G14FOS

The University of Nottingham

School of Mathematical Sciences
2012-2013
Fundamentals of Statistics
Class Test 1: Statistics
Time allowed: 1.5 hours

Candidates may complete the front cover of their answer booklet but must NOT
write anything else until the start of the examination period is announced.
This paper contains SIX questions. Full marks may be obtained for SIX
complete answers.
An indication is given of the marks available for each question in square brackets
immediately following that question.
Only silent, self-contained calculators with a single-line or dual-line display are
permitted in this examination.
No electronic devices capable of storing and retrieving text may be used.
Do NOT turn the examination paper over until instructed to do so.
Additional material: Statistical tables.

1
1. Let X1 , X2 , . . . , Xn be a random sample from a distribution with unknown parameter θ.
Let θ̂ be an estimator of θ. Define the following properties of an estimator.

(a) unbiased
(b) mean-square-error
(c) consistent
(d) sufficient

If θ̂ is an unbiased estimator of θ, what is the lower bound for Var(θ̂)? [15 marks]

2. Let X1 , X2 , . . . Xn be a random sample from the Beta distribution with probability density
function
fX (x) = αxα−1 , 0 < x < 1, α > 0.

(a) Find the method of moments estimator of α.

(b) Find the maximum likelihood estimator of α.

[15 marks]

3. Let X1 , X2 , . . . , Xn be a random sample from a distribution with probability density

function
1 n xo
fX (x) = exp − , x > 0, θ > 0.
θ θ
(a) Find the maximum likelihood estimator of θ and derive its asymptotic distribution.
(b) Construct an approximate equal-tailed 95% confidence interval for θ.

[15 marks]

4. If X ∼ Binomial(n, p), where X is a random variable for the number of successes, n is

the number of independent trials and p is the probability of a success in each trial, then
an approximation for large n is X ∼ N (np, np(1 − p)).
A pharmaceutical company tests a drug on a random sample of 2400 people and the drug
was found to be effective in 1440 people.

(a) Use the normal approximation to the binomial distribution to construct an approx-
imate 95% confidence interval for the proportion of people for whom the drug is
effective.
(b) If we assume the proportion of people who found the drug to be effective remains
the same, how many people would the pharmaceutical company need to test in order
for the confidence interval in (a) to have a width of less than 0.02?

[15 marks]

2
5. The government reports that the mean systolic blood pressure for adult males is 128 with
population standard deviation 15. A group of doctors is concerned that male executives
have higher than average blood pressure. A sample of 72 male executives finds their mean
systolic blood pressure is 130.

(a) Specify the null and alternative hypotheses which the doctors are interested in test-
ing.
(b) Assuming that blood pressure measurements are normally distributed, test the hy-
potheses in (a) at significance level α = 0.05.
(c) Calculate the p-value for this test.

[20 marks]

6. Let X1 , X2 , . . . , Xn be a random sample from a Poisson distribution with mean λ and

probability mass function

λx e−λ
f (x|λ) = , x = 0, 1, 2, . . . .
x!
A conjugate prior distribution for λ is s−1 χ2v such that

p(λ) ∝ λv/2−1 e−sλ/2 .

Note that the prior distribution has mean v/s and variance 2v/s2 .

(a) Calculate the values of v and s such that the mean and variance of the prior distri-
bution are both 2.
(b) Show that the posterior distribution for λ is t−1 χ2u where u = v + 2 ni=1 xi and
P
t = s + 2n.
(c) A sample is collected of size n = 6 with ni=1 xi = 19. Using the prior distribution
P
in (a), calculate the mean and variance of the posterior distribution.

[20 marks]