Homework 1

Due time: Feb 1st (Thursday) 11:59 PM

• Please scan all your solutions into a single PDF document and submit through
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Questions:

Q1. 7.2.3
Q2. PVC pipe is manufactured with a mean diameter of 1.01 inch and a standard deviation of
0.003 inch. Find the probability that a random sample of n = 9 sections of pipe will have a
sample mean diameter greater than 1.009 inch and less than 1.012 inch.
Q3. Suppose that samples of size n = 25 are selected at random from a normal population with
mean 100 and standard deviation 10. What is the probability that the sample mean falls in the
interval from 𝜇𝑋̅ − 1.8𝜎𝑋̅ to 𝜇𝑋̅ + 1.0𝜎𝑋̅ .
Q4. Let X1 and X2 be independent random variables with mean μ and variance σ2. Suppose that
we have two estimators of μ:
𝑋1 + 𝑋2 𝑋 + 3𝑋2
̂1 =
Θ ̂2 = 1
𝑎𝑛𝑑 Θ
2 4
(a) Are both estimators unbiased estimators of μ?
(b) What is the variance of each estimator?
Q5. Suppose that we have a random sample X1, X2, …, Xn from a population that is N(μ, σ2). We
̅ 2
̂ = ∑𝑛𝑖=1 (𝑋𝑖 − 𝑋) ⁄𝑐 to estimate σ2. Compute the bias in Θ
plan to use Θ ̂ as an estimator of σ2 as a
function of the constant c.
Q6. Let X1 , X2 , …, X7 denote a random sample from a population having mean μ and variance
σ2. Consider the following estimators of μ:
𝑋1 + 𝑋2 + ⋯ + 𝑋7 2𝑋 − 𝑋6 + 𝑋4
̂1 =
Θ ̂2 = 1
,Θ
7 2
(a) Are the estimators unbiased?
(b) Which estimator is better?
Q7. Let X be a geometric random variable with parameter p. Find the maximum likelihood
estimator of p based on a random sample of size n.
Q8. Consider the Poisson distribution with parameter λ. Find the maximum likelihood estimator
of λ, based on a random sample of size n.