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Exercise

The document presents a series of statistical exercises involving independent random variables, maximum likelihood estimators (MLEs), and hypothesis testing. It includes tasks such as finding sufficient statistics, estimating parameters for cuckoo egg lengths and leukemia counts, conducting tests using the Neyman-Pearson Lemma, and comparing means using two-sample t-tests. Additionally, it covers constructing confidence intervals and calculating correlation coefficients between LSAT scores and GPA, along with bootstrap methods for estimating standard deviations.

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3 views2 pages

Exercise

The document presents a series of statistical exercises involving independent random variables, maximum likelihood estimators (MLEs), and hypothesis testing. It includes tasks such as finding sufficient statistics, estimating parameters for cuckoo egg lengths and leukemia counts, conducting tests using the Neyman-Pearson Lemma, and comparing means using two-sample t-tests. Additionally, it covers constructing confidence intervals and calculating correlation coefficients between LSAT scores and GPA, along with bootstrap methods for estimating standard deviations.

Uploaded by

rjotimoy
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Exercise

1. The independent random variables 𝑋1 ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ 𝑋𝑛 have the common distribution

0
𝑃(𝑋𝑖 ≤ 𝑥|𝛼, 𝛽) = {(𝑥⁄𝛽 )𝛼 if 𝑥 < 0
1
If 0 ≤ 𝑥 ≤ 𝛽
If 𝑥 > 𝛽

Where the parameters α and β are positive.


a) Find a two-dimensional sufficient statistic for (α, β).
b) Find the MLEs of α and β.
c) The length (mm) of cuckoos eggs found in hedge sparrow nests can be modeled with
this distribution. For the following data find the MLEs of α and β

22 23.9 21 23.8 25 24 21.7 23.8 22.8 23.1 23.1 23.5 23 23 24

2. The following data are leukemia counts and the associated populations for a number of
cases in New York State.
Population 3540 3560 3739 2784 2571 2729 3952 993 1908
No. of cases 3 4 1 1 3 1 2 0 2
Population 948 1172 1047 3138 5485 5554 2943 4969 4828
No. of cases 0 1 3 5 4 6 2 5 4

Estimate the values of 𝛽̂ and 𝜏̂ using MLES. Also estimate the values of 𝛽̂ and 𝜏̂ assuming 𝑥1 =
3540 is missing. (For details see exercise 7.29 Casella and Berger)
3. Let X be a random variable whose pmf under 𝐻𝑜 𝑎𝑛𝑑 𝐻1 is given by

x 1 2 3 4 5 6 7
𝑓(𝑥|𝐻0 ) .01 .01 .01 .01 .01 .01 .94
𝑓(𝑥|𝐻1 ) .06 .05 .04 .03 .02 .01 .79

Use the Neyman-Pearson Lemmas to find the most powerful test for 𝐻0 versus 𝐻1 with
size𝛼 = .04. Compute the probability of Type II Error for this test.

4. Let 𝑋1 ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ 𝑋𝑛 be a random sample from a 𝑛(𝜇𝑥, 𝜎 2 𝑥), and 𝑌1 ⋯ ⋯ ⋯ ⋯ 𝑌𝑛 be


an independent random sample from a 𝑛(𝜇𝑦, 𝜎 2 𝑦), if you are interested in testing
𝐻0 : 𝜇𝑥 = 𝜇𝑦 versus 𝐻1 : 𝜇𝑥 ≠ 𝜇𝑦 with the assumption that 𝜎 2 𝑥 = 𝜎 2 𝑦 = 𝜎 2
a) Derive the LRT for theses hypotheses.
b) Samples of wood were obtained from the core and periphery of a certain Byzantine
church. The date of the wood was determined, giving the following data.
Core Core Periphery Periphery
1294 1251 1284 1274
1279 1248 1272 1264
1274 1240 1256 1256
1264 1232 1254 1250
1263 1220 1242
1254 1218
1251 1210

Use the two-sample t test to determine if the mean age of the core is the same as the
mean age of the periphery.

5. a) Use the data from the exercise 1 where α and β were found. If α is a known constant,
𝛼0 find an upper confidence limit for β with confidence coefficient 0.95. Use the data an
interval estimate for β. Assume that α is known and equal to its MLE.
The following data, the number of aphids per cow in nine rows of a potato field, can be
assumed to follow a Poisson distribution:

155, 104, 66, 50, 36, 40, 30, 35, 42.

Use these data to construct a 90% LRT confidence interval for the mean number of
aphids per cow.
6. The following data are LSAT (law school admission test) score and the first year GPA
(grade point average) of 15 law schools:

LSAT 576 580 653 635 555 575 558 661 545 578 651 572 666 605 594
GPA 3.39 3.07 3.12 3.30 3.00 2.74 2.81 3.43 2.76 3.03 3.36 2.88 3.44 3.13 2.96

a) Calculate the correlation coefficient between LSAT and GPA.


b) Use the nonparametric bootstrap to estimate the standard deviation of the
correlation coefficient. Use B = 1000 resamples, and also plot them in histogram.
c) Use the parametric bootstrap to estimate the standard deviation of the correlation
coefficient. Assume that LSAT and GPA has a bivariate normal distribution, and
estimate the five parameters.

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