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differential equation

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Prepared by Chen-Yen Lin

Feb. 09, 2011

this family is not complete. (ii) When = 1, to show this family is not complete,

we can let g(0) = e and g(X) = 1, x > 0. Then it can be shown that Eg(X) =

P

h(x)

g(0)e1 + e1

x=1 x! = 1 + 1 = 0.

6.26: (a) If P0 consists two distributions N (1 , 1) and N (0 , 1). By Theorem 6.6.5, a minimal

sufficient statistic for P is

" n

#

2

n1

X

p1

e 2

T (x) =

=

exp

xi (1 0 )

n 2

p0

20

i=1

e

which is equivalent to X

(b) Similarly, consider a case in which P0 consists only two distributions gamma(, 1 )

and gamma(, 0 ). By Theorem 6.6.25, a minimal sufficient statistic for P0 is

" n

#

X 1

1

0

xi

T (x) = exp

1

1

0

i=1

P

which is equivalent to ni=1 Xi .

(c) Consider a case in which P0 consists only two distributions U(0,1 ) and U(0,0 ).

By Theorem 6.6.5, the minimal sufficient statistic for P0 is

T (X) =

1n I(X(n) ,) (1 )

0n I(X(n) ,) (0 )

which is X(n)

is complete sufficient statistic for ,

6.31(a) (i) When 2 is known, it can be shown that X

whereas the distribution of (n 1)S 2 / 2 does not depend on and therefore 2 is

S 2.

ancillary for . By Basu Theorem, X

P

2=

(ii) When P

2 is unknown but fixed, first observe that S 2 = (n 1)1 ni=1 (Xi X)

n

2 , where Zi = Xi is N (0, 2 ). Therefore, S 2 is still an

(n 1)1 i=1 (Zi Z)

S 2 for unknown and fixed 2 . Since 2 is

ancillary statistic. By Basu Theorem, X

arbitrary, this result can be extended to general unknown and 2 . (More discussion

can be found in Example 6.2.27.)

1

k

X

EX = E Y

Y

k

X

k

k

EX = EY E

Y

k

k

EX

X

= E

k

EY

Y

P

(ii) Since is known, it can be argued that T = ni=1 Xi is complete sufficient for

. Moreover, since Xi comes from a scale family with standard variable Zi whose

X

distribution does not depend on . It follows that Pn (i)Xi is ancillary for . Therefore

k

i=1

E(X(i) |T ) = E

X(i)

T |T

T

=E

X(i)

|T

T

E(T |T ) = E

X(i)

T

T =

E(X(i) )

T

ET

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