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P P
xi −1)
1. Show that xn(n−1)
i(
is an unbiased estimate of θ, for the sample x1 , x2 , . . . , xn drawn
on X which takes the values 1 or 0 with respective probabilities θ and (1 − θ).
Solution: Since 0 x1 , x2 , . . . , xn is a random sample from Bernoulli population with pa-
rameter θ,
n
X
T = xi ∼ B(n, θ)
i=1
This implies
Therefore,
P P
xi ( xi − 1) T (T − 1)
E =E
n(n − 1) n(n − 1)
1
E T 2 − E(T )
=
n(n − 1)
1
Var(T ) + {E(T )}2 − E(T )
=
n(n − 1)
1
nθ(1 − θ) + n2 θ2 − nθ
=
n(n − 1)
nθ2 (n − 1)
= = θ2
n(n − 1)
This implies [ xi ( xi − 1)] /[n(n − 1)] is an unbiased estimator of θ2 .
P P
This implies
1
Therefore,
1 1
E(X̄) = E(T ) = · np = p
n n
T 1 pq
Var(X̄) = Var = 2 · Var(T ) = → 0 as n → ∞
n n n
3. Prove that the maximum likelihood estimate of the parameter α of a population having
density function
2
f (x) = (α − x), 0 < x < α
α2
for a sample of unit size is 2x, x being the sample value. Show also that the estimate is
biased.
Solution: For a random sample of unit size (n = 1), the likelihood function is :
2
L(α) = f (x, α) = (α − x); 0 < x < α
α2
Likelihood equation gives :
d d
log L = [log 2 − 2 log α + log(α − x)] = 0
dα dα
2 1
=⇒ − + =0
α α−x
=⇒ 2(α − x) − α = 0
=⇒ α = 2x.
2
Solution: Note that
n n
!θ
Y Y
L(x, θ) = f (xi , θ) = (1 + θ)n · xi
i=1 i=1
n
X
=⇒ log L = n log(1 + θ) + θ. log xi
i=1
n
∂ n X
=⇒ log L = + log xi = 0
∂θ 1 + θ i=1
X X
=⇒ n+θ log xi + log xi = 0
i i
−n −n
=⇒ θ̂ = Pn −1= Qn − 1.
i=1 log xi log ( i=1 xi )
5. A random sample of size n = 100 is taken from a population with σ = 5.1. Given that the
sample mean is x̄ = 21.6, construct a 95% confidence interval for the population mean µ.
Solution: Substituting the given values of n, x̄, σ, and z0.025 = 1.96 into the confidence
interval formula, we get
5.1 5.1
21.6 − 1.96 · √ < µ < 21.6 + 1.96 · √
100 100
or 20.6 < µ < 22.6.
6. We know that silk fibers are very tough but in short supply. Engineers are making break-
throughs to create synthetic silk fibers that can improve everything from car bumpers
to bullet-proof vests or to make artificial blood vessels. One research group reports the
summary statistics
n = 18 x̄ = 22.6 s = 15.7
for the toughness (MJ/m3 ) of processed fibers. Construct a 95% confidence interval for
the mean toughness of these fibers. Assume that the population is normal.
Solution: The sample size is n = 18 and t0.025 = 2.110 for n − 1 = 17 degrees of freedom.
15.7 15.7
The 95% confidence formula for µ becomes 22.6 − 2.110 · √ 18
< µ < 22.6 + 2.110 · √ 18
or
3
14.79 < µ < 30.41 MJ/m .
7. A major manufacturer of processed meats monitors the amount of each ingredient. The
weight(lb) of cheese per run is measured on n = 80 occasions.
72.2 67.8 78.0 64.4 76.3 72.3 73.1 71.7 66.2 63.3 85.4 67.4
66.3 76.3 57.7 50.3 77.4 63.1 73.9 67.4 74.7 68.2 87.4 86.4
69.4 58.0 63.3 72.7 73.6 68.8 63.3 63.3 73.0 64.8 73.1 70.9
85.9 74.4 75.9 72.3 84.3 61.8 79.2 64.3 65.4 66.7 77.2 50.0
70.3 90.4 63.9 62.1 68.2 55.1 52.6 68.5 55.2 73.5 53.7 61.7
47.9 72.3 61.1 71.8 83.1 71.2 58.8 61.8 86.8 64.5 52.3 58.3
65.9 80.2 75.1 59.9 62.3 48.8 64.3 75.4
Assume the population is normal, construct a 95% confidence interval for the population
standard deviation σ.
Solution: Since the population is normal with n = 80, we can use χ2 . Note that
3
χ2.975 = 56.309 and χ2.025 = 105.473. and then s = 9.583. Substituting into the formula for
the confidence interval for σ 2 yields
(79)(9.583)2 (79)(9.583)2
< σ2 <
105.473 56.309
or