E1 244 - Detection and Estimation Theory (Jan 2023)

Assignment 6 Due Date: April 15, 2023

Total Marks: 40

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All questions carry equal marks but are not equally difficult, so you may want to strategize accordingly.

Problem 1 Let yk ∼ Poisson(θ) for k = 1, 2, · · · , N be i.i.d. random variables with θ > 0 being an unknown
parameter. We wish to estimate the parameter λ, where λ = e−θ .
PN
(a) Show that T (y) = k=1 yk is a sufficient statistics for estimating λ.
PN
(b) Show that λ̂1 (y) = N1 k=1 1{yk =0} is an unbiased estimator of λ.

T (y)
(c) Assuming T (y) is complete, show that λ̂2 (y) = NN−1 is an MVU estimator of λ.

Problem 2
(a) Let f1 and f2 be two pdfs with disjoint supports Ȳ1 and Ȳ2 . Consider the mixture distribution f (y; θ) =
θf1 (y) + (1 − θ)f2 (y), where θ ∈ [0, 1]. Use the Neyman-Fisher factorization theorem to show that T (y) =
1{y∈Ȳ1 } is a sufficient statistics for θ.
(b) Let yk be i.i.d. random variables for k = 1, 2 · · · , N , each with density f (yk ; x) = (x − 1)yk−x 1{yk ≥1} . Find
a sufficient statistics for x that is complete and justify your answer.

1
Problem 3 A coin is tossed independently N times and the observation yk is 1 if heads is observed, and 0
otherwise for k = 1, 2, · · · , N . Let p = Pr(yk = 1).
(a) Find the MVU estimate of p.
(b) Find the ML estimate of p and find its bias and covariance.
(c) Find the CRB and compare it with parts (a) and (b).

Problem 4 Let y1 , y2 , · · · , yN be i.i.d. observations with the log-normal pdf given by

1 2
e[− 2 (ln(yk )−θ) ] 1{yk ≥0} .
1
f (yk ; θ) = √
2πyk
We wish to compute the BLUE of θ.
(a) Show that the mean is e(θ+0.5) , and therefore, the unbiasedness constraint for BLUE cannot be satisfied.
(b) Use transformation of random variables zk = ln yk to find the BLUE of θ.