7- Let X,, X, ,...,X, be Poisson random variables with parameter 2. Assume that 2 has a Gamma (a, ß) prior. (a) Compute the posterior distribution of 2. (b) Obtain the Bayes estimate of A. (c) Compare the MLE of 1 with the Bayes estimate of l. (d) Which of the two estimates is better? Why? 8- Let X1 . ,X, be a random sample from a Poisson distribution with parameter 2. Show that the sample mean X is sufficient for 2. 9- Let X, ,...,X„ be a random sample from a population with pdf 0 < x < 1, a > 0 f(x) = f(x) = 0, %3D otherwise Is the method of moments estimator for a consistent? 10- Let X,,..., X,,n > 4, be a random sample from a population with a mean µ and variance o². Consider the following three estimators of µ: ô =7(X, + 2X2 + 5X3 + X4) Ôz = X1 +X2 + -(X3 + ……·+ Xn-1) + n - 3) 5(n Ôz = X (a) Show that each of the three estimators is unbiased. (b) Find e(@2, ô1), e(@3, ô1) and e(Ô3, Ô2). 11- Let X, ,...,X, be a random sample from the Weibull density (2x -x²/a x > 0 f(x) = f(x) = 0, otherwise Find an UMVUE for a.

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7- Let X,, X, ,...,X, be Poisson random variables with parameter 2. Assume that 2 has a Gamma
(a, ß) prior.
(a) Compute the posterior distribution of 2.
(b) Obtain the Bayes estimate of A.
(c) Compare the MLE of 1 with the Bayes estimate of l.
(d) Which of the two estimates is better? Why?
8- Let X1 .
,X, be a random sample from a Poisson distribution with parameter 2. Show that the
sample mean X is sufficient for 2.
9- Let X, ,...,X„ be a random sample from a population with pdf
0 < x < 1, a > 0
f(x) = f(x) =
0,
%3D
otherwise
Is the method of moments estimator for a consistent?
10- Let X,,..., X,,n > 4, be a random sample from a population with a mean µ and variance o².
Consider the following three estimators of µ:
ô =7(X, + 2X2 + 5X3 + X4)
Ôz = X1 +X2 +
-(X3 + ……·+ Xn-1) + n
- 3)
5(n
Ôz = X
(a) Show that each of the three estimators is unbiased.
(b) Find e(@2, ô1), e(@3, ô1) and e(Ô3, Ô2).
11- Let X, ,...,X, be a random sample from the Weibull density
(2x
-x²/a
x > 0
f(x) = f(x) =
0,
otherwise
Find an UMVUE for a.
Transcribed Image Text:7- Let X,, X, ,...,X, be Poisson random variables with parameter 2. Assume that 2 has a Gamma (a, ß) prior. (a) Compute the posterior distribution of 2. (b) Obtain the Bayes estimate of A. (c) Compare the MLE of 1 with the Bayes estimate of l. (d) Which of the two estimates is better? Why? 8- Let X1 . ,X, be a random sample from a Poisson distribution with parameter 2. Show that the sample mean X is sufficient for 2. 9- Let X, ,...,X„ be a random sample from a population with pdf 0 < x < 1, a > 0 f(x) = f(x) = 0, %3D otherwise Is the method of moments estimator for a consistent? 10- Let X,,..., X,,n > 4, be a random sample from a population with a mean µ and variance o². Consider the following three estimators of µ: ô =7(X, + 2X2 + 5X3 + X4) Ôz = X1 +X2 + -(X3 + ……·+ Xn-1) + n - 3) 5(n Ôz = X (a) Show that each of the three estimators is unbiased. (b) Find e(@2, ô1), e(@3, ô1) and e(Ô3, Ô2). 11- Let X, ,...,X, be a random sample from the Weibull density (2x -x²/a x > 0 f(x) = f(x) = 0, otherwise Find an UMVUE for a.
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