MATHEMATICAL STATISTICS Tutorial Exercises 9

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.

[9.8] 1. Show that X̄ is an efficient estimator of θ where θ is the mean of a normal

distribution with known constant variance σ 2 .

[10.94] 2. Suppose that Y1 , Y2 , . . . , Yn constitute a random sample from a normal

distribution with known mean µ and unknown variance σ 2 . Find the most
powerful α–level test of H0 : σ 2 = σ02 versus H1 : σ 2 = σ12 , where σ12 > σ02 .
Show that this test is equivalent to a χ2 test. Is the test uniformly most
powerful for H1 : σ 2 > σ02 ?

[10.99] 3. Let Y1 , Y2 , . . . , Yn denote a random sample from a Poisson distribution with

mean λ.
Find the form of the rejection region for a most powerful teat of H0 : λ = λ0
against H1 : λ = λ1 , where λ1 > λ0 .
Pn
Recall that i=1 Yi has a Poisson distribution with mean nλ. Indicate how
this information can be used to find any constants associated with the rejection
rejection derived above.
Is the test derived above uniformly most powerful for testing H0 : λ = λ0
against H1 : λ > λ0 ? Why?