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Problem Sheet 5

MA204
Statistics
2008
Department of Mathematics, IIT Madras

1. Show that X is a minimum variance unbiased estimator of the mean of a normal


population. [Compute E(( ln f (X)/)2 ).]
2. Given a random
size n from a population with mean and variance 2 . Show
Pn sample of
2
that (1/n) i=a (Xi ) is an unbiased estimator of 2 .
3. Show that the mean of a random sample of size n is an efficient (a minimum variance
unbiased) estimator of the parameter of a Poisson distribution.
4. Show that for a random sample from a normal population, V ar(S 2 ) = 2 4 /(n 1). Then
conclude that S 2 is a consistent estimator of 2 .
5. Let X and Y be independent random variables having binomial distributions with parameters m, p and n, p, respectively. Show that (X + Y )/(m + n) is a sufficient estimator
of p.
6. Let X1 , . . . , Xn constitute a random sample from a population with mean and variance
2 . Use the method of moments to find estimators for and 2 .
7. Given a random sample of size n from an exponential population, use the method of
moments to find an estimator for the parameter .
8. Given a random sample of size n from a Poisson population, use the method of moments
to find an estimator for the parameter .
9. Given a random sample of size n from a uniform population with = 0. Use the method
of moments to find an estimator for the parameter .
10. Given a random sample of size n from a population having a continuous uniform distribution use the method of moments to find an estimator for the parameters and
.
11. Given a random sample of size n from a Poisson population, use the method of maximum
likelihood to find an estimator for the parameter .
12. Given a random sample of size n from a normal population with a known mean . Use
the method of maximum likelihood to find an estimator for 2 .
13. Given a random sample of size n from a population having a continuous uniform distribution use the method of maximum likelihood to find an estimator for the parameters
and .
14. A district official intends to use the mean of a random sample of 150 sixth graders from
all over India to estimate the mean score which all the sixth graders in India would get
if they took a certain test. Based on experience the official knows that = 9.4 for such
data. If the sample has x = 61.8, construct a 99% confidence interval for the mean score
of all sixth graders in India.
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15. A major truck shop has kept extensive records on various transactions with its customers.
If a random sample of 18 of these records show average sales of 63.84 gallons of diesel
flues with a sample variance of 7.5625 sq. gallons, construct a 99% confidence interval for
the mean of the population sampled.
16. Independent random samples of sizes 16 and 25 from a normal population with sample variances 23.04 and 12.25 have the means 18.2 and 23.4, respectively. Find a 90%
confidence interval for the difference of the population means.
17. To study the effect of alloying on the resistance of electric wires, an engineer plans to
measure the resistance of 35 standard wires and 45 alloyed wires. If it can be assumed
that the standard deviations for the wires are 0.004 and 0.005, respectively, then what
can the engineer assert with 98% confidence about the maximum error, if the difference
between the sample means is used to estimate the difference between the population
means?
18. In a random sample of 120 cheerleaders, 54 had suffered moderate to severe damage to
their voices. With 90% confidence, what can we say about the maximum error, if we use
the sample proportion 54/100 as an estimate of the true proportion of cheerleaders who
are afflicted oin this way?
19. In a random sample of visitors to a famous tourist attraction, 84 of 250 men and 156 of 250
women bought souvenirs. Construct a 95% confidence interval for the difference between
the two proportionsof men and women who buy souvenirs at this tourist attractions.
20. The length of the skulls of 10 fossil skeletons of an extinct species of birds has a mean
of 5.68 cm and sample variance of 0.0841 sq cm. Assuming that such measurements are
normally distributed, find a 95% confidence interval for the true variance of the skull
length of the given species of birds.
21. The following are the heat producing capacities of coal from two different mines, in
millions of calories per ton:
Mine A:
8500, 8330, 8480, 7960, 8030
Mine B:
7710, 7890, 7920, 8270, 7860
Assuming that the data constitute independent random samples from normal populations
with equal variances, construct a 90% confidence interval for the ratio of the variances of
the two populations sampled.
4. Hint: (n 1)S 2 / 2 2n1 .
0
8. = m1P
.
2
12.
= ni=1 ((xi )2 )/n
15. 61.96 < < 65.72 gallons
18. 0.075
21. 0.233 < 12 /22 < 9.506

0
0
0
0
6.
= m1 , 2 = m2 (m1 )2 .
7. = m1 .
0
= m0 .
9. = 2m1 .
11.
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13. Consider minimizing ( )n .
14. 59.82 < < 63.78
16. 7.485 < 1 2 < 2.915
17. 0.0023 ohm
19. 0.372 < 1 2 < 0.204
20. 0.04 < 2 < 0.28
0
2 = 12(m0 (m0 )2 )
10. Solve:
+ = 2m1 , (
)
2
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