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Statistics Problem Set Overview

This document contains 8 practice problems related to statistics. Problem 1 asks about the distribution of a random variable that is a linear transformation of a uniformly distributed random variable. Problem 2 asks about finding the expected value of the longer piece when a stick is broken at a random point. Problem 3 asks about the probability of at least 2 components failing given that at least 1 has failed, when the components fail independently with a known probability. Problem 4 asks about the sample size needed for the sample mean to be within 2 standard deviations of the population mean with 99% probability.

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Shubham Jain
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13 views1 page

Statistics Problem Set Overview

This document contains 8 practice problems related to statistics. Problem 1 asks about the distribution of a random variable that is a linear transformation of a uniformly distributed random variable. Problem 2 asks about finding the expected value of the longer piece when a stick is broken at a random point. Problem 3 asks about the probability of at least 2 components failing given that at least 1 has failed, when the components fail independently with a known probability. Problem 4 asks about the sample size needed for the sample mean to be within 2 standard deviations of the population mean with 99% probability.

Uploaded by

Shubham Jain
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

Course 003

Statistics Problem Set 1


1. If the random variable X has a Uniform distribution on (1; 2), what is the
distribution of Y= 2X + 5.
2. Suppose that a point is chosen at random on a stick of unit length and that the
stick is broken into two pieces at that point. Find the expected value of the
length of the longer piece.
3. A certain electronic system contains 10 components. Suppose that the
probability that each individual component will fail is 0.2 and that the
components fail independently of each other. Given that at least one of the
components has failed, what is the probability that at least two of the
components have failed?
4. How large a random sample must be taken from a given distribution in order
for the probability to be at least 0.99 that the sample mean will be within 2
standard deviations of the mean of the distribution?
5. Suppose that X1, . . . , Xn form a random sample from an exponential
distribution for which the value of the parameter β is unknown (β > 0).
a. Find the M.L.E. of β.
b. Determine the M.L.E. of the median of the distribution
6. Assume that the random variables X1, . . . , Xn form a random sample of size n
from gamma distribution with parameters α and β, where the value of α is
known and the value of β is unknown(β > 0). Find out the sufficient statistic
(T) for β ?
7. Suppose that X1, . . . , Xn form a random sample from the normal distribution
with unknown mean μ and known variance σ2. How large a random sample
must be taken in order that there will be a confidence interval for μ with
confidence coefficient 0.95 and length less than 0.01 σ ?
8. Let X have the exponential distribution with parameter β. Suppose that we
wish to test the hypotheses H0 : β ≥ 1 versus H1 :β <1. Consider the test
procedure δ that rejects H0 if X ≥ 1.
a. Determine the power function of the test.
b. Compute the size of the test.

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