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    HSTS201assn2.

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    Sample questions hasts201

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    2 views2 pages

    HSTS201assn2.

    Uploaded by

    mashiringwaninyasha2003
    Sample questions hasts201

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    UNIVERSITY OF ZIMBABWE

    HSTS201
    B.Sc.Honours in Statistics Part I

    Theory of Estimation and Testing of Hypotheses Assignment

    October 2013
    Time : 2 hours

    Candidates should attempt all questions in Section A and TWO 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. If X1 , X2 , · · · , Xn is a random sample from a distribution with pdf,


    3θ3
    (
    (x+θ)4
    0 < θ < x < ∞, 0 < θ < ∞
    f (x; θ) =
    0, otherwise

    Show that Y = 2X is an unbiased estimator of θ and determine its efficiency.

    A2. Let X have a gamma distribution with α = 4 and β = θ > 0.

    (a) Find the Fisher information I(θ).


    (b) If X1 , X2 , · · · , Xn show that the mle of θ is and efficient estimator of θ.
    √
    (c) What is the asymptotic distribution of n(θ̂ − θ)

    A3. Let X1 , X2 , · · · , Xn be a random sample from a beta distribution with parameters α = θ


    and β = 2. Show that the product X1 X2 · · · Xn is the sufficient statistic for θ

    A4. If X1 , X2 is a random sample of size 2 from a distribution having pdf f (x; θ) =


    (1/θ)e−x/θ ,0 < x < ∞, 0 < θ < ∞ and zero elsewhere.

    (a) Find the joint sufficient pdf of the sufficient statistic Y1 = X1 + X2 for θ and
    Y2 = X 2 .
    (b) Show that Y2 is an unbiased estimator of θ with variance θ2 .
    (c) Find E(Y2 |y1 ) = ϕ(y1 ) and the variance of ϕ(Y1 )

    page 1 of 1
    HSTS201/

    A5. Let X1 , X2 , · · · , Xn be iid with pdf f (x; θ) = 1/3θ, −θ < x < 2θ, zero elsewhere, where
    θ > 0.

    (a) Find the mle θ̂ of θ.


    (b) Is θ̂ a sufficient statistic for θ? Why?
    (c) Is (n + 1)θ̂/n the unique MVUE of θ? Why?

    A6. Let X1 , X2 , · · · , Xn be a random sample from a distribution with f (x; θ) = θx (1 − θ),


    x = 1, 2, · · · , zero elsewhere, where 0 ≤ θ ≤ 1.

    (a) Find the mle of θ.


    Pn
    (b) Show that i=1 Xi is a complete sufficient statistic of θ.

    END OF ASSIGNMENT QUESTIONS.

    page 2 of 1

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