Homework 5: Partial Solutions


  

"!$#% where #&
'(
) *
+

 . So ,

-+
,
./012

 and 3

4&
 576 3
89+

Chapter 8, Problem 1.

#:
<;>=?#%4/0@
AB
C
D;E=FB
-4/0 . The MSE is GHJILK 6NM 3
3
AB
C
<;>=

4-/0 . Hence O4P>Q R which implies that S
=VTDQWU 
 which implies that
S
&=VX QY
 .

Z
[#B=]\>
_^`%abckdjicC
l el=
^`%a7cn j 6
l  lando the plug-in estimator is Z
@^`%afg cC
h=^S%af  6
d
i 5 ) =
Chapter 8, Problem 2. The quantity of interest is

m5 #p = \ . The variance of the estimator is 3

Z q
3
.rst #u= \ S

3
$rkst #% M 3
\ d
]#:
<;v=w#%-/0 M \n
<;N=?\4/ m and the estimated standard error is
KDx
zy #:
D;v = #  M \
D;vm = \  {
Since |~}L 6

|0€ c  6
|0€ ƒ‚
_; {…„† , an approximate 90 per cent interval is
#S = \N ‡@; {…„† y # 
D;v = #%  M \ˆ
<;‰m = \  {

Chapter 8, Problem 3. We can write

; Š  l

d
 lŒ‹ c
l PCŽ4nn.
Œ#% .

l ‘
’#“
”B

. l ‘
’#:
D;`=]#%•


–
D;v=?
- . Hence,— with ,
where and 3

d
˜S
e=?
-
8R!~;L

–
D;v=?
4š™š› {
1
 ,
 d
,
)‘cDf

6.

G HJILK
@R . 3
)‘cD

3
 g

and hence

and 4K x

/0

7. The CDF  of  is


 Y
'
   

'
8
)‘c ! {~{~{ !-)q   

l ‹ c '
) l   

L
  

   {
The density is therefore     5c

 d
     {
 
Thus,
L, 
 d
 
 4a 
  M  ;

and

 = 
= 
GHJILK  M ;  M ;{
 
Also,
L, 
 6 d
  6
 4a 
  M 6 

2
and so
=   M  ; 6
8
 M  C
 6 M ;L 6 {
3 L
 g
  M  6 

The mse is
"
6 M

  6M 6
6
GH I˜K 3  M ;
 M  –
8 M ;L 6
 M ;LC
 M   {

) l d
 / 
) l g
 6 /7; 
8. Recall that , ,3
, L
 )2d
 , ˜
)2d
 

. So

and hence GHJILK

@R . Now
3 L
 )+d
† 3 L
)+g
† 6
;†    6
   6 {

SO-P
3 L
 g
   6 {
Since this estimator is unbiased,

) l d
— ; /  6

) l f
“;L/ˆ; 
9. , and  — 3
d
)’= 
;  
)’= ;
. By the CLT,

    @™›
.R!C;L { 


)  where
L•
 6 . And
Lp
  and
u

<;L/  •


<;L/  "
_; . From— the delta method,—
Now

g
8 =
4
;   )= ;

  † ™š›
8R!~;L {
 
10.


)+c ! ) 6  where — )&
c"c = ! 6 gc
cD/ 6 . By the central limit theorem,
 ) 6 = 6  ™š›
8R!N {

3
  c
Now

Lg

  = 








 
 

 

c

 = 6   c 6  6ƒ66  = 
 ƒc c 66 =  6 c  c 6 M 6c  ƒ6 6
; c ƒ
c c c
and so

 

6 6  

 
 6


Therefore, —
g
)&c ) 6 = c 6  ™› LR!  cƒc 66 =  6 c  c 6 M 6c  6ƒ6  {
6