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Math 4650/5820 - Spring 2009

HW #1 Solutions

Problem #3
The variables in parts d), f), h) are random variables.

Problem #12

a) Proof: Simple algebra shows that


n
1 X
s2 = { Xi2 nX 2 }
n 1 i=1

Hence
n
1 X
E(s2 ) = { EXi2 nE X 2 }
n 1 i=1

We note that EXi2 = Var(Xi ) + (EXi )2 = 2 + 2 . By the same argument


coupled with simple random sampling without replacement, we have
2
E X 2 = V ar(X) + (E X)2 = + 2
n
Therefore
1
E(s2 ) = {n( 2 + 2 ) n( 2 /n + 2 )} = 2
n1
b) Since the square root function is nonlinear, s is not an unbiased estimate
of .
2
c) Since X = 2 /n, we conclude from part a) that

E(n1 s2 ) = n1 2 = 2 X

d) Since T2 = N 2 X
2
, it follows from part c) that n1 N 2 s2 is an unbiased

estimate of T2 .

e) Proof: In the dichotomous case, the population variance reduces to


p(1 p). Because of simple random sampling with replacement, we conclude
that p2 = p(1 p)/n. The proof is complete by noting that

p(1 p) 1
E = {E p [V ar(p) + (E p)2 ]}
n1 n1
1 p(1 p) p(1 p)
= {p [ + p2 ]} =
n1 n n
Problem #15

a) From Example A of Section 7.2, we know that N = 393 and = 589.7.


Thus
200
P (|X | > 200) 2 2( ),
X
q
589.7 n1
where X =
n
1 392
A plot of this probability versus sample size is
attached.
0.12

0.1

0.08
Probability

0.06

0.04

0.02

0
20 30 40 50 60 70 80 90 100
Sample Size

b) By using the same CLT argument, we found that

n = 20, 1 = 211.5703, 2 = 86.7567


n = 40, 1 = 145.5368, 2 = 59.6789
n = 80, 1 = 96.9042, 2 = 39.7366
Problem #24

a) In order for the estimate to be unbiased, we must have


n
X n
X
E Xc = ci EXi = ci = .
i=1 i=1

Thus the condition on the ci is ni=1 ci = 1.


P

b) Direct calculations show that


n
X n
X
V ar Xc = c2i Var(Xi ) = c2i 2
i=1 i=1

To minimize this variance subject to the aforementioned condition, consider


n
X n
X
L(c1 , , cn , ) = 2 c2i + ( ci 1)
i=1 i=1
For i = 1, , n, we have
L
= 2 2 ci + .
ci
Setting these partial derivatives equal to zero, we have

ci =
2 2
Since ni=1 ci = 1, we obtain = 2 2 /n. Plugging this expression in ci , we
P

conclude that ci = 1/n.