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)

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Author:Amos Gilat
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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 λ is X. Find its sufficient statistic. Is the MLE a function of
Find the bias, variance, and MSE of ÂMLE.
Does the MLE achieve the Cramér-Rao's lower bound?
(b)
(c)
(d)
Find the asymptotic distribution of the MLE for A.
(e)
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 (= nλ). Find
the MLE of 0. (Hint: invariance property)
(f)
Find the asymptotic distribution of MLE for 0. (Hint: Delta method)
Transcribed Image Text: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 λ is X. Find its sufficient statistic. Is the MLE a function of Find the bias, variance, and MSE of ÂMLE. Does the MLE achieve the Cramér-Rao's lower bound? (b) (c) (d) Find the asymptotic distribution of the MLE for A. (e) 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 (= nλ). Find the MLE of 0. (Hint: invariance property) (f) Find the asymptotic distribution of MLE for 0. (Hint: Delta method)
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