7. Let X₁, X2, ..., Xn be a random sample from normal distribution with mean and standarddeviation o.(a) Find the maximum likelihood estimators of u and ²μ(b) Show that, the estimator of μ is unbiased but the estimator of o2 is biased(c) Compute the bias of the estimator of o2 and comment on it. Hence, write a function of thisestimator that is unbiased, find its variance and show that, it is consistent.(d) Find the Cramer-Rao lower bound variance of o² and hence find the absolute efficiency of theunbiased estimator you proposed in (c).

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Answered: 7. Let X₁, X2, ..., Xn be a random…

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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Suppose the random variable, X, follows a geometric distribution with parameter (0< 0 <1). Let X₁, X₂, X, be a random sample of size n from the population of X. (d) Find the method of moments estimator (mme) of 0. (e) Show how the mle of 0 is related to its mme. Explain if it is always true. (f) Verify if X, is a sufficient statistic for 8 or not. (g) Justify if = is an unbiased estimator for 6.
The test scores on a placement exam are normally distributed random variables with a mean of 104 and standard deviation of 12. 12) Find the probability that a selected test score is less than 117 [[0.8599]] 13) Find the probability that a selected test score is between 92 and 122 [[0.7745]] 14) Find the placement test score that has 75% of the other scores below it. [[104 + 0.67(12) = 112.04]]
The population of college students using “normal shoes” is able to complete a particular racecourse in an average of 250 seconds. The standard deviation for this population is 20 seconds and the population is normally distributed. A random sample of 28 college students is given a special pair of new shoes and asked to run the course. The average “race time” for this group is 243 seconds. assume now that the designer of the shoes states that his shoes should improve the times of the user (less time to finish the race). State the hypotheses involved. determine if the hypothesis test is one tailed or two tailed Give the Z scores associated with cut-off points for .01, .05, and .10 (1%, 5%, and 10% respectively). Calculate the Z score for this problem. Based on a cut-off point or alpha level of .05 (5%), what decision would you make about your hypotheses? Explain this decision. Make conclusions regarding the specifics of this study.
An experiment is conducted to compare the maximum load capacity in tons (the maximum weight that can be tolerated without breaking) for two alloys A and B It is Kknown that the two standard deviations in load capacity are equal at 7 tons each. The experiment is conducted on 50 specimens of each alloy (A and B) and the results are X = 75.8. X = 71.8, and X-X=4. The manufacturers of alloy A are convinced that this evidence shows conclusively that Hug and strongly supports the claim that their alloy is superior. Manufacturers of alloy 8 claim that the experiment could easily have given X-X 4 even if the two population means are equal. Complete parts (a) and (b) below. Click here to view page 1 of the standard normal distribution table. Click here to view page 2 of the standard normal distribution table. (a) Make an argument that manufacturers of alloy B are wrong. Do it by computing P(XA-XB41 PA-HB) P(XA-X > 4) - @
Let X1, X2, X3, ..., X, be a random sample from a distribution with known variance Var(X,) = o², and unknown mean EX, = 0. Find a (1 – a) confidence interval for 0. Assume that n is large.
The average wait time to get seated at a popular restaurant in the city on a Friday night is 12 minutes. Is the mean wait time greater for men who wear a tie? Wait times for 13 randomly selected men who were wearing a tie are shown below. Assume that the distribution of the population is normal. 13, 13, 11, 13, 13, 13, 13, 10, 12, 13, 13, 10, 13 What can be concluded at the the αα = 0.05 level of significance level of significance? The null and alternative hypotheses would be: H0 = (p,u) (<,>,=,not equal) to _____ H1 = (p,u) (<,>,=,not equal) to _____ The test statistic (t,z) = ___ The p-value = _____ Thus, the final conclusion is that ... The data suggest that the population mean wait time for men who wear a tie is not significantly more than 12 at αα = 0.05, so there is statistically insignificant evidence to conclude that the population mean wait time for men who wear a tie is more than 12. The data suggest the population mean is not significantly more than 12…
A random sample of n = 19 winter days in Denver gave a sample mean pollution index x1 = 43. Previous studies show that o1 = 10. For Englewood (a suburb of Denver), a random sample of n2 = 18 winter days gave a sample mean pollution index of x2 = 34. Previous studies show that o2 = 13. Assume the pollution index is normally distributed in both Englewood and Denver. Do these data indicate that the mean population pollution index of Englewood is different (either way) from that of Denver in the winter? Use a 1% level of significance. (a) What is the level of significance? State the null and alternate hypotheses. O Ho: H1 H2 O Ho: H1 = l2; H1: H1 < µ2 (b) What sampling distribution will you use? What assumptions are you making? O The standard normal. We assume that both population distributions are approximately normal with unknown standard deviations. O The Student's t. We assume that both population distributions are approximately normal with unknown standard deviations. O The Student's…

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