STAT7055 Spring Session 2017

Topic 6 Tutorial Questions

1. Let X1 , X2 , . . . , Xn denote a random sample from a population with mean µ and variance
σ 2 . That is, the Xi ’s are independent and each Xi has E(Xi ) = µ and V (Xi ) = σ 2 .
1
Pn
2
We will show that the sample variance, s2 = n−1 i=1 Xi − X̄ , is an unbiased
estimator of σ 2 .
Pn
2
= ( ni=1 Xi2 ) − nX̄ 2 . Hint: See topic 2 tutorial.
P
(a) First show that i=1 Xi − X̄
(b) Next find expressions for E(Xi2 ) and E(X̄ 2 ) only in terms of µ, σ 2 and n.
P
2 
n
(c) Next show that E i=1 Xi − X̄ = (n − 1)σ 2 .
(d) Finally show that E(s2 ) = σ 2 .
(e) Rather than separately estimating the population mean and population variance,
suppose we are interested in a “new” population parameter equal to µ+2σ 2 . Suggest
an unbiased estimator for this new parameter.
2. Let X1 , X2 , . . . , Xn denote a random sample from a population with mean µ and variance
σ 2 . That is, the Xi ’s are independent and each Xi has E(Xi ) = µ and V (Xi ) = σ 2 .
Consider the following three estimators for µ:
1 1 X2 + . . . + Xn−1 1 1
µ̂1 = (X1 + X2 ), µ̂2 = X1 + + Xn , µ̂3 = X̄ +
2 4 2(n − 2) 4 n
(a) Determine whether any of the three estimators are unbiased.
(b) Calculate the variance of each estimator.
(c) Based on your answers to parts (a) and (b), determine whether any of the three
estimators is consistent and give an explanation.
3. A random sample of 100 observations was randomly drawn from a population whose
standard deviation is 5. The sample mean was calculated as 400.
(a) Estimate the population mean with 99% confidence.
(b) Repeat part (a) with a sample mean of 200.
(c) Repeat part (a) with a sample mean of 100.
(d) What happens to the width of the confidence interval estimate when the sample
mean decreases?
4. One measure of physical fitness is the amount of time it takes for the pulse rate to
return to normal after exercise. A random sample of 100 women aged 40-50 exercised on
stationary bicycles for 30 minutes. The amount of time it took for their pulse rates to
return to pre-exercise levels was recorded. The average pulse-recovery time for the women
in the sample was calculated to be 15 minutes. If the times are normally distributed
with a standard deviation of 2.3 minutes, estimate with 93% confidence the true mean
pulse-recovery time for all 40-50 year old women. Interpret the result.

Page 1 of 2
STAT7055 Spring Session 2017 Topic 6 Tutorial

5. A soft drink machine is regulated so that the amount of drink dispensed is distributed
with a standard deviation of 5ml. Find the sample size necessary to be 85% confident
that our sample mean will be within 3ml of the true mean. Do you see any issues with
your answer?

Page 2 of 2