2. City officials are interested in identifying the most dangerous intersections in State College. The city records the number of car accidents at each of n intersections over the course of the year. Let's assume that the number of accidents for a particular intersection i is denoted by X₁. We are provided with a simple random sample of accidents at n intersections, X₁,..., Xn. Let's assume the following model, i.i.d. Xi ~ Pois (X) where A is an unknown parameter of interest (i.e., the unknown population accident rate). (a) the sufficient statistic? Show that the MLE of À is X. Find its sufficient statistic. Is the MLE a function of (b) (c) (d) Find the bias, variance, and MSE of ÂMLE. Does the MLE achieve the Cramér-Rao's lower bound? Find the asymptotic distribution of the MLE for A. Now, the officials are interested in the total number of accidents expected in those n intersections, that is, E(X₁ X₂) = nλ. Let us denote this expected total as 0 (= nλ). Find the MLE of 0. (Hint: invariance property) (f) Find the asymptotic distribution of MLE for 0. (Hint: Delta method)
2. City officials are interested in identifying the most dangerous intersections in State College. The city records the number of car accidents at each of n intersections over the course of the year. Let's assume that the number of accidents for a particular intersection i is denoted by X₁. We are provided with a simple random sample of accidents at n intersections, X₁,..., Xn. Let's assume the following model, i.i.d. Xi ~ Pois (X) where A is an unknown parameter of interest (i.e., the unknown population accident rate). (a) the sufficient statistic? Show that the MLE of À is X. Find its sufficient statistic. Is the MLE a function of (b) (c) (d) Find the bias, variance, and MSE of ÂMLE. Does the MLE achieve the Cramér-Rao's lower bound? Find the asymptotic distribution of the MLE for A. Now, the officials are interested in the total number of accidents expected in those n intersections, that is, E(X₁ X₂) = nλ. Let us denote this expected total as 0 (= nλ). Find the MLE of 0. (Hint: invariance property) (f) Find the asymptotic distribution of MLE for 0. (Hint: Delta method)
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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