Section 5.

2: Estimating Parameters: The Method of Maximum Likelihood and Method of

Moments
Chapter 5: Estimation
8 8
8 ki 8 ki
5.2.1 L(θ) = ki
(1 )1 ki i 1
(1 ) i 1 = θ 5(1 − θ)3
i 1
Section 5.2: Estimating Parameters: The Method of Maximum Likelihood and Method of
Chapter  Moments
5  H
dL ( omework  
) Solutions   dL( )
= θ 3(1 − θ)2(−1) + 5θ 4(1 − θ)3 = θ 4(1 − θ)2(−8θ + 5) ⋅
5
= 0 implies e = 5/8
  d d
8 8
8 ki 2 8 ki 3
5.2.2
5.2.1 L( θ) == p(1 − p)(1
L(p) (1 −) p)p(1 −i 1 p)(1= p (1
ki
) −
1 ki i 1 p)
= θ 5(1 − θ)3
2 3 5
i 1 1 2 8 1 1
dL( ) = 5
L(1/3) is 4greater 3than 4L(1/2) 2= , so
dL ( ) pe = 1/3.
= θ 33(1 −3θ) (−1)
2
243+ 5θ (1 − θ) = θ (1 − θ) (−82θ + 5) ⋅32 = 0 implies e = 5/8
d d  
4
2 3
5.2.2 L(p) = p(14 − p)(1y− p)p(1 − p)y= i p (1 − p)
5.2.3 L(θ) = e2 i 3 4 e i 1 = λ4e−32.8λ⋅ 5
1 2 8 1 1
L(1/3) = i 1 is greater than L(1/2) = , so pe = 1/3.
dL( ) 3 4 3 243
−32.8λ 3 −32.8λ 3 −32.8λ
2 32
= λ (−32.8)e + 4λ e =λe (4 − 32.8λ)
d 4

dL( ) 4 yi
32.8λ
5.2.3 L(θ) = = 0 eimplies
yi 4
ee =i 14/32.8
= λ4=e−0.122 ⋅
d i 1
dL( )
= λ4(−32.8)e−32.8λ +n 4λ3e−32.8λ = λ3e−32.8λ(4 − 32.8λ)
d n 2 ki 2
2 ki 2

dL ( ) e i 1
e n
5.2.4 L(θ) = = 0 implies e = 4/32.8n = 0.122
d i 1 ki !
ki !
n
i 1
n 2
2 ki 2
n
n 2 ki
e n 2
) =θ) = 2 ki (ln θ)n − nθ + ln
lnθL( e i 1
ki !
5.2.4 L(
ik 1! i 1
i 1 i
k!
n i n n
i 1 2
2 ki 2 ki 2n ki
d ln L( ) n n
ln L(θ) = 2= 0 implies
ki (ln θ) − nθ + 2
i 1 2
lnn ki ! i 1 = 0 or e
i 1
d i 1 i 1 n
n n n
2
2 3 ki
3
2
y /
ki 2n ki
d ln L( ) i

= 03 implies i 1
yi3 2en i 1 i 1
= 0 or e
i 1
d 3
yi e yi / n
5.2.5 L(θ) = 4
i 1
12
⋅
i 1 6 216 3
3 33 yi /
1 yyi3 e− iln
ln L(θ) =3 ln 3 yi /yi3 216 − 12 ln θ
1
i
yi e
5.2.5 L(θ) = i 1
4
i 1
i 1 ⋅
i 1 6 216 312
3 3 yi 12
lnθL)(= )ln 1 y 33 1 12y −i ln
lnd L( 1 216 − 12 ln θ
i y i
94 i Chapter 5: Estimation
d i 12 i 1 2
i 1
3  
3
3 yi 12
d ln L( ) 1 12 yi 1 12
yi i
d lnd L( ) Copyright
2
©i 2012
1
2 8.8 12 Inc. Publishing as Prentice Hall.
Pearson Education, =
= 0 iimplies
1
2 2
0 or e = 0.733
d
 
 
4
4 Copyright © 2012 Pearson
4 Education,
yi Inc. Publishing as Prentice Hall.
yi
 5.2.6 L(θ) = e 4
e i 1

  i 1 2 yi
16 yi
  i 1
4 4
ln L(θ) = 4ln θ − ln 16 yi yi
i 1 i 1
4
d ln L( ) 4
yi
d i 1
d ln L( ) 4 4
 Section 5.2: Estimating Parameters 95
3
yi 12
d ln L( ) 8.8 12
Observed
= 0 implies i 1
= 0 or Expected
e = 0.733
d No. of Occupants2 2
Frequency Frequency
1 678 665.2
4
2 4
4
227 227.5
yi
yi 3
5.2.6 L(θ) = e 4
e i 1 56 77.8
2 yi 4 28 26.6
i 1
5 16 yi 8 9.1
6+ i 1 14 4.8
4 4
ln L(θ) = 4ln θ − ln 16 yi yi
5.2.9 (a) From the Comment ifollowing
1
Example
i 1
5.2.1,
n
d ln Le( ) 1 4 ki 4 1 [1(19) 2(12) 3(13) 4(9)] 2.00 .
d ni1 59yi
i 1
3
d ln LFor
(b) ( )example, the expected4frequency 4 for the k = 3 class is 59 e 2 2 = 10.6
= 0 implies e 4
= 0.456 3!
d 8.766
yi is given in column of the following table.
The full set of expected values
i 1
Observed Expected
1
5 No.
of No-hitters 5 Frequency Frequency
5.2.7 L(θ) = 1
yi = 0 5
yi . 6 8.0
i 1 1 i 1 19 16.0
2 5 12 16.0
ln L(θ) = 5 ln θ + (θ −
3 1) ln yi 13 10.6
4+ i 1 9 8.4
5
5 hasln
The last expected frequency yi chosen to make that column sum to n = 59.
been
d ln L( ) 5 5 i 1
ln yi
d techniques
The i 1to be introduced in Chapter 10 would support the Poisson model. The
d lndifference
L( ) between observed
5 0.625and expected frequencies is in part because the game of baseball
= 0 implies = 0 or = 8.00
changed
d significantly over the years frome 1950 to 2008. Thus, the parameter would not be
constant over this period.  
  n
n n ki n
5.2.8
5.2.10 (a) ) θ) = (11 p), kif
L( pL( i 1
0p≤ y(1 p) i 1 pn
1, y2, …, yn ≤ θ, and 0 otherwise. Thus = ymax, which for these
e
i 1
n
data is 14.2.
ln L( p ) ki n ln (1 p ) n ln p
i 1 n
n 1
(b) L(θ) = , if θ1 ≤ y1, y2, …, yn ≤ θ2, and 0 otherwise. Thus = ymin and
k n
2 i 1
1e
ln L( p) i 1 n ln L( p) n
= y and 0 implies p
max. For these data, 1e = 1.8, 2 e = 14.2. e n
dp 2 e 1 p p dp
ki
n i 1

6
64 yi n
For the data,2ny= 1011, and k = 1(678) + 2(227) + 3(56) + 4(28) + 5(8) + 6(14) = 1536, so
5.2.11 L(θ) = i
2
i 1
, if θi ≤ y1, y2, …, yn ≤ 1 and 0 otherwise. If θ > ymin, then L(θ) = 0.
2 6i 1
i 1 1 (1 )
1011
pe e ≤ ymin=. 0.658.
So Also, to
Themaximize
table gives L(θthe
), minimize the denominator,
comparison which
of observed and in turnfrequencies.
expected means maximize
1536
θ. Thus e ≥ ymin. We conclude that e = ymin, which for these data is 0.92.
 
 
 
 
  Copyright ©
Copyright © 2012
2012 Pearson
Pearson Education,
Education,Inc.
Inc.Publishing
PublishingasasPrentice
PrenticeHall.
Hall.
 
 1
5.3.4 The confidence
Definition or E (Y 2is) y z y/i22 . , y
5.2.3,interval z /2
ni1 n n
40.7 40.7
= 188.4 1.96 = (175.46, 201.34). Since 192 does fall in the
,188.4 1.96
38 38
Section confidence
5.3: Interval Estimation
interval, there is doubt the diet has an effect.

5.3.1
5.3.5 The
The confidence
length of the interval
confidence z / 2 is ,2yz / 2z / 2 2(1.96)(14.3) 56.056 . For 56.056 ≤ 3.06,
is y interval
n n n n n n
Section 5.3: Interval Estimation2 99
56.056 15 15
=n ≥Interval
Section 5.3: 107.9 1.96 = 335.58,
Estimation , 107.9 1.96n = 336.= (103.7, 112.1).
so take 101
3.06 50 50
8.0 8.0
5.3.3 The confidence interval is y z / 2 , py(1 z p/ 2) N n= 70.833 1.96 , 70.833 1.96
5.3.21 (a)
5.3.6 If XP(−1.64
is hypergeometric,
< Z < 2.33)then Var(X/n)
= 0.94, a 94%= nconfidence level. n . 0.096 0.096
5.3.2 The = confidence
(64.432, 77.234). interval is
Since 80y z
does not ,
fall y nz / 2 the
within 1= 0.766 interval,
N confidence 1.96 ,0.766
that men 1.96
and women
(b) P(−∞ < Z < 2.58) = 0.995, a 99.5%n confidence nlevel.
/ 2
metabolize
(c) P(−1.64 methylmercury
< Z < 0) = 0.45,atathe45% same rate is not
confidence believable.
level. 1.96 19N n 19
As before p(1 − p) ≤ 1/4. Thus,
= (0.726, 0.806). The value of 0.80 is believable. in Definition 5.3.1, substitute d = .
2 n N 1  
5.3.7 The probability that the given interval will contain µ is P(−0.96 < Z < 1.06) = 0.6869. The
5.3.4 The confidence interval is y z / 2 , y z /2
5.3.22 probability
(a) The 90% of confidence
four or fiveinterval is n is binomial
such intervals nwith n = 5 and p = 0.6869, so the probability
4 5
is 5(0.6869)
126 (0.3131) + (0.6869) =
(126 / 350)(1 126 / 350) 126 0.501. (126 / 350)(1 126 / 350)
= 188.4 1.6440.7 ,188.4 1.96 40.7 = ,(175.46, 1.64 201.34). Since 192
350 1.96 350 38 350 350 does fall in the
5.3.8 The given interval38is symmetric about y.
= (0.318,
confidence 0.402)there
interval,
Copyright © 2012is doubt
Pearson theEducation,
diet has an Inc.effect.
Publishing as Prentice Hall.
5.3.9 The interval given is correctly calculated. However, the data do not appear to be normal, so
claiming that it is a 95% confidence interval (126 / 350)(1 would not 126be / 350)
2(1.96)(14.3)
correct.3000 350
56.056 56.056
5.3.5 The (b) Use
lengthforofthe themargin
confidenceof error 1.64 is 2 z / 2
interval . For ≤ 3.06,
n350 n 3000 n1 n
192= 0.039, which 2(192 / gives
540)(1a confidence
192 / 540) interval 192 (0.321,(192 0.399)/ 540)(1 192 / 540)
5.3.10 n ≥ 56.056 1.96 = 335.58, so take n = 336. , 1.96 = (0.316, 0.396)
540 3.06 540 540 540
100 2
1.96 1.96 Chapter 5: Estimation  
5.3.23 If n is such that 0.06 = , then n is the smallest integer ≥ 2
266.8 . Take n = 267.
5.3.11 (a)
5.3.6 Let pP(−1.64
be the probability
< Z <to2.33) 2thatn a viewer
= 0.94, 94%would 4(0.06)
watch less than a quarter of the advertisements
5.3.13 In closest integer 0.63(2253) isa 1419. confidence
This gives level. the confidence interval
during Super Bowl
(b) P(−∞ < Z < 2.58) = 1.96 XXIX. The confidence
0.995, a 99.5% confidence level. interval for p is 1.962
If1419
n is such that(1419 0.03 /=2253)(1, then 1419 n /is2253)
the smallest 1419 integer ≥(1419 / 2253)(1 = 1067.1.1419 /Take2253)n = 1068.
(c)281P(−1.641.96< Z(281/1015)(1
< 0) = 0.45,
2 n a 281/1015)
45% confidence , 281 level. 1.96(281/1015)(1 4(0.03) 2 281/1015)
2253 1.64 2253 , 2253 1.64 2253
1015 1015 1015 1015
5.3.7
5.3.24 = The probability
(0.610, 0.650). A,that
thethe
Since givenis interval
0.54 not in the will contain
interval, µ is
the P(−0.96
increase can< Zbe<considered
1.06)
in =the0.6869. The −
significant.
=For candidate
(0.254, 0.300) believable values for the probability of winning fall range (0.52
probability of four or five such intervals is binomial with
0.05, 0.52 +4 0.05) = (0.47, 0.57).5 For candidate B, the believable values for the probability ofn = 5 and p = 0.6869, so the  
probability
is
k 5(0.6869)
winning
(0.3131)
(k in
fall / n)(1 + (0.6869)
k / n) (0.48 − 0.05,
the range
= 0.501.0.48 + 0.05) = (0.43, 0.53). Since 0.50 falls in both
5.3.12 Budweiser
5.3.14 0.67 would use the sample = 0.57 proportion 0.54 alone as the estimate. Schlitz would construct
intervals,
the
n there isna sense
95% confidence intervalin which
(0.36, the 0.56) candidates
to claim that can values
be considered tied.believable.
< 0.50 are
5.3.8 The given interval is symmetric about y .
k (k / n)(1 k / n)
5.3.25 Case0.67 1: n is the smallest integer = 0.63greater than
5.3.9 The n interval
2 given n2is correctly calculated. However, the data do not appear to be normal, so
z.02 2.05
claiming 2
that it is a 295% confidence
= 420.25, soktake interval
n = 421. would
k not be correct.
Adding
4(0.05)the two 4(0.05) equations gives 2 = 1.20 or = 0.60
n n
Case
1922 2: n is the (192 smallest
/ 540)(1integer greater than
5.3.10 Substituting 1.96 k 192 / 540) , 192 1.96 (192 / 540)(1 192 / 540) (0.60)(1 = (0.316,0.60) 0.396)
z.04 the
1.75 2
value for into the first equation above gives 0.60 − 0.67
540 = 540
478.5,
n so take n =540
479. 540 n
2 2
=4(0.04)
0.57. Solving 4(0.04)this equation
Copyright © 2012 for n gives
Pearson n = 120.Inc. Publishing as Prentice Hall.
Education,
5.3.11 Let p be the probability that a viewer would watch less than a quarter of the advertisements  
2 2
during pSuper
(1 bepthe Bowl
) smallest XXIX. The confidence
1integer z.005 p (1 intervalp )(2.58)2.58
for2 p(0.40)(0.60)
is
5.3.26 2.58
5.3.15 Take n to 2.58 ≤ 0.01,≥ so take n ≥ 2 = 16,641
2 (0.05) 2
= 639.01,
281 n (281/1015)(1 4n 281/1015) (0.05) 2814(0.01) (281/1015)(1 281/1015)
1.64 , 1.64
so1015
n = 640. 1015 1015 1015
5.3.16 For Foley to win the election, he needed to win at least 8088 of the absentee   since 8088 >
votes,
  = (0.254, 0.300) 2 2
8086 = 2174 + (14,000 − 8088). If X isz.10 the number 1.28 of absentee votes for Foley, then it is
Take n to be the smallest integer ≥
  5.3.27 binomial = 1024.
with n = 14,000
5.3.12 Budweiser would use the sample proportion and p to be determined.
4(0.02) 0.54 2
4(0.02) 2
alone as the estimate. Schlitz would construct
 
the 95% confidence interval X 14,000 (0.36,p 0.56) 8088to claim 14,000thatpvalues < 0.508088 are believable.
14,000 p
  P(X ≥ 8088) = P 2 2 P Z .
14,000 p (1 p ) 14,000z.075 p(1 1.44 p) 14,000 p (1 p )
5.3.28 (a) Take n to be the smallest integer ≥ = 576.
8088 14,000 4(0.03)p2 4(0.03)2
For this probability to be 0.20, = z.20 = 0.84. This last equation can be solved
14,000 p (1 p )
by z 2to pobtain
(1 p )the 1.44 2
(0.10)(0.90)
(b)theTakequadratic
n to beformulathe smallestor trial and error
integer ≥ .075 2
approximate solution p = 0.5742.
= 207.36, so let n = 208.
(0.03) (0.03) 2
 19.0 20 21.0 20
5.4.4 5.4:
Section P(19.0 < Y <of21.0)
Properties = P
Estimators Z = P(−0.40 < Z < 0.40) = 0.6554 −103
0.3446
10 / 16 10 / 16
= 0.3108
Section 5.4: 5 5 of Estimators
Properties 103
(b) Y3 18 = 30
3 3 n n
(c) 5) E 51the sample
Suppose 1were 10, 14, 1 n31. The estimate for θ is 30, but the largest
18,
5.4.5 E ( X
(b) Y3 n18 = 30 X i E ( X i )
observation
3 3 i 131 falls noutside i 1 of then[0,i 130] interval.
(c)general,
In Suppose thethe sample
sample meanwereis10, an 14,unbiased18, 31.estimator
The estimate of thefor θ isµ30,
mean . but the largest
observation 1/
2 31 2 falls 2 outside
1 of the [0, 30] interval.
5.4.9 E(Y) = 2 y dy n 1 . n 1  
0
1 y 3 1 y
5.4.6 fYmin ( y ) n1/ 1 ,
2 1 so E(Y min ) = n y 1 dy
5.4.9 E(Y) =+22Y )]y=2 c[E(Y
E[c(Y
2
dy ) + 2E(Y . )] = c 2 10 4 1 2c
1
. For the estimator to be
1 02 13 2
3 3
Integration by parts yields E(Ymin) = . An unbiased estimator
1 would be (n + 1)Ymin.
unbiased,
E[c(Y1 + 2Y 2c = 1 or c = 1/2. n 21 1 4 1
2)] = c[E(Y1) + 2E(Y2)] = c 2c . For the estimator to be
3 3
5.4.7 unbiased,
First note that 2c 2= 1F1Yor ( yc) =121/2.e ( y )2, y . By Theorem 3.10.1, fYmin ( y ) ne n ( y ) , y.
5.4.10 E(Y 2) = y dy , so 3Y is unbiased.  
0 3 (y )
  Then E (Ymin ) 1 y ne 2 dy (u u
) ne du , the last equality arising from the
5.4.10 E(Y22) = y 2 dy 2
2 , so 3Y is unbiased.
0
. 3 = Var(W) + θ . Thus, W is unbiased only if Var(W) = 0, which in
2 2
5.4.11 E(W ) = Var(W)
substitution 0 u +y E(W)
essence means that W is constant.
1
5.4.11 Thus,
E(W2) E = (Var(W)
Ymin ) + E(W) (u 2 )= ne Var(W)
u
du + θ2. uThus, ne uWdu 2
is unbiasedne u only
du if Var(W). = 0, which in  
0 2 0 0 n
i − µW is σconstant.
by definition of σ .
2 2
5.4.12 For each means
essence i, E[(Ythat ) ]=
1 1 1
1 n E (Ymin 2 ) 1 n
Finally, . 1 2
5.4.12 Forneach(Yi,i E[(Y) i −nµ)n2] n= σE2 by
E (Yindefinition)2 ofn σ2. = σ2
i 1 i 1 n
1 n 21
n
1 2
E (Yi )y2
yE 1(Yi 12) 2
2
n = σ2
5.4.8 (a) nfYi3 1( y ) 12n n1i 1n 4n
[ y n( n nyn)]1 y n 1 nn 1 y n 1
5.4.13 f n 1 ( y) fYmax y n 1 n 1
Y
3n 1 n 1 n 1 (n 1) (n 1) n n
n max n51 n 1
The E (Y ) , so the
n distribution unbiased
n is thennumberestimator is
n nm such Y .
3 ythat nn 1 y n 1
5.4.13 f n 1median (3y ) of 5 this f Y y 3n1 n1
Y
n max m n n 1
n 1 n max n 1 n n n 1m (n 1) (n 1) n n
y 1 n y nn mn
1/2
The=median dy
of this distribution is the number m such that
0 ( n 1) n n
( n 1) n n 0m (n 1) n n
n 1 n 1 n
m n
Copyright y © 2012 Pearson n y nEducation, n n Inc.mPublishing
n
as Prentice Hall.
1/2 = dy 1 ( n 1)
Solving 0for(nm gives 1)n m n =
( n 1) n .
n The estimator
( n 1) n nis unbiased only when n = 1.
n
2 n 0
1 (n 1)
Solving for m gives m = n . The estimator is unbiased only when n = 1.
n2−1 n 1 1
5.4.14 fYmin ( y ) = nfY(y)(1 − FY(y)) = n e y / [1 (1 e y / )]n 1 = n e ny / . Then

1 n1−1 = nnn /1 e y1/ [1y / (1 e y / )]n 1 = n 1 e ny / . Then

y
5.4.14 ffYmin ((yy)) = 1nfYf(y)(1 y− FY(y)) n e e . E(nYmin) = θ, so nYmin is unbiased. Also, the
nYmin Y
n min n n
y
1 n y 1 1 nn / 1 y/
f nYmin ( y ) f1Ymin n e e . E(nY ) = θ, so nYmin is unbiased. Also, the
sample meann Yni is unbiased
n (see Question 5.4.5).min
ni1
1 n
sample mean Yi is unbiased (see Question 5.4.5).
ni1 2 2
5.4.15 E (W ) Var(W ) E (W ) 2
2 2
, so lim E (W 2 ) lim 2 2
n n n n
2 2
5.4.15 E (W 2 ) Var(W ) E (W ) 2 2
, so lim E (W 2 ) lim 2 2
n n n n

Copyright © 2012 Pearson Education, Inc. Publishing as Prentice Hall.

Copyright © 2012 Pearson Education, Inc. Publishing as Prentice Hall.