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3.a. Let X1 , . . . , Xn be i.i.d.

Unif[θ − a, θ + a], where θ ∈ R and a > 0 are


unknown parameters.
(i) Find the MLE (θ̂, â) of (θ, a).
(ii) Is θ̂ an unbiased estimate of θ?
(iii) Is â an unbiased estimate of a? [2 + 2 + 2 = 6]
3.b. If X1 , . . . , Xn be i.i.d. f , where f (x) = θxθ−1 , 0 < x < 1, zero elsewhere.
Using the NP lemma, find the critical region for testing

H0 : θ = 1 against H1 : θ = 2

at α ∈ (0, 1) level of significance.


Hint: Under H0 , −2 loge X1 ∼ ?
Compute the cut-off for n = 10 and α = 0.10. [3 + 1 = 4]

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