Professional Documents
Culture Documents
ST 522-001: Statistical Theory II Solution To Lab Exercises - 4
ST 522-001: Statistical Theory II Solution To Lab Exercises - 4
ST 522-001: Statistical Theory II Solution To Lab Exercises - 4
which is equivalent to X
(b) Similarly, consider a case in which P0 consists only two distributions gamma(, 1 )
and gamma(, 0 ). By Theorem 6.6.25, a minimal sufficient statistic for P0 is
" n
#
X 1
1
0
xi
T (x) = exp
1
1
0
i=1
P
which is equivalent to ni=1 Xi .
(c) Consider a case in which P0 consists only two distributions U(0,1 ) and U(0,0 ).
By Theorem 6.6.5, the minimal sufficient statistic for P0 is
T (X) =
1n I(X(n) ,) (1 )
0n I(X(n) ,) (0 )
which is X(n)
is complete sufficient statistic for ,
6.31(a) (i) When 2 is known, it can be shown that X
whereas the distribution of (n 1)S 2 / 2 does not depend on and therefore 2 is
S 2.
ancillary for . By Basu Theorem, X
P
2=
(ii) When P
2 is unknown but fixed, first observe that S 2 = (n 1)1 ni=1 (Xi X)
n
2 , where Zi = Xi is N (0, 2 ). Therefore, S 2 is still an
(n 1)1 i=1 (Zi Z)
S 2 for unknown and fixed 2 . Since 2 is
ancillary statistic. By Basu Theorem, X
arbitrary, this result can be extended to general unknown and 2 . (More discussion
can be found in Example 6.2.27.)
1
i=1
E(X(i) |T ) = E
X(i)
T |T
T
=E
X(i)
|T
T
E(T |T ) = E
X(i)
T
T =
E(X(i) )
T
ET