MACT-317

Chapter 9
Practice Problems 14

Assigned problems from the sixth edition

Page 447 Problems 9.62, 9.63, 9.64, 9.65, 9.67, 9.69, 9.70
Pages 453 to 455 Problems 9.72 (a, b), 9.74 (b), 9.75 (a), 9.77 (a), 9.83,
9.84, 9.85 (a)

Assigned problems from the seventh edition

Pages 475 and 476 Problems 9.70, 9.71, 9.72, 9.73, 9.75, 9.77, 9.78
Pages 481 to 483 Problems 9.80 (a, b), 9.82 (b), 9.83 (a), 9.85 (a), 9.91,
9.92, 9.93 (a)

In the solutions below, the first number refers to edition 6 and the second
refers to edition 7

Solutions
9.62 (9.70)
Y~ Poisson (  )
Because we seek an estimator for only one parameter  , we must equate the first
population and sample moments.
The first population moment is 1  E (Y )  
1 n
The corresponding first sample moment is m1   Yi  Y .
n i 1
Equating the corresponding population and sample moments we obtain 1  m1 ;
 Y
Therefore the method of moments estimator for  is ˆ  Y

9.63 (9.71)
Although we seek an estimator for only one parameter ˆ 2 (Since μ is known and equal
to zero where Y~N(0,  2 ), we must equate the second population and sample moments
as the first population moment is not a function of  2 ; 1  E (Y )   = 0

1
  
The second population moment is  2  E Y 2  V (Y )  [ E (Y )]2   2   2   2  0   2
1 n 2
The corresponding second sample moment is m2   Yi
n i 1
1 n 2
 2  m2   2   Yi
n i 1
1 n 2
Therefore the method of moments estimator for  2 is ˆ 
2
 Yi
n i 1

9.64 (9.72)
Y~N (μ,  2 )
Because we seek estimators for two parameters  and  2 , we must equate two pairs
of population and sample moments.
1  E (Y )   and  2  E (Y 2 )  V (Y )  [ E (Y )]2   2   2
Equating the first and second sample and population moments, and solving for ̂ and
ˆ 2 , we get:
1 n
1  m1     Yi , Thus
n i 1
̂  Y

1 n 2 1 n 2
 2  m2   2   2  
n i 1
Yi , hence ˆ 2  ˆ 2   Yi
n i 1
n

Y
2

 Y 
i
1 n 2  1 n
 Y 2    Yi  nY 2  
2
 ˆ 2  i 1
i Y
n n  i 1  n i 1

9.65 (9.73)
We have one hyper-geometric observation, Y, with parameters N, n and r = 
n
Thus, 1  E  Y   and m1  Y
N
Equating the first population and sample moments and solving for ˆ we obtain:
n N
 Y  ˆ  Y
N n

9.67 (9.75)

2
Y ~ Beta  , 

Although we seek an estimator for only one parameter  , we must equate the second
population and sample moments as the first population moment is not a function of  ;
  1
1  E (Y )   
   2 2
 2  E (Y 2 )  V (Y )  [ E (Y )] 2
2 1 1  2  1 2    1  1
    
 2    2  1
2
4 4  2  1 4  2  1 2  2  1

1 n 2
m2   Yi
n i 1
Equating the second population and sample moments and solving for ˆ , we obtain:
 1 1 n 2 2 n
  Yi  ˆ  1  (2ˆ  1) Yi
2

2(2  1) n i 1 n i 1

 n 2 
1   2 Yi n
 ˆ   i 1 
 n 2 
 4 Yi n  1
 i 1 

9.69 (9.77)
Y~U (0, 3 )
Because we seek an estimator for only one parameter  , we must equate the first
population and sample moments.
0  3 3 1 n
1  E (Y ) 
2

2
and m1   Yi  Y
n i 1
Equating the first population and sample moments and solving for ˆ , we obtain:
3 2
 Y  ˆ  Y
2 3

9.70 (9.78)
f ( y )   y  1 3 , 0 y3
3
y
3
  y

   3 1  3
 1
E  Y     dy         

3 3   1 0 3   1  1

Because we seek an estimator for only one parameter  , we should equate the first
population and sample moments.

3
 3 1 n
1  E (Y ) 
 1
and m1   Yi  Y
n i 1
Equating the first population and sample moments and solving for ̂ , we obtain:
3 Y
 Y  3ˆ  (ˆ  1)Y  ˆ 
 1 3Y

9.72 (9.80)
a) Y~ Poisson (λ)
e    yi
f ( yi  )  yi  0,1,2,.......... i  1,2,3,...., n
yi !
n

n  yi
n
e    yi e  i 1
f  yi    
n
L y1 , y 2 , ...., y n    L      n
yi !
i 1 i 1
y!
i 1
i

 n   n 
ln L      y i  ln( )  n  ln  y i !
 i 1   i 1 
The MLE of  is the value that make ln L   a maximum. Taking derivative of
ln L   with respect to  we obtain:
n

d y i
 ln L( )   i 1
 n
d 
Setting this derivative equal to zero and solving for ̂ [The MLE of  ], we get:
n n

y i y i
i 1
n 0  ˆ  i 1
y
ˆ n
b) Y~ Poisson (λ)
 E Y   , V Y   

 n  n
  yi   E( y )
  n
i
E ˆ  E ( y )  E  i 1  i 1
 
 n  n n
 
 
n
  yi 
n
V ( y )
 
i
 
V ˆ  V ( y )  V  i 1   i 1
(The yi s are independent )
 n  n2
 
n 
 2

n n
9.74 (9.82)

4
  yi r
b) f  y i    1 ryi r 1e 
y i  0,  0 i  1,2,3,...., n

n  yi r

 f y   
n
L y1 , y 2 , ...., y n    L   
1 r 1 
i ry i e
i 1 i 1 
n

n
  yi r
=  r   
n i 1

 yi
r 1
    e 
   i 1 
n

n y r
i
ln L   n ln(r )  n ln( )  ( r  1) ln( y i )  i 1

i 1 

The MLE of  is the value that maximizes ln L  . Taking the derivative of
ln L   with respect to  , we obtain:
n

y r

 ln L( )    n  i1 2
i
d
d  
Setting this derivative equal to zero and solving for ˆ [The MLE of  ], we get:
n

n 
yir
d
 ln L( )   ˆ  i 1ˆ 2  0
d  
n

 n ˆ 
n

 yir  0 y r
i

i 1  ˆ  i 1
n

9.75 (9.83)
1
a) f ( y i  )  0  yi  2  1 i  1,2,3,...., n
2  1
n
L y1 , y 2 , ...., y n    L     f y  
i 1
i

n
n
 1   1 
i 1
  
 2  1   2  1 
n
 1 
Since L     is a monotonically decreasing function of  , L ( ) increases
 2  1 
as  decreases. Thus, L ( ) is maximized at the smallest possible value of  , subject
y 1
to the constraint 0  y i  2  1 , that is   i , i  1,2,...., n . The smallest value
2

5
of  that satisfies this constraint is at the maximum observation in the set y1 , y 2 , ...., y n
y(n)  1 y 1
[i.e. at   ]. That is ˆ   n  is the MLE for  .
2 2
9.77 (9.85)
 yi
1  1
a) f ( yi  , )  y i  0, i  1,2,3,...., n

yi . e
 
n  yi
n 1
L y1 , y 2 , ...., y n    L     f y   
 1 
yi . e
i 1
i
i 1  
n
  yi
n
1 i 1

 e 
 y 1

  n
 n
i 1
i

n

 1 n 

y i

  
ln( L( ) )  ln  y i 1   (n  ) ln( )  i 1

 
n
i 1  
 
n

 n 
yi
d
ln( L( ))   2
i 1
d  
Setting this derivative equal to zero and solving for ˆ [The MLE of  ], we get:
n n

y i
n y i
y
i 1
 0  ˆ  i 1

ˆ 2
ˆ n 
b) Y ~ Gamma (α, θ), hence E(Y) =  , V (Y )   2
 n 
Y  1  
 Yi 
  n
n
 1
E ˆ  E    E i 1
    n  n  E (Y ) 
i 1
i
n

 
 

 n 
  Yi 
 Y  1 1
V ˆ V    2 V (Y )  2 V  i 1
  n


  
 
 
n
1
 2 2 V (Yi ) (Y1 , Y2 ,....,Yn are independent )
n  i 1
n  2  2
 
n 2 2 n

9.83 (9.91)
Y ~ uniform (0, 2θ)

6
 1
f ( yi  )  0  y i  2 i  1,2,3,...., n
2
n
L y1 , y 2 , ...., y n    L     1   1 
n

 i 1
  
 2   2 
n
 1 
Since L     is a monotonically decreasing function of  , L ( ) increases as 
 
2
decreases. Thus, L ( ) is maximized at the smallest possible value of  , subject to the
y
constraint 0  yi  2 , that is   i , i  1,2,...., n . The smallest value of  that
2
satisfies this constraint is at the maximum observation in the set y1 , y 2 , ...., y n [i.e. at
y (n ) y n
 ]. That is ˆ  is the MLE for  .
2 2

9.84 (9.92)
3 yi2
f ( yi  )  3 0  yi   i  1,2,3,...., n

n n
f  yi   
n
3 yi2  3  n
L y1 , y 2 , ...., y n    L       3 y 2
i
i 1   
3
i 1 i 1

Since L ( ) is a monotonically decreasing function of  , L ( ) increases as 

decreases. Thus, L ( ) is maximized at the smallest possible value of  , subject to the
constraint 0  y i   , that is   y i , i  1,2,...., n . The smallest value of  that
satisfies this constraint is at the maximum observation in the set y1 , y 2 , ...., y n [i.e. at
  y (n ) ]. That is ˆ  y ( n ) is the MLE for  .

9.85 (9.93)
2 2
a) f  y i      yi   i  1,2,3,...., n
y i3

2 2
n

2 2  n

f  yi    
n
 n
L y1 , y 2 , ...., y n    L     3
i 1 y i
i 1  yi3 i 1

Since L ( ) is a monotonically increasing function of  , L ( ) increases as 

increases. Thus, L ( ) is maximized at the largest possible value of  , subject to the
constraint   y i   , i  1,2,...., n . The largest value of  that satisfies this
constraint is at the minimum observation in the set y1 , y 2 , ...., y n [i.e. at   y (1) ]. That
is ˆ  y (1) is the MLE for  .