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statistical inference-1

The document outlines a series of practical exercises related to statistical inference, focusing on point estimators for mean (𝜇) and variance (𝜎²) from random samples. It includes tasks to prove the unbiasedness of various estimators and to analyze random samples from different distributions. Each practical exercise encourages hands-on application of statistical concepts and calculations.

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4 views

statistical inference-1

The document outlines a series of practical exercises related to statistical inference, focusing on point estimators for mean (𝜇) and variance (𝜎²) from random samples. It includes tasks to prove the unbiasedness of various estimators and to analyze random samples from different distributions. Each practical exercise encourages hands-on application of statistical concepts and calculations.

Uploaded by

pakwebsiteflipping
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

STATISTICAL INFERENCE-I

(Note: write all the practical questions in your practical Notebooks)


Practical # 01:
A random sample selected from a normal population with mean 𝜇 and variance 𝜎 2 gave the
values 25, 31, 23, 33, 28, 36, 22, 26. Give the point estimators for 𝜇 and 𝜎 2 and also find their
point estimates.
Practical # 02: (TRY YOURSELF)
A random sample selected from a normal population with mean 𝜇 and variance 𝜎 2 gave the
values
46 13 -2 32 45
50 16 3 28 19
26 22 47 34 32
42 10 8 9 39
51 6 19 27 15
26 25 15 28 26
66 7 14 13 11
45 32 28 20 29
21 19 0 21 38
9 36 24 48 17

Give the point estimators for 𝜇 and 𝜎 2 and also find their point estimates.

Practical # 03:
̅
𝑛 𝑋 +𝑛 𝑋 ̅
Prove that 𝐸(𝑋̅𝑐 ) = 𝜇, where 𝑋̅𝑐 = 1𝑛1+𝑛2 2 are unbiased estimators or not?
1 2

Practical # 04:
(𝑛1 −1)𝑆12 +(𝑛2 −1)𝑆22
Prove that 𝐸(𝑆𝑝2 ) = 𝜎 2 , where 𝑆𝑝2 = are unbiased estimators or not?
𝑛1 +𝑛2 −2

Practical # 05:
If 𝑋̅1 and 𝑋̅2 are the means of two independent random samples of sizes 𝑛1 and 𝑛2 follows the
normal distribution with mean 𝜇 and variance 𝜎 2 .
Show that
𝐸[𝜃𝑋̅1 + (1 − 𝜃)𝑋̅2 ] = 𝜇

Practical # 06:
1
Let a random sample is taken from 𝑈[0, 𝜃]. Find out if 𝜃̂ = 𝑋̅ − 2 is an unbiased estimator of 𝜃
or not?

Practical # 07:
1
Let a random sample is taken from 𝑈[𝜃, 𝜃 + 1]. Find out if 𝜃̂ = 𝑋̅ − 2 is an unbiased estimator
of 𝜃 or not?
Practical # 08:
Generate 500 random numbers from exponential distribution and check the unbiasedness of the
following estimator for 𝜆 = 3 and select randomly 50 samples from these random numbers and
check the unbiasedness for 𝜆1 = 0.2470, Again select randomly 50 samples from these random
numbers and check the unbiasedness for 𝜆2 = 0.4545 and Again select randomly 50 samples from
these random numbers and check the unbiasedness for 𝜆3 = 0.1498.

Practical # 09:
Suppose 𝑋1 and 𝑋2 be the random samples of size 20 follows the normal distribution with mean is
10 and variance is 15.
𝑿𝟏 𝑿𝟐 𝑿𝟏 𝑿𝟐
16.2353 11.3027 2.6766 10.7274
9.7887 9.4429 6.9517 11.3269
11.0627 1.3021 6.8458 21.5792
14.6221 8.2287 11.3223 10.0437
10.5314 11.8695 9.7273 10.0545
11.4796 6.5165 9.0028 14.4759
9.9158 2.2079 6.2835 6.2388
12.6235 12.2248 2.7940 4.3406
7.2360 12.3107 9.2634 10.3992
5.4469 8.6884 4.7254 7.9407

Show that
𝑛 𝑋 +𝑛 𝑋 ̅ ̅
I. 𝐸(𝑋̅𝑐 ) = 𝜇, where 𝑋̅𝑐 = 1𝑛1+𝑛2 2
1 2
(𝑛1 −1)𝑆12 +(𝑛2 −1)𝑆22
II. 𝐸(𝑆𝑝2 ) 2
= 𝜎 , where 𝑆𝑝2 = 𝑛1 +𝑛2 −2

are unbiased estimators or not?

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