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    Sample questions hasts 201

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    HSTS201assn3

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    Sample questions hasts 201

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    Sample questions hasts 201

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    HSTS201assn3

    Uploaded by

    mashiringwaninyasha2003
    Sample questions hasts 201

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    © All Rights Reserved
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    UNIVERSITY OF ZIMBABWE

    HSTS201
    B.Sc.Honours in Statistics Part I

    Theory of Estimation and Testing of Hypotheses Assn 3

    October 2013
    Time : 2 hours

    Candidates should attempt all questions in Section A and all Questions from Section B.
    Marks will be allocated as indicated.

    SECTION A (40 marks)


    Candidates may attempt ALL questions being careful to number them A1 to A4.

    A1. Let Y1 < Y2 < Y3 be the order


     statistics
     random sample of size 3 from a distribution
    x−θ1
    −
    with pdf f (x; θ1 , θ2 ) = θ12 e θ2
    , θ1 < x < ∞,−∞ < θ1 < ∞, 0 < θ2 < ∞, and
    zero elsewhere. Find the joint pdf of Z1 = Y1 , Z2 = Y2 and Z3 = Y1 + Y2 + Y3 . The
    corresponding transformation maps the space {(y1 , y2 , y3 ) : θ1 < y1 < y2 < y3 < ∞}
    onto {(z1 , z2 , z3 ) : θ1 < z1 < z2 < (z3 − z1 )/2 < ∞} Show that Z1 and Z3 are joint
    sufficient statistics for θ1 and θ2

    A2. Let X1 , X2 , · · · , Xn and Y1 , Y2 , · · · , Ym be two independent random samples from the


    respective normal distributions N (µ1 , σ12 ) and N (µ2 , σ22 )where the four parameters are
    unknown. To construct a confidence interval for the ratio, σ 2 /σ 2 of the variances, form
    the quotient of the two independent chi-square variables, each divided by its degrees
    of freedom, namely
    (m−1)S22
    σ22
    /(m − 1) S 2 /σ 2
    F = (n−1)S 2 = 22 22
    1
    /(n − 1) S1 /σ1
    σ21

    where S12 and S22 are the respective sample variances.

    (a) From the appropriate table,a and b can be found so that P (F < b) = 0.975 and
    P (a < F < b) = 0.95
    (b) What is the 95% confidence interval for the ratio.

    A3. (a) Let X1 , X2 , · · · , Xn be a random sample from a distribution with density,


    (
    θe−θx , 0 < θ < ∞
    f (x; θ) =
    0, otherwise

    page 1 of 2
    HSTS201/

    (i) Find a most powerful test of size α for testing H0 : θ = θ0 versus H1 : θ = θ1


    (θ > θ1 ). [10]

    A4. Let X1 , X2 , · · · , Xn random sample from a Poisson distribution with mean θ,0 < θ < ∞.
    Let Y = ni=1 . Use the loss function to be `[θ, δ(y) = [θ − δ(y)]2 Let θ be an observed
    P

    value of the random variable Θ. If Θ has pdf h(θ = θα−1 e−θ/β /Γ(α)β α for 0 < θ < ∞,
    zero elsewhere, where α > 0,β > 0 are known numbers, find the Bayes’ solution δ(y)
    for a point estimate for θ.

    A5. (a) A metallurgist made four determinations of the melting point of manganese: 1289,
    1271, 1263 1nd 1265 centigrade. Test the hypothesis that the mean µ of this
    population is within 5 degrees centigrade of the published value of 1260. Use
    α = 0.05. Assume that X ∼ N (1260, 25). [5]
    (b) (i) When is a family of densities f (x; θ) for θ ∈ Ω said to have a monotone
    likelihood ratio? [1]
    −θx
    (ii) If f (x; θ) = θe , 0 < θ < Ω, give the monotone likelihood ratio. [3]
    (iii) Why is the statistic in (ii) called monotone? [1]

    A6. Consider the distribution of the form N (0, 4). the simple hypothesis H0 : θ = 0
    is rejected and the alternative composite H1 : θ > 0 is accepted if and only if the
    observed is mean x of the random sample of size 25 is greater than or equal to 35 . Find
    the power γ(θ), θ ≤ 0 of this test.

    A7. Let X be N (θ, 100) find the sequential probability ratio test for testing
    H0 : θ = 75 against H1 : θ = 78 such that each of α and β is approximately equal to
    0.10. [12]

    A8. (a) Suppose each trial of a random experiment results in any one of the following
    events A1 , A2 , ..., Am with unknown but constant probabilities θ1 , ..., θm respec-
    tively. Let Xij = 1 if the ith trial results in the event j Xij = 0 elsewhere. If n tri-
    (1) (m) (1) (m)
    als are made, and if H0 : θ1 = θ0 , ..., θm = θ0 versus Ho : θ1 6= θ0 , ..., θm 6= θ0 .
    (i) Find the generalised likelihood ratio. [10]
    (ii) What is the uniformly most powerful test of size α? [10]
    (iii) Use the result from (a) to answer the following question: A die was cast 300
    times with the following results:
    Event 1 2 3 4 5 6
    Frequency 43 49 56 45 66 41

    END OF ASSIGNMENT QUESTIONS.

    page 2 of 2

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