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Statistical Inference Estimation Techniques

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2 views1 page

Statistical Inference Estimation Techniques

Uploaded by

Kobe Chan
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

The Hong Kong Polytechnic University

Department of Applied Mathematics

AMA364 Statistical Inference


2010/11 Semester Three

Tutorial 5
X
1. Show that is the minimum variance unbiased estimator of the binomial parameter θ.
n
(Hint: Use the result of Q4 in Tutorial 4.)

2. Let X1 , . . . , Xn constitute a random sample from an exponential population with parameter λ.

(a) Find the Cramér-Rao lower bound for estimation of λ.


(b) Show that X̄ is the minimum variance unbiased estimator of 1/λ.

3. If X1 , X2 , X3 constitute a random sample of size n = 3 from a normal population with mean µ


and unknown variance σ 2 . Find the efficiency of
X1 + 2X2 + X3
Θ̂ = .
4

4. If X1 , . . . , Xn constitute a random sample from a normal population with mean µ and known
variance σ 2 . Show that X̄ is a consistent estimator of µ by

(a) Definition 2.5;


(b) Theorem 2.2.

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