Homework#1

Name:
Student number:106225026

Exercise 6.3.
Let X1 , ..., Xn be a random sample from the pdf
1 − (x−µ)
f (x|µ, σ) = e σ , µ < x < ∞, 0 < σ < ∞
σ
Find a two-dimensional sufficient statistic for (µ, σ)

Solution 6.3.
Pn n
1 i=1 (xi −µ)
Y
f (X|µ, σ) = n e− σ Ixi (µ, ∞); 0 < σ < ∞
σ i=1
Pn
1 i=1 xi + nµ
= n e− σ σ Iµ (−∞, X(1) ); 0 < σ < ∞
σ
by factorization
Pn theorem , find g(T (X)|θ) and get
( i=1 xi , X(1) ) is sufficient statistic for (µ, σ)

Exercise 6.5.
Let X1 , ..., Xn be independent random variable with pdf

 1 −i(θ − 1) < x < i(θ + 1)
f (xi |θ) = 2iθ
0 otherwise


where θ >0.Find a two-dimensional sufficient statistic for θ

Solution 6.5.
n
1 Y
f (X|θ) = n n Ix (−iθ + i, iθ + i)
2 θ n! i=1 i
n
1 Y
= n n I xi (−θ, θ)
2 θ n! i=1 i −1
1 X(1) X(n)
= I(−θ < − 1)I( − 1 < θ)
2n θn n! i i

by factorization theorem , find g(T (X)|θ) and get

X X
( (1)
i
, (n)
i
) is sufficient statistic for θ

1
Exercise 6.6.
Let X1 , ..., Xn be random sample from a gamma(α, β) population.Find a two-dimensional
sufficient statistic for(α, β)

Solution 6.6.
n
1 − n
P
i=1 xi
Y
n α−1
f (X|θ) = ( ) x i e β ;x > 0
Γ(α)β α i=1

byQfactorization
Pn theorem , find g(T (X)|θ) and get
n
( i=1 xi , i=1 xi ) is sufficient statistic for (α, β)

Exercise 6.7.
Let f (x, y|θ1 , θ2 , θ3 , θ4 )be the bivariate pdf for the uniform distribution on the rectangle
with lower left corner (θ1 , θ2 ) and upper right corner (θ3 , θ4 ) in <2 .The parameters satisfy
θ1 < θ3 and θ2 < θ4 .Let (X1 , Y1 ),...,(Xn , Yn ) be a random sample from this pdf.Find a
four-dimensional sufficient statistic for (θ1 , θ2 , θ3 , θ4 ).

Solution 6.7.
according to the exercise6.7 , we can know
n
1 Y
f (X, Y |θ1 , θ2 , θ3 , θ4 ) = Ix (θ1 , θ3 )Iyi (θ2 , θ4 )
(θ3 − θ1 )(θ4 − θ2 ) i=1 i
1
= I(θ1 < X(1) )I(X(n) < θ3 )I(θ2 < Y(1) )I(Y(n) , θ4 )
(θ3 − θ1 )(θ4 − θ2 )

by factorization theorem , find g(T (X)|θ) and get

(X(1) , X(n) , Y(1),Y(n) ) is sufficient statistic for (θ1 , θ2 , θ3 , θ4 )

Exercise 6.8.
Let X1 , ..., Xn be a random sample from a population with location pdf f (x − θ).Show that
the order statistics,T (X1 , ..., Xn )=(X(1) , ...X(n) ), are a sufficient statistic for θ and no further
reduction is possible

Solution 6.8.
by definiton

f (X − θ) f (X − θ) 1
= n!
=
f (X(1) − θ, · · · , X(n) − θ) 1!···1!
− θ)
f (X n!

2
 part1
Pn Pn
ˆ i=1 yi (xi − x̄)yi
cov(ȳ, β1 ) = cov( , i=1 )
n Sxx
Pn n n
(xi − x̄) X X
= i=1 cov( yi , yi ) ∵ (cov(yi , yj ) = 0∀i 6= j)
nSxx i=1 i=1
Pn n n
(xi − x̄) X X
= i=1 var(yi ) = 0 ∵ ( (xi − x̄) = 0)
nSxx i=1 n=1
part2
cov(βˆ0 , βˆ1 ) = cov(ȳ − b1 x̄, b1 )
= cov(ȳ, b1 ) − cov(b1 x̄, b1 )
= 0 − x̄var(b1 )
σ2
= −x̄
Sxx
the function is not depent on θ,so T (X(1) , · · · , X(n) ) is sufficient statistic for θ