28 views

Uploaded by jiashengrox

Advanced Statistical Theory

- An Introduction to Mathematical Statistics and its Application
- Multivariate Data Analysis
- solutions2.pdf
- K Nearest Sequence Method and Its Application to Churn Prediction
- ALM Actuarial
- Douglas C. Montgomery-Design and Analysis of Experiments, Seventh Edition-Wiley(2008)
- Actuarial Manual
- Mathematical Methods -CAS- (Ed) [] [Victorian Certificate of Education; 2015] {19s}
- 2. Ijamss- Generalized Gamma Regression Models With Application to Cd4 Cell Counts Data of Aidspatients
- mil-std_414
- Ferrero EPJB 2011
- dae.pdf
- Applied Linear Regression Models 4th Ed Note
- 01.tauber.pdf
- Generalized Evolutionary Programming With Lévy-type Mutation
- Files
- Instructions Random Walk
- Statistics in Practice, Part II
- M3L12
- 9_16042019

You are on page 1of 3

Examination

Semester II: 2011-2012

ST5224 Advanced Statistical Theory (II)

April 2012 - Time allowed: 2 hours

INSTRUCTIONS TO CANDIDATES

1. This is a closed book examination.

2. This examination paper contains Four (4) questions and comprises

THREE (3) printed pages.

3. All the Four (4) questions are compulsory and must be answered.

4. Programmable calculators are allowed.

PAGE 2 ST5224

1. Let X

1

, . . . , X

n

be a random sample from a distribution F.

(i) Suppose F is the Gamma(, ) distribution with probability den-

sity function

f(x; , ) =

1

()

x

1

e

x/

I

[0,)

(x).

(ia) Derive the likelihood equation for the maximum likelihood

estimation of and .

(ib) Let ( ,

) be an MLE or RLE of (, ). Derive the joint

asymptotic distribution of ( ,

) .

(ii) Suppose F is the exponential distribution with probability density

function

f(x; a, ) =

1

e

(xa)/

I

[a,)

(x),

where < a < , > 0 are unknown.

(iia) Derive the MLE of (a, ).

(iib) Let a be the MLE of a. Derive the asymptotic variance of a.

2. Let X

1

, . . . , X

n

be a random sample from the normal distribution N(,

2

)

where 0 < < , > 0 are unknown. Considering testing H

0

: = 1

versus H

1

: = 1.

(i) Derive the MLE of and .

(ii) Derive the MLE of under H

0

.

(iii) Derive the Fisher information matrix about and .

(iv) Derive the Raos score test statistic.

(v) Derive the Wald test statistic.

PAGE 3 ST5224

3. Suppose that

X

i

= t

i

+

i

, i = 1, . . . , n,

where the t

i

s are xed constants and the s are i.i.d. random variables

with normal distribution N(0,

2

), < < and

2

> 0 are

unknown parameters.

(i) Derive the UMPU test of size for testing H

0

: 0 versus

H

1

: > 0.

(iii) Derive the UMPU test of size for testing H

0

: = 0 versus

H

1

: = 0.

4. Let X

1

, . . . , X

n

be a random sample from a distribution F.

(i) Suppose that F has the following probability density function

f(x; ) = x

(+1)

I

[0,)

(x).

Using the pivotal method, construct an equal tailed condence

interval of with condence coecient 1 .

(ii) Suppose that F is the normal distribution with mean and vari-

ance

2

. Obtain the uniformly most accurate unbiased (UMAU)

upper bound for .

END OF PAPER

- An Introduction to Mathematical Statistics and its ApplicationUploaded byRending Li
- Multivariate Data AnalysisUploaded bykamranwasti
- solutions2.pdfUploaded byluthfi2011
- K Nearest Sequence Method and Its Application to Churn PredictionUploaded byfarnoosh_r
- ALM ActuarialUploaded byMarina Markovic Stefanovic
- Douglas C. Montgomery-Design and Analysis of Experiments, Seventh Edition-Wiley(2008)Uploaded byThais Beraldo Amaral
- Actuarial ManualUploaded bypiyush2129
- Mathematical Methods -CAS- (Ed) [] [Victorian Certificate of Education; 2015] {19s}Uploaded byRamón
- 2. Ijamss- Generalized Gamma Regression Models With Application to Cd4 Cell Counts Data of AidspatientsUploaded byiaset123
- mil-std_414Uploaded byAlia Marouf
- Ferrero EPJB 2011Uploaded byNewton Jose
- dae.pdfUploaded bytantiba
- Applied Linear Regression Models 4th Ed NoteUploaded byken_ng333
- 01.tauber.pdfUploaded byAlex Renjifo
- Generalized Evolutionary Programming With Lévy-type MutationUploaded byRolando Walle
- FilesUploaded bySelenzo Solomon
- Instructions Random WalkUploaded byRoby La Mura
- Statistics in Practice, Part IIUploaded byCris Ely
- M3L12Uploaded byabimana
- 9_16042019Uploaded byمحمد خيري بن اسماءيل
- II WEEK. Practice_2-II.pdfUploaded byNataliAmiranashvili
- bookUploaded byabbasdf
- Shallow Foundation Design Through Probabilistic and DeterministicUploaded byLuis Horacio Martínez Martínez
- Whole Digital Communication PPT-libreUploaded byPiyush Gupta
- Example DistributionUploaded byArtrinda Anggita
- 13_645Uploaded byRoss Zhou
- ac1951_23_636_13353Uploaded bymanuelq9
- Lec 5 - Hypothesis TestUploaded byBenjamin Koh

- The_Sutra_on_the_Residence_of_Manjusri.pdfUploaded byAbhishekChatterjee
- Essential Daily YumkaUploaded byMac Dorje
- Chenrezik_ for the Benefit of All Beings - Khenpo Khartar RinpocheUploaded byjiashengrox
- Chenrezig_Teaching_at_Buddhist_Center_Sampo.pdfUploaded byjiashengrox
- Chenrezig_Teaching_at_Buddhist_Center_Sampo.pdfUploaded byjiashengrox
- 21 Tar AsUploaded bybalbinaxyz
- The Very Secret and Swift PathUploaded byjiashengrox
- The Practice of Chod - Karma Chakme Raga Asya.pdfUploaded byjiashengrox
- White Umbrella Sadhana Formatted for AmuletUploaded byjiashengrox
- The Transcendent Perfection of Wisdom in Ten Thousand Lines - 84000Uploaded byTom
- Garchen Rinpoche Vajra Recitation TummoUploaded byjfv1212
- Namgyalma all - TibEngChi.pdfUploaded byjiashengrox
- 8988-8782-1-PB.pdfUploaded byjiashengrox
- 8988-8782-1-PB.pdfUploaded byjiashengrox
- Cho Body Offering by Orgyen Nuden DorjeUploaded byjiashengrox
- Sutra of 42 Chapters Sutra v1.3Uploaded byjiashengrox
- UT22084-051-004.pdfUploaded byjiashengrox
- Calc Lesson Instruct v7Uploaded byjiashengrox
- Sarva Buddha Visaya Avatara Loka Lamkara Namah Mahayana SutraUploaded byCungSenPao
- Com King of Prayers Oct2006 A4Uploaded byvitralak
- Long EkaviratibUploaded byjiashengrox
- Tashi Tsegpa Noble Stack of Auspiciousness GavinUploaded byjiashengrox
- Meditation on White Tara PreviewUploaded byjiashengrox
- 35BuddhaConfessionPrayer[1]Uploaded byjiashengrox
- KI PathAndGrounds Delighting DrapaSedrupUploaded byjiashengrox
- manjushreesadhana.pdfUploaded byjiashengrox
- 8586-8394-1-PBUploaded byjiashengrox
- Presenting Gospel to Buddhists Final Jly29c ESUploaded byjiashengrox
- ShingonTexts_Kukai_KakubanUploaded byRoland Maxwell
- Understanding the Awakening of Faith in the Mahayana 1Uploaded byZacGo

- Imax b6ac v2 ManualUploaded byCarlos
- ABM AND ABCUploaded byMs. Fit
- Path Loss Propagation ModelsUploaded byFarEast Ramdzan
- Automatic Gear Changer in Two Wheelers- Pneumatic Model. (Report)Uploaded bytariq76
- is.196.b.1966.pdfUploaded byAnonymous 2l8XJIV
- C# Interview QuestionsUploaded byapi-3841500
- Cherokee Archer II Pilot’s Operating HandbookUploaded byMax Oger
- Offshore CosUploaded byNavaneetha Krishnan Angaiah
- ch12Uploaded byEla Bhattacharya
- anti phishing attacksUploaded bySneha Gupta
- Guzdial, Mark Ericson, Barbara - Introduction to Computing and Programming with Java - A Multimedia Approach.pdfUploaded byWendy Do
- Numatics Series l1 Solenoid CatalogUploaded byLenin
- Grounding[a]Uploaded byAnonymous NGXdt2Bx
- Set 24 QuestionUploaded bymkb
- lab4-Taeweon_modified_CDMA.pdfUploaded byNguyễn Hưng Idiots
- General Carton RequirementsUploaded byMod
- C GuideUploaded bykannan.selvam5426
- Known as SMART GMbH,An Automotive Brand OfUploaded byakanshatyagi
- ford.docxUploaded bybhaktishah117
- Wood Connectors - Houtverbindingen_2013_LRUploaded byjanm2008
- SQL 8i ProgramsUploaded byDhanoop Bhaskar
- LN 13 IBSUploaded byismanisaa
- MVC_JSPUploaded bymurthy_oct24
- A Generalized Optimal 17-Point Scheme for Frequency-domain Scalar Wave EquationUploaded byivy_publisher
- Wheel 123d TutorialUploaded byTeoh Han Jie
- OM070 Halton M.a.R.v.E.L. Demand Control VentilationUploaded byRaul Jaime Flores Guardia
- Weekly planning listUploaded byRichard Smith
- Dbms Session 1Uploaded byThirukkovlaur Raghuveer
- Job Sch FinalUploaded bySayikrishna Cheluru
- Software verification and validationUploaded byBilal Ilyas