MATHEMATICAL STATISTICS Tutorial Exercises 8

Exercises which are taken from the text book, Wackerly, D.D. et.al. Mathematical
Statistics with Applications are marked with their exercise number in the textbook
in brackets.

[9.75] 1. Let Y1 , Y2 , ...Yn be a random sample from the probability density function
given by
Γ(2θ) θ−1
f (y|θ) = y (1 − y)θ−1 0 ≤ y ≤ 1.
[Γ(θ)]2

Find the moment estimator for θ.

[9.85] 2. Let Y1 , Y2 , ...Yn be a random sample from the probability density function
given by
1
f (y|α, θ) = α
y α−1 e−y/θ y > 0.
Γ(α)θ

Find the maximum likelihood estimator θ̂ of θ.

Find the mean and variance of θ̂.
Show that θ̂ is consistent for θ.
[9.42] 3. If Y1 , Y2 , ...Yn denote a random sample from a geometric distribution with
parameter p show that Ȳ is sufficient for p.