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S131-LE2-004
Statistics 131 Parametric Statistical Inference
Second Long Exam First Semester, A.Y. 2014 – 2015

I. True or False.
1. A statistic is an estimator and vice versa.
2. A point estimate is a real number.
3. If an estimator is MSE-consistent, then it is unbiased and its variance will approach zero as 𝑛 → ∞.
4. The distribution of an ancillary statistic does not depend on any unknown parameter/s.
5. Complete sufficient statistics exist only for the exponential family members.
6. The random sample itself is a set of jointly minimal sufficient statistic.
7. An unbiased estimator that is a function of the css is the UMVUE.
8. If the UMVUE exists, then an unbiased estimator and a css both exist.
9. An efficient estimator is the UMVUE.
10. There can only be one sufficient statistic for a certain target parameter.

II. Problem Solving.

2𝑥
1. Let 𝑋1 , … , 𝑋𝑛 be a random sample from 𝑓(𝑥; 𝜃) = 𝐼 (𝑥) with 𝜃 > 0.
𝜃2 (0,𝜃)
a. Find the MLE of 𝜃.
b. Find a sufficient statistics.
c. Is 𝑚𝑎𝑥(𝑋1 , … , 𝑋𝑛 ) complete?
1
2. Let 𝑋1 , … , 𝑋𝑛 be a random sample from 𝐸𝑥𝑝 (𝛽).
a. Find the MLE of 𝛽.
b. Find an MME of 𝛽.
1
c. Find the MLE of .
√𝛽
d. Find the UMVUE for 𝑉𝑎𝑟(𝑋1 )
e. Is the sample minimum unbiased for 𝛽?
f. Is T MSE-consistent for β?
3. Let 𝑋1 , … , 𝑋𝑛 be a random sample from 𝑁(𝜇, 𝜎 2 ), 𝜎 2 known.
a. Find the CRLB for variances of unbiased estimators of 𝜇.
b. Find the UMVUE of 𝜇.
4. Let 𝑋1 , … , 𝑋𝑛 be a random sample from 𝐵𝑖(𝑚, 𝑝), 𝑚 known.
a. Find a complete sufficient statistic.
b. Find the UMVUE of 1 − 𝑝2 .
c. Find the UMVUE of 𝑃(𝑋 = 1).

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