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    Sta 2300 - Theory of Estimation

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    Joe Njore
    This document contains instructions for a statistics exam with 4 questions. Question 1 has parts that define statistical terms like point estimators and interval estimators, use the method of moments to estimate the parameter of an exponential distribution, and define a Cramer-Rao regular density function. Question 2 finds the MLE of the variance of a normal distribution and states the Cramer-Rao inequality. Question 3 defines prior distribution, posterior distribution, and posterior Bayes estimator. Question 4 defines pivotal quantity and constructs 90% and 99% confidence intervals for the mean and variance of income data.

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    Sta 2300 - Theory of Estimation

    Uploaded by

    Joe Njore
    954 views2 pages
    This document contains instructions for a statistics exam with 4 questions. Question 1 has parts that define statistical terms like point estimators and interval estimators, use the method of moments to estimate the parameter of an exponential distribution, and define a Cramer-Rao regular density function. Question 2 finds the MLE of the variance of a normal distribution and states the Cramer-Rao inequality. Question 3 defines prior distribution, posterior distribution, and posterior Bayes estimator. Question 4 defines pivotal quantity and constructs 90% and 99% confidence intervals for the mean and variance of income data.

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    This document contains instructions for a statistics exam with 4 questions. Question 1 has parts that define statistical terms like point estimators and interval estimators, use the method of moments to estimate the parameter of an exponential distribution, and define a Cramer-Rao regular density function. Question 2 finds the MLE of the variance of a normal distribution and states the Cramer-Rao inequality. Question 3 defines prior distribution, posterior distribution, and posterior Bayes estimator. Question 4 defines pivotal quantity and constructs 90% and 99% confidence intervals for the mean and variance of income data.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    954 views2 pages

    Sta 2300 - Theory of Estimation

    Uploaded by

    Joe Njore
    This document contains instructions for a statistics exam with 4 questions. Question 1 has parts that define statistical terms like point estimators and interval estimators, use the method of moments to estimate the parameter of an exponential distribution, and define a Cramer-Rao regular density function. Question 2 finds the MLE of the variance of a normal distribution and states the Cramer-Rao inequality. Question 3 defines prior distribution, posterior distribution, and posterior Bayes estimator. Question 4 defines pivotal quantity and constructs 90% and 99% confidence intervals for the mean and variance of income data.

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    W1-2-60-1-6

    JOMO KENYATTA UNIVERSITY OF AGRICULTURE AND TECHNOLOGY

    UNIVERSITY EXAMINATIONS 2013/2014


    YEAR III EXAMINATION FOR THE DEGREE OF BACHELOR OF SCIENCE IN
    ACTUARIAL SCIENCE AND MATHS AND COMPUTER SCIENCE

    STA 2300/SMA 2330: THEORY OF ESTIMATION

    DATE: DECEMBER 2013 TIME: 2 HOURS


    INSTRUCTIONS: ANSWER QUESTION ONE (COMPULSORY) AND ANY OTHER TWO
    QUESTIONS

    QUESTION ONE (30 MARKS)


    (a) Define the following terms
    (i) A point estimator
    (ii) A point estimate
    (iii) Interval estimator
    (iv) Sufficient statistic [5 marks]

    (b) The survival time (in years) of a H.I.V. positive person after taking ARV drugs can be
    modeled by an exponential distribution with parameter  .
    (i) Given a sample taken from this distribution, use method of moments to determine
    an estimator for the parameter  . [5 marks]
    (ii) Investigate consistency of the estimator obtained in (i) above for the parameter  .
    [6 marks]

    (c) Define cramer-Rao regular density function. [4 marks]

    (d) Let X1,X2….Xn be i.i.d random sample from a population with p.d.f
    1
    0  x 
    f x,   
    0 elsewhere

    Suppose T is an estimator of the parameter  and T has a density;

    nt n1
    0  t 
    g(t) = n
    0 elsewhere

    (i) Investigate unbiasness of T for the parameter  .


    (ii) Find the cramer-Rao lowerbound for the variance of unbiased estimator of the
    parameter  . [5 marks]

    1
    (e) X~ N (u,  2 ) where u is known. Let x1, x2…. xn be a random sample from x. Find a
    minimum variance best unbiased estimator of the variance  2 . [5 marks]

    QUESTION TWO (20 MARKS)


    (a) Suppose that x1, x2… xn is a random sample for a normal population with known mean
    and unknown variable  2 . Obtain the maximum likelihood estimator of the parameter
     . [4 marks]

    (b) State without proof the cramer-Rao inequality. [3 marks]

    (c) Let x1 x2…xn be a random sample from a Bernoulli distribution with unknown
    parameter  .
    (i) Find the cramer-Rao lower bond of the variance of unbiased estimator of the paremeter
    .
    (ii) Find the minimum variance best unbiased estimator of the parameter  . [13 marks]

    QUESTION THREE (20 MARKS)


    (a) Define the following terms:
    (i) Prior distribution
    (ii) Posterior distribution
    (iii) Posterior Bayel estimator [5 marks]

    (b) Let x1, x2….xn be a random sample from a Bernoulli distribution with parameter p. The
    prior distribution of the parameter p is uniform on the interval (0,1). Find the posterior
    Bayel estimator of the variance of this Bernoulli distribution. [15 marks]

    QUESTION FOUR (20 MARKS)


    (a) Define the term “Pivotal quantity” [2 marks]

    (b) The following data are the income per year in million shillings for 30 companies selected
    within a given city.
    14.7 13.0 14.9 12.9 16.0 15.2
    15.3 15.1 12.6 14.8 14.9 15.1
    15.3 12.4 17.2 16.0 12.5 14.3
    15.4 15.1 15.8 15.4 15.5 12.4
    12.0 12.5 16.9 14.4 16.3 15.6

    Assuming normality with unknown parameters;


    (i) Construct a 90% confidence interval for the true population mean.

    (ii) Construct a 99% confidence interval for the true population variance. [16 marks]

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