Question: For the multinomial (n,{Ï j }) distribution with c > 2, confidence limits for Ï j are the solutions of a. Using the Bonferroni inequality,

For the multinomial (n,{Ï€j}) distribution with c > 2, confidence limits for Ï€jare the solutions of 

(î, – T,)' = (za/pe) 7,(1 – 7,)/n, j = 1, ..., c.


a. Using the Bonferroni inequality, argue that these c intervals simultaneously contain all {Ï€j} (for large samples) with probability at least 1€“ α.

b. Show that the standard deviation of π̂j €“ π̂k is [Ï€j + Ï€€“ (Ï€j €“ Ï€k)2]/n. For large n, explain why the pfrobability is at least 1 €“ α that the Wald confidence intervals.

| (गी, - मे) ° 2a/2 .{[i) + मै; - (मं) - मे.)}]/^}


Simultaneously contain the a = c(c €“ 1)/2 differences {Ï€j €“ Ï€k}

(, T,)' = (za/pe) 7,(1 7,)/n, j = 1, ..., c. | (, - ) 2a/2 .{[i) + ; - () - .)}]/^}" 1/2

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