‘The University of Edinburgh, College of Science and Engineering Mathematies 3 Honours [MATH10095 Statistieal Methodology Saturday, 9® December 2017 09330-11330 Chairman of Exam External Examiner ~Professor J McColl (Credit wil be given forthe best THREE answers Caloulatore and other: ‘A sciemifi caleulator is permitted inthis examination, Te must not be a graphical calculator. 11 must not beable to communicate with anyother device. “This examination will be marked anonymously.MATH0005 Statistical Methodology 1 Note: Credit will be given for the best THREE answers. (1) The time (7, in months) in remission for leukemia patients who have been subject to.e certain chemotherapy treatment is assumed to have Gamma distribution yectes Herr) = A t>0, r>0, (known), where P(r) = Jo°4"—e-ade is the gamma function. Note that 2 is assumed to be own. (6) If yy--.sty ate independent observations from this model, show that the log- ikllhood function is fom mmgaete-o Seana e-mnett and obtain the score function. (6 marks} (8) Show that Fisher information is given by I(r) = n¥'(r), where Wr) P(r)/E(r). What is the limiting distribution of the MLB, 7, as n co? [6 marks] (6) Consider data th = 1.61, ts = 5.04, fy = 4.92, te = 3.20, which were simulated lander += 1 and \~ 1/9. Taking the initia value ro) ~ 0.5, and using the fact that (7(q) = 1.96 and (7) = 4.98, complete one iteration of the Newton-Raphsoa scheme to obtain F. [7 marks} (€) Show that the expected time in remission is E(T) = 1/2. tuner: Note that P(r + 1) = rT(r) (6 marks] [Please tum over]MATH 0005 Statistical Methodology 2 (2) Let tn,--.sth be independent observntions from a Normal rendem variable Y with probability density Function 1g wt #010) = Jpeg exo { with @= (02), where oo < 1 O, Below MLE derotes the maxim Tlibood estimator of @ () Show that the log-likeinood for 6 is 10) logo? Lua where cs e constant, independent of and of {3 marks} (0) Derive expressions for the elements of the score vector and obtain the MLE. {5 marks} (c) Obtain E(@). Is the MLE unbiased? ONT: Recall that var(¥) = E(V?) — (B(¥)}. (5 marks} (@) Show that the (2,1) element of the Hessian matrix (2) is aw aig Fads? 7 LH) and obtain the other elements ofthe matrix. {7 marks} (€) Obtain the asymptotic variancecovariance matrix of the MLB. [5 marks] [Please turn ove]MATH10008 Statistical Methodology 3 (9) Let ¥ be a random variable denoting the number of eyber-attacks to a network and suppose that a Poisson distribution with mean parameter \ provides an appropriate smedll: consider the corresponding probability mass Function drexp(-A) My) = 288 01,2, (8) Show that the expected number of attack is indeed B(Y) =) nvr: Recall exp{A} = 55.9"/y! [4 marks} (0) If visssstuy are independent observations from this model, obtain the log Likelihood Function, score function, and Fisher information. (6 marks} (6) Let y denote the number of attacks registered on the ith day. Suppose that after n= 10 days, a total of >, = 85 attacks took place, and we want to test Hy: d= do = 6. Derive in detail the log-likelihood ratio test for this setting ‘and test the hypothesis Ho HINT: Recall that the 05% quantile of = chiesquare random vatiable with one Agree of freedom is 8.84 [7 marks) (€) Would your conclusion in (c) change if you used the Wald test? iNT: Start by deriving the Wald test and recall the eitical value from (c), [8 marks] [Please ten oven)MATH10005 Statistical Methodology 4 (W) Suppose we want to use the height of fathers (¢,) to predict the eight of tieir ‘offspring (y)). A simple linear regression model for modeling this date assumes Wet Parte, Em, with €1,... 46, (00%). (4) Show that the least-squares estimators for intercept and slope connect as follows: oe A=0-Ba. ‘Use his equation to give the coordinates (zy) ofa point tha is sways on che regwesion line, = B+ Bar {7 marks] (b) Suppose 9 = 08.88 and © = 67.69 (inches), m= 1078, D(=, ~2\w — 9 AU7LS8, and F(2s—2)* = 8114.4, Complete the following output ofR, whe sheight and fei ght respectively denote offspring and father height. [7 mars} Fit < In(sheight"fheight) > tie cat In(formla = sheight ~ fheignt) Coefficients: intercept) height 7 ™ (6) Wiite the fitted model. Por a father height = 70 (in inches) would the model predict an offspring who is taller than the father? Would your answer charge for father height = 60? (6 marks} (4) Obtain £(, | x) and discuss posible limitations with this regression model for prediting the height of an individual oftspring. [5 marks] (Bnd of Paper]