NATIONAL UNIVERSITY OF SCIENCE AND TECHNOLOGY

SORS4102

FACULTY OF APPLIED SCIENCES

DEPARTMENT OF STATISTICS AND OPERATIONS RESEARCH

SORS4102: STATISTICAL INFERENCE

Tutorial 1B September 2017

Time : 3 hours

Candidates should attempt ALL questions from Section A and ANY THREE questions
from Section B.
Additional material
Statistical tables.

SECTION A

Attempt ALL questions in this section [20 marks]

A1. Consider the normal distribution with mean θ and variance 1.

(a) What condition(s) should be satisfied for a distribution to be a member of the

exponential family? [3]
(b) Show that normal distribution is a member of the exponential family. [3]
(c) Find the minimal sufficient statistic for θ. [4]

A2. Consider the Pareto distribution with probability density function:

β
f (x, θ)= xβα
β+1 x > α.

(a) Show that Pareto distribution is a member of the exponential family. [5]
(b) Find the minimal sufficient statistic for β. [5]

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A3. Let Y1 , Y2 ,..., Yn denote independent and identically distributed random variables from
a power family distribution with parameters α and θ = 3. Then, if > 0,
α−1
f (y, α)= αy3α , 0 ≤ y ≤ 3.

and 0 elsewhere.
3α
Show that E(Y1 ) = α+1
and derive the method-of-moments estimator for α. [10]

A4. (a) Let Y1 , Y2 ,..., Yn be a random sample from a normal distribution with mean µ
and variance σ 2 . Find the MLEs of µ and σ 2 . [10]
(b) Let Y1 , Y2 ,..., Yn constitute a random sample from a uniform distribution with
probability density function:
1
f (y, θ)= 2θ+1 , 0 ≤ y ≤ 2θ + 1.
and 0 elsewhere.
Obtain the MLE of θ. [10]

A5. Let Y1 , Y2 ,..., Yn denote a random sample from the uniform distribution on the interval
(θ, θ + 1). Let
1 n
θ1 =Ȳ − 2
and θ2 =Y(n) − n+1

(a) Show that both θ1 and θ2 are unbiased estimators of θ. [5]

(b) Find the efficiency of θ1 relative to θ2 . [5]

A6. Let Y1 , Y2 ,..., Yn denote a random sample from a population with mean µ and variance
σ2.
Consider the following three estimators of µ:
µ1 = 21 (Y1 + Y2 ) ,
µ2 = 14 Y1 − Y2 +...+Y
2(n−2)
n−1
+ 14 Yn and µ3 =Ȳ
(a) Show that each of the three estimators is unbiased. [5]
(b) Find the efficiency of µ3 relative to µ2 and µ1 , respectively. [5]

END OF TUTORIAL 1B

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A7. Suppose that X, the fraction of a container that is lled, has pdf f (x; θ) = θxθ−1 for
0 < x < 1 where (θ > 0) and let X1 ; X2 ; ...Xn be a random sample from this distribution.
(a) Show that the most powerful test for H0 : θ = 1 versus H1 : θ = 2 rejects the null
hypothesis if:
P
ln(xi ) ≥ c.
[5]
(b) Is the test described in (a) UMP for testing H0 : θ = 1 versus H1 : θ > 1? Explain
your reasoning. [5]
(c) If n = 50, what is the (approximate) value of c for which the test has significance
level 0.05? [5]

A8. Let X1 , X2 , ...Xn be a random sample from a distribution on the interval (θ, θ + 1).
Let:
1 n
θ̂1 = X̄ − 2
and θ̂2 = Xn − n+1
.
be two estimators for θ where Xn = max(X1 , X2 , ..., Xn ).
(a) Show that both estimators are unbiased estimators of θ. [5]
(b) Which of the two estimators is more efficient? [8]
(c) Show that θ̂2 is not a consistent estimator of θ. [7]

A9. Let Y1 , Y2 , ...Yn be independent Bernoulli random variables with

p(yi |p) = pyi (1−)1−yi , yi = 0, 1.
0) = 1 − p. Find the MVUE of p(1 − p), which is a
That is, P (Yi = 1) = p and P (Yi =P
term in the variance of Yi or W = ni=1 Yi , by the following steps.
(a) Let


1, if Y1 = 1 and Y2 = 0
T =
0, otherwise.

Show that E(T ) = P (1 − p). [5]

(b) Show that
w(n−w)
P (T = 1|W = w) = n(n−1)
. [5]

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(c) Show that

n n W n
 
E(T |W ) = n−1 n−1
(1 − n
) = n−1
Ȳ (1 − Ȳ )
n
and hence that n−1
Ȳ (1 − Ȳ ) is the MVUE of p(1 − p). [10]

A10. Let X1 ; X2 ; ...Xn be a random sample from a uniform distribution on the interval
(0, θ), so that:

1
, if 0 ≤ x ≤ θ
f (x, θ) = θ
0, otherwise
Y
Then if Y = max(Xi ), U = θ
has density function:


nun−1 , if 0 ≤ u ≤ 1
f (U ) =
0, otherwise

(a) Use f (U ) to verify that:

1 1
P [( α2 ) n < Yθ ≤ (1 − ( α2 ) n ] = 1 − α.
and use this to derive a 100(1 − α)% confidence interval for θ. [8]
1 Y
(b) Verify that P [α < ≤ 1] = 1 − α, and derive 100(1 − α)% confidence interval for
n
θ
θ based on this probability statement. [8]
(c) Which of the two intervals derived previously is shorter? [4]

END OF QUESTION PAPER

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SECTION B

Answer any THREE questions in this section [40 Marks]

B11. Given f (x, θ)= 1θ for 0 ≤ x ≤ θ and 0 otherwise. Given a random sample, the
maximum likelihood estimate θ̂ is the largest observation.
(a) Letting θ̃ = [ n+1
n
]θ̂, show that θ̃ is unbiased and find its variance. [5]
(b) Find the Cramer-Rao lower bound for the variance of an unbiased estimator of θ. [5]
(c) Compare the answers in parts (a) and (b) and explain why it is apparent that they
disagree. What assumption is violated, causing the theorem not to apply here? [10]

B12. Component lifetimes have the exponential distribution with pdf f (x; λ)=λe−λx , x ≥ 0,
and f (x; λ)=0 otherwise, where λ > 0. However, we wish to estimate the mean µ = λ1
based on the random sample X1 , X2 , ..., Xn so let s reexpress the pdf in the form:
−x
( µ1 )e µ

(a) Find the information in a single observation and the Cramer-Rao lower bound. [5]
(b) Use the score function to find the MLE of µ. [5]
(c) Find the mean and variance of the MLE. [5]
(d) Is the MLE an MVUE estimator? Explain. [5]

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B13.(a) Define what you understand by the word uniformly most powerful test as applied
in inferential statistics. [5]

(b) Suppose Y represents a single observation from a population with density function
given by:


θy (θ−1) , if 0 < y < 1
f (y, θ) =
0, otherwise

Find the most powerful test with significance level α = 0.05 to test H0 : θ = 2 versus
H1 : θ = 1. [15]

B14. The relationship between X and Y is given by the regression model:

Yi = a + bxi + ei , i = 1, 2, 3, ..., n and errors follow N (0, σ 2 ).

(a) Find the Least squares estimator of b denoted by b̂. [8]

(b) Find E(b̂) and show that b̂ is an unbiased estimator of b. [7]

(c) Find var(b̂). [5]

B15.(a) Explain how the confidence interval technique can be used in the testing of hypoth-
esis. [5]

(b) A food inspector examining oil, measured percentage of impurities in twelve bottles
and had the following observations:

2.3, 1.5, 2.0, 2.2, 1.4, 2.0, 1.9, 3.1, 2.7, 1.2, 2.0, 1.9

Find a 90% confidence interval for the variance of the percent of impurities. [5]

(c) A random sample X1 ; X2 ; ...Xn is drawn from a normal distribution with mean 0 and
variance θ.

(i) Obtain the likelihood function. [2]

(ii) Find maximum likelihood estimate, θ̂, of θ. [3]

Pn
(iii) Find an approximate 95% confidence interval for θ when n = 100 and i=1 =
1000. [5]

END OF QUESTION PAPER

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