National Institute of Technology Rourkela

Department of Mathematics

Course: Introduction to Probability and Statistics (MA2203) Assignment-X

Answer all the following questions: [5 × 10 = 50]

1. Prove that the maximum likelihood estimate of the parameter α of a population having
density function:
2
(α − x), 0 < x < α
α2
for a sample of unit size is 2x, x being the sample value. Show also that the estimate is
biased.

2. Let x1 , x2 , . . . , xn denote random sample of size n from a uniform population with p.d.f.
1 1
f (x, θ) = 1; θ − ≤ x ≤ θ + , −∞ < θ < ∞.
2 2
Obtain M.L.E. for θ.

3. State as precisely as possible the properties of the M.L.E. Obtain the M.L.Es. of α and
β for a random sample from the exponential population

f (x; α, β) = y0 e−β(x−α) , α ≤ x < ∞, β > 0

y0 being a constant.

4. Obtain the maximum likelihood estimate of θ in

f (x, θ) = (1 + θ)xθ , 0 < x < 1,

based on an independent sample of size n. Examine whether this estimate is sufficient for
θ.

5. A sample of size n is drawn, from each of the four normal populations which have the
same variance σ 2 . The means of the four populations are a + b + c, a + b − c, a − b + c,
and a − b − c. What are the M.L.Es. for a, b, c, and σ 2 ?

6. Estimate θ in the density function

f (x, θ) = (1 + θ)xθ ; 0 < x < 1

by the method of moments and obtain the standard error of the estimator.
 7. The sample values from population with p.d.f.

f (x) = (1 + θ)xθ , 0 < x < 1, θ > 0,

are given below:

0.46, 0.38, 0.61, 0.82, 0.59, 0.53, 0.72, 0.44, 0.59, 0.60
Find the estimate of θ by (i) method of moments and (ii) maximum likelihood estimation.

8. For the distribution with probability function:

e−θ θx
f (x, θ) = ; x = 1, 2, 3, . . .
x!(1 − e−θ )

obtain the estimate of θ by the method of moments.

9. For the following probability function:

( ) x
3 p (1 − p)3−x
f (x, p) = , [x = 1, 2, 3]
x 1 − (1 − p)3

obtain the estimator of p by the method of moments, if the frequencies at x = 1, 2 and 3

are respectively 22, 20 and 18.

10. Let x1 , x2 , . . . , xn be a sample from a distribution with density function:

fθ (x) = θ(θ + 1)x−θ−1 (1 − x), 0 < x < 1, θ > 0.

Determine the estimate of θ by the method of moments.

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