X}}_{\bf{i}}}{\bf{)}} \le \widetilde {\bf{\mu }}{\bf{\} }} \cup {\bf{\{ min(}}{{\bf{X}}_{\bf{i}}}{\bf{)}} \ge \widetilde {\bf{\mu }}{\bf{\} }}\). But \({\bf{max(}}{{\bf{X}}_{\bf{i}}}{\bf{)}} \le \widetilde {\bf{\mu }}\) iff \({\bf{(}}{{\bf{X}}_{\bf{i}}}{\bf{)}} \le \widetilde {\bf{\mu }}\)for all i.
b.For each of six normal male infants, the amount of the amino acid alanine (mg/100 mL) was determined while the infants were on an isoleucine-free diet,
resulting in the following data:
2.84 3.54 2.80 1.44 2.94 2.70
Compute a 97% CI for the true median amount of alanine for infants on such a diet(“The Essential Amino Acid Requirements of Infants,” Amer. J. Of Nutrition, 1964: 322–330).
c.Let x(2)denote the second smallest of the xi’s and x(n-1) denote the second largest of the xi’s. What is the confidence level of the interval(x(2), x(n-1)) for \(\widetilde \mu \)?
