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MATH321 F08 LEC2 Solutions - Chapter 8

This document contains solutions to problems from Chapter 8 of an statistics textbook. Some key points summarized: 1) For several problems, estimators are evaluated to determine if they are unbiased or biased based on their expected values. Estimators are also compared based on their variances. 2) For binomial and Poisson distributions, common estimators like sample means and proportions are shown to be unbiased estimates of the underlying distribution parameters. 3) Estimators are constructed for several problems to be unbiased, such as subtracting constants from sample means to account for known biases. 4) Variances of estimators are calculated and used to determine which have minimum variance, or smallest mean squared error.

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160 views2 pages

MATH321 F08 LEC2 Solutions - Chapter 8

This document contains solutions to problems from Chapter 8 of an statistics textbook. Some key points summarized: 1) For several problems, estimators are evaluated to determine if they are unbiased or biased based on their expected values. Estimators are also compared based on their variances. 2) For binomial and Poisson distributions, common estimators like sample means and proportions are shown to be unbiased estimates of the underlying distribution parameters. 3) Estimators are constructed for several problems to be unbiased, such as subtracting constants from sample means to account for known biases. 4) Variances of estimators are calculated and used to determine which have minimum variance, or smallest mean squared error.

Uploaded by

catty8
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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Solutions to Assigned Problems from Chapter 8

8.2

is unbiased if E( ) = . Thus, B( ) = 0. a. The estimator ) = + 5. b. E( ) = a + b = (a 1) + b. a. Using Definition 8.3, B( * = ( b) / a . b. Let a. They are equal. ) > V ( ) . b. MSE ( and are simple linear combinations of Y1, Y2, and Y3. So, it is , , a. Note that 3 5 1 2 easily shown that all four of these estimators are unbiased. From Ex. 6.81 it was shown has an exponential distribution with mean /3, so this estimator is biased. that 4 ) = 52/9, and V( ) = 2/9, so the ) = 2, V( ) = 2/2, V( b. It is easily shown that V(
1 2 3 5

8.3

8.4

8.8

is unbiased and has the smallest variance. estimator 5


8.9

The density is in the form of the exponential with mean + 1. We know that Y is unbiased for the mean + 1, so an unbiased estimator for is simply Y 1. a. For the Poisson distribution, E(Y) = and so for the random sample, E( Y ) = . Thus, = Y is unbiased. the estimator b. The result follows from E(Y) = and E(Y2) = V(Y) + 2 = 22, so E(C) = 4 + 2. c. Since E( Y ) = and E( Y 2 ) = V( Y ) + [E( Y )]2 = 2/n + 2 = 2 (1 + 1 / n ) . Then, we can = Y 2 + Y (4 1 / n ) . construct an unbiased estimator For the uniform distribution given here, E(Yi) = + .5. Hence, E( Y ) = + .5 so that B( Y ) = .5. b. Based on Y , the unbiased estimator is Y .5. c. Note that V (Y ) = 1 /(12n ) so MSE(Y ) = 1 /(12n ) + .25 .

8.10

8.12

8.13

a. For a random variable Y with the binomial distribution, E(Y) = np and V(Y) = npq, so E(Y2) = npq + (np)2. Thus,
2 2 Y 1 E{ n ( Y n ) [1 n ]} = E (Y ) n E (Y ) = np pq np = ( n 1) pq . b. The unbiased estimator should have expected value npq, so consider the estimator = ( n ) n ( Y ) [1 Y ] . n 1 n n

8.17 a. b.

1 is unbiased, and since E(Y) = np, E( p 2 ) = (np + 1)/(n+2). It is given that p 2 ) = (np + 1)/(n+2) p = (12p)/(n+2). B( p 1 is unbiased, MSE( p 1 ) = V( p 1 ) = p(1p)/n. MSE( p 2 ) = V( p 2 ) + B( p 2 ) = Since p
np (1 p )+ (1 2 p ) 2 ( n + 2 )2

.
np (1 p ) +(1 2 p ) 2 ( n + 2 )2

c.

Considering the inequality <


p (1 p ) n

this can be written as (8 n + 4 ) p 2 (8 n + 4 ) p + n < 0 . Solving for p using the quadratic formula, we have p = 8 n + 4 So, p will be close to .5.
8.20 b.
( 8 n + 4 )2 4 ( 8 n + 4 ) n 2(8 n + 4 )

=1 2

n +1 8n+4

If Y has an exponential distribution with mean , then by Ex. 4.11, E ( Y ) = / 2 . a. Since Y1 and Y2 are independent, E(X) = /4 so that (4/)X is unbiased for . Following part a, it is easily seen that E(W) = 22/16, so (42/2)W is unbiased for 2.

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