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Assignment 7

The document contains 10 problems related to probability and statistics concepts like maximum likelihood estimation, confidence intervals, and normal distributions. The problems cover finding MLEs of parameters from distributions, constructing confidence intervals for means and variances of normal populations, and applying confidence intervals to sample data.

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13 views

Assignment 7

The document contains 10 problems related to probability and statistics concepts like maximum likelihood estimation, confidence intervals, and normal distributions. The problems cover finding MLEs of parameters from distributions, constructing confidence intervals for means and variances of normal populations, and applying confidence intervals to sample data.

Uploaded by

random noob
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Department of Mathematics and Statistics, IIT Tirupati

Probability and Statistics, Assignment-VII


—————————————————————————————————–

1. One observation is taken on a discrete random variable X with pmf f (x|θ),


where θ ∈ {1, 2, 3}. Find the MLE of θ.

x f (x|1) f (x|2) f (x|3)


1 1
0 3 4
0
1 1
1 3 4
0
1 1
2 0 4 4
1 1 1
3 6 4 2
1 1
4 6
0 4

2. Let X1 , X2 , . . . , Xn be iid with one of two pdfs. If θ = 0, then



1 if 0 < x < 1
f (x|θ) =
0 Otherwise,

while if θ = 1, then
 √
1/(2 x) if 0 < x < 1
f (x|θ) =
0 Otherwise,

Find the MLE of θ.

3. Let X1 , X2 , . . . , Xn be iid with pdf


1
f (x|θ) = , 0 ≤ x ≤ θ, θ > 0.
θ
Estimate θ using the maximum likelihood estimation method.

4. One observation, X, is taken from a N (0, σ 2 ) population. Find the MLE of


σ.

5. Let X1 , X2 , . . . , Xn be iid with pdf

f (x|θ) = θxθ−1 , 0 ≤ x ≤ 1, 0 < θ < ∞.

Find the MLE of θ.

6. Let X1 , X2 , . . . , Xn be a random sample from a gamma(α, β) population.

(a) Find the MLE of β, assuming α is known.


(b) If α and β are both unknown, find the MLEs for α and β for the data
D = {22.0, 23.9, 20.9, 23.8, 25.0, 24.0, 21.7, 23.8, 22.8, 23.1, 23.1, 23.5, 23.0, 23.0}.

1
from X ∼ N (θ,
7. Let (X1 , X2 , . . . , Xn ) be a random sample √ √ 1). Show that a
95% confidence interval of θ is [X̄ − 1.96/ n, X̄ + 1.96/ n]. Let p denote
the probability that an additional independent observation, Xn+1 , will fall
in this interval. Is p greater than, less than, or equal to 0.95? Justify your
answer.

8. Let X1 , X2 , . . . , Xn be a random sample from X ∼ N (µ, σ 2 ), where both µ


and σ 2 are unknown. Find the 100(1 − α)% confidence interval of µ.

9. Let X1 , X2 , . . . , Xn be a random sample from X ∼ N (µ, σ 2 ), where both µ


and σ 2 are unknown. Find the 100(1 − α)% confidence interval of σ 2 .

10. An electrical firm manufactures light bulbs that have a length of life that is
approximately normally distributed with a standard deviation of 40 hours.
If a sample of 30 bulbs has an average life of 780 hours, find a 96% confidence
interval for the population mean of all bulbs produced by this firm.

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