STAT 311: Mathematical Statistics Homework 02 Chapter 5: Point Estimation 1- Let X, ,...,X, be a random sample of size n from the geometric distribution for which p is the probability of success. (a) Use the method of moments to find a point estimator for p. (b) Use the following data (simulated from geometric distribution) to find the moment estimator for p: 5 43 18 19 16 11 22 4 34 19 21 23 6. 21 12 2- The probability density of a one-parameter Weibull distribution is given by S2ax e¬ax² 0, x > 0 otherwise f(x) = - (a) Using a random sample of size n, obtain a moment estimator for a. (b) Assuming that the following data are from a one-parameter Weibull population, 1.87 1.60 2.36 1.12 0.15 1.83 0.64 1.53 0.73 2.26 3- Suppose X, ,...,X, are a random sample from an exponential distribution with parameter 0. Find the MLE of Ô. Also using the invariance property, obtain an MLE for the variance. 4- Let X1 .,X, be a random sample from a two-parameter Weibull distribution with pdf .... xa-1e(x/ß)“, x >0 f(x) 0, otherwise Find the MLES of a and ß. 5- Consider the problem of estimating p in a binomial distribution. Let X be number of successes in a sample of size n. (a) Let the prior distribution of p be given by Beta(3,1), that is T(p) = {3p², 0

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Topic Video
Question

questions 3

STAT 311: Mathematical Statistics
Homework 02
Chapter 5: Point Estimation
1- Let X, ,...,X, be a random sample of size n from the geometric distribution for which p is the
probability of success.
(a) Use the method of moments to find a point estimator for p.
(b) Use the following data (simulated from geometric distribution) to find the moment estimator
for p:
5
43
18
19
16
11
22
4
34
19
21
23
6.
21
12
2- The probability density of a one-parameter Weibull distribution is given by
S2ax e¬ax²
0,
x > 0
otherwise
f(x) = -
(a) Using a random sample of size n, obtain a moment estimator for a.
(b) Assuming that the following data are from a one-parameter Weibull population,
1.87
1.60 2.36
1.12
0.15 1.83
0.64
1.53
0.73
2.26
3- Suppose X, ,...,X, are a random sample from an exponential distribution with parameter 0. Find
the MLE of Ô. Also using the invariance property, obtain an MLE for the variance.
4- Let X1
.,X, be a random sample from a two-parameter Weibull distribution with pdf
....
xa-1e(x/ß)“,
x >0
f(x)
0,
otherwise
Find the MLES of a and ß.
5- Consider the problem of estimating p in a binomial distribution. Let X be number of successes
in a sample of size n.
(a) Let the prior distribution of p be given by Beta(3,1), that is
T(p) = {3p², 0 <p<1
0,
otherwise
Find the posterior distribution of p.
(b) Let the prior distribution of p be given by Beta(a,b) (that is, 7(p) x pa-1(1 – p)b-1. Find
the posterior distribution of p.
6- Let X,,X, ,...,X, be exponential random variables with parameter 2. Let the prior a(2) be
exponentially distributed with parameter u, which is a fixed and known constant.
(a) Show that the posterior distribution of 1 is Gamma (1+E-1xi ,n+ 1)
(b) Obtain the Bayes estimate of A.
STAT 311: Mathematical Statistics, By Dr. Abdelfattah Mustafa,
Transcribed Image Text:STAT 311: Mathematical Statistics Homework 02 Chapter 5: Point Estimation 1- Let X, ,...,X, be a random sample of size n from the geometric distribution for which p is the probability of success. (a) Use the method of moments to find a point estimator for p. (b) Use the following data (simulated from geometric distribution) to find the moment estimator for p: 5 43 18 19 16 11 22 4 34 19 21 23 6. 21 12 2- The probability density of a one-parameter Weibull distribution is given by S2ax e¬ax² 0, x > 0 otherwise f(x) = - (a) Using a random sample of size n, obtain a moment estimator for a. (b) Assuming that the following data are from a one-parameter Weibull population, 1.87 1.60 2.36 1.12 0.15 1.83 0.64 1.53 0.73 2.26 3- Suppose X, ,...,X, are a random sample from an exponential distribution with parameter 0. Find the MLE of Ô. Also using the invariance property, obtain an MLE for the variance. 4- Let X1 .,X, be a random sample from a two-parameter Weibull distribution with pdf .... xa-1e(x/ß)“, x >0 f(x) 0, otherwise Find the MLES of a and ß. 5- Consider the problem of estimating p in a binomial distribution. Let X be number of successes in a sample of size n. (a) Let the prior distribution of p be given by Beta(3,1), that is T(p) = {3p², 0 <p<1 0, otherwise Find the posterior distribution of p. (b) Let the prior distribution of p be given by Beta(a,b) (that is, 7(p) x pa-1(1 – p)b-1. Find the posterior distribution of p. 6- Let X,,X, ,...,X, be exponential random variables with parameter 2. Let the prior a(2) be exponentially distributed with parameter u, which is a fixed and known constant. (a) Show that the posterior distribution of 1 is Gamma (1+E-1xi ,n+ 1) (b) Obtain the Bayes estimate of A. STAT 311: Mathematical Statistics, By Dr. Abdelfattah Mustafa,
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 4 steps with 7 images

Blurred answer
Knowledge Booster
Permutation and Combination
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, statistics and related others by exploring similar questions and additional content below.
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman