CV2001 Engineering

g
g
Probability & Statistics
-------------Tutorial 7

 X i = 3844,

X i = 1481190
2

1
3844
X = Xi =
= 384.4
n
10

1
S =
n 1
2

( X

2
i

nX

) (

1
= 1481190 10 384.4 2 = 395.16
9

y y y y
FY ( y) = P(Y y) = P( X1 y X 2 y L X n y) = L =

(0 y )
ny n 1
dFY ( y )
(0 y )
f Y ( y) =
= n
dy

E [Y ] = yf Y ( y )dy =

otherwise

n +1

n y
n n dy =
n +1 n

n
=
n +1

n + 1 n
n +1 n +1
E
Y =
E [Y ] =

=
n
n n +1
n
Hence, n + 1 Y is a unbiased estimator for

 = E[ S ] = var[S ] + (E[ S ])
2
2
(E[ S ]) = var[[S ]
2

Q var[S ] > 0, when S is not a constant

2
2
(E[ S ]) <
E[ S ] < , when S is not a constant
Hence,, S is not an unbiased estimator for

1 5
1 5
1 5
E [Y1 ] = E X i = E[ X i ] = =
5 i =1
5 i =1 5 i =1
1 2
1 5
1 5
var[Y1 ] = var X i =
var[ X i ] =

5
5 i =1 25 i =1
1
1
E [Y2 ] = E (2 X 1 X 3 + X 5 ) = (2 + ) =
2
2

1 2 1 2 3 2
1

2
var[Y2 ] = var (2 X 1 X 3 + X 5 ) = + + =
4
4
2
2

E [Y3 ] = E [X 1 + X 2 + X 3 X 4 X 5 ] = + + =

var[Y3 ] = var[X 1 + X 2 + X 3 X 4 X 5 ] = 2 + 2 + 2 + 2 + 2 = 5 2

(Consistent).

10

1 n
n
1 n

E
X
=
E
[
X
]
=

i
i
n 1
n 1 i =1 n 1 i =1
1
1 n

var
Xi =

2
n 1 i =1 (n 1)

var[ X i ] =
i =1

(n 1)

0 as n convergent

1 n
1 n
1
1
1
1
E X1 +
X
=

+
=

i
2n i =1 2
2n i =1
2
2
2
1 n
1 n
1

n +1

var X 1 +
var
X
=
X
+
X

i
2n 1 2n i
2
2
n
i =1
i =2

n + 1 2 n 1 2
=

+
2
(2n )
2n
1 2
as n divergent
di
4
11

n
1 n
1 n
E X i = E[ X i ] = =
n
n i =1 n i =1
1 n
1
var
ar X i = 2
n i =1 n

n 2
var[
ar[ X i ] = 2 0 as n convergent
con ergent

n
i =1

1
1
1
1
E X1 + X n = + =
2
2
2
2
1
1
1 2 1 2 1 2
var X 1 + X n = + divergent
2
4
2
2
4

12