Authors: Jay L. Devore
ISBN-13: 978-1305251809
See our solution for Question 6E from Chapter 6 from Devore's Probability and Statistics for Engineering and Science.
The data for the urinary AGT level $\left( {\mu g} \right)$ denoted by $X$ for a sample of adults with chronic kidney disease is given below:
X = 2.6, 6.2, 7.4, 9.6, 11.5, 13.5, 14.5, 17.0, 20.0, 28.8, 29.5, 29.5, 41.7, 45.7, 56.2, 56.2, 66.1, 66.1, 67.6, 74.1, 97.7, 141.3, 147.9, 177.8, 186.2, 186.2, 190.6, 208.9, 229.1, 229.1, 288.4, 288.4, 346.7, 407.4, 426.6, 575.4, 616.6, 724.4, 812.8, 1122.0
The AGT level $X$ follows lognormal distribution with parameter $\mu \;and\;{\sigma ^2}$.
The total number of observations is $n = 40$.
It is known that if $X$ has lognormal distribution with parameter $\mu \;and\;{\sigma ^2}$ then the logarithmic transformation of $X$ that is $\log \left( X \right)$ has a normal distribution with mean $\mu $ and variance ${\sigma ^2}$.
Let $Y = \log \left( X \right)$ and must have normal distribution with mean $\mu $ and variance ${\sigma ^2}$.
The sample mean and sample standard deviation is unbiased estimator of population mean and population standard deviation respectively.
The parameters are calculated using the table below:
| X | Y=log (X) | ${\left( {{Y_i} - \bar Y} \right)^2}$ |
| 2.6 | 0.956 | 12.072 |
| 6.2 | 1.825 | 6.788 |
| 7.4 | 2.001 | 5.898 |
| 9.6 | 2.262 | 4.701 |
| 11.5 | 2.442 | 3.951 |
| 13.5 | 2.603 | 3.339 |
| 14.5 | 2.674 | 3.083 |
| 17 | 2.833 | 2.550 |
| 20 | 2.996 | 2.057 |
| 28.8 | 3.360 | 1.144 |
| 29.5 | 3.384 | 1.093 |
| 29.5 | 3.384 | 1.093 |
| 41.7 | 3.731 | 0.489 |
| 45.7 | 3.822 | 0.370 |
| 56.2 | 4.029 | 0.161 |
| 56.2 | 4.029 | 0.161 |
| 66.1 | 4.191 | 0.057 |
| 66.1 | 4.191 | 0.057 |
| 67.6 | 4.214 | 0.047 |
| 74.1 | 4.305 | 0.016 |
| 97.7 | 4.582 | 0.023 |
| 141.3 | 4.951 | 0.271 |
| 147.9 | 4.997 | 0.321 |
| 177.8 | 5.181 | 0.563 |
| 186.2 | 5.227 | 0.635 |
| 186.2 | 5.227 | 0.635 |
| 190.6 | 5.250 | 0.673 |
| 208.9 | 5.342 | 0.831 |
| 229.1 | 5.434 | 1.008 |
| 229.1 | 5.434 | 1.008 |
| 288.4 | 5.664 | 1.524 |
| 288.4 | 5.664 | 1.524 |
| 346.7 | 5.848 | 2.012 |
| 407.4 | 6.010 | 2.496 |
| 426.6 | 6.056 | 2.643 |
| 575.4 | 6.355 | 3.706 |
| 616.6 | 6.424 | 3.977 |
| 724.4 | 6.585 | 4.646 |
| 812.8 | 6.700 | 5.155 |
| 1122 | 7.023 | 6.723 |
| Total | 177.187 | 89.501 |
The sample mean is calculated as follows:
\[\begin{array}{c} \bar y = \frac{1}{n}\sum\limits_{i = 1}^{40} {{y_i}} \\ = \frac{{177.187}}{{40}}\\ = 4.430 \end{array}\]The sample variance is calculated as follows:
\[\begin{array}{c} {s^2} = \frac{1}{{n - 1}}\sum\limits_{i = 1}^{40} {{{\left( {{y_i} - \bar y} \right)}^2}} \\ = \frac{1}{{40 - 1}}\left( {89.501} \right)\\ = 2.295 \end{array}\]The sample standard deviation is calculated as follows:
\[\begin{array}{c} s = \sqrt {2.295} \\ = 1.515 \end{array}\]The estimated parameters of the distribution of ACT level are, $\hat \mu = 4.430\;and\;\hat \sigma = 1.515$.
(b)
The estimated expected value of AGT level is calculated as follows:
\[\begin{array}{c} \hat E\left( X \right) = {e^{\hat \mu + \frac{{{{\hat \sigma }^2}}}{2}}}\\ = {e^{4.430 + \frac{{{{\left( {1.515} \right)}^2}}}{2}}}\\ = {e^{4.430 + 1.148}}\\ = 264.542\mu g \end{array}\]