Hints and/or comments about Problem 14
Please put your answers in the boxes on the sheet I gave you
for Problem 14.
- For the 10 point estimates, I basically just want the estimates in
the boxes (rounded to the nearest tenth) --- you don't have to turn in
any work to show how you got your answers (but you can turn in some
supplementary work if you wish).
- You should show some work/partial results for the confidence
interval parts. Don't just give the answers for those parts. But
do put the answers in the boxes on the same sheet that you put your
point estimates on, and attach that sheet as the 1st sheet of your
solutions. (You should show how you used a Satterthwaite approximation
to get the degrees of freedom. For the jackknife interval, just give
some partial results, like the midpoint of the interval, and the
standard error estimate that goes into the plus/minus piece.)
As with the point estimates, round final answers given in answers boxes
to nearest tenth.
- For the 2nd confidence interval that is
requested (the one using the Stein estimators), you are still supposed
to use the approximate pivot given at the bottom of p. E31 of the class
notes, and you are still supposed to use the df formula given on
p. E31. The only possible difference between the two Satterthwaite confidence
intervals would due to the fact that for some data sets one may get
different values for the df when the two sets of estimates of the
variances are plugged in. (I fear that some of you may replace (MSA
- MSE)/n in the pivot by the Stein estimator, but if that is done,
one would also have to work through a new Satterthwaite approximation to
determine the proper df, and that would be very tough, due to the
complicated nature of the Stein estimator. So for both Satterthwaite
intervals, use the pivot based on MSA - MSE, but for the 2nd of
the two requested, use the Stein estimators to get the variance
estimates required for the df calculation.)