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Assignment - II (Chapter 6)

The document provides examples of using the method of moments to estimate parameters of distributions from sample data. It gives examples of estimating the mean and variance of a normal distribution, parameters of a binomial distribution, and parameters of other distributions. It also provides examples of using the maximum likelihood estimation method to estimate parameters of normal, exponential, binomial and other distributions from sample data.

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0% found this document useful (0 votes)
35 views3 pages

Assignment - II (Chapter 6)

The document provides examples of using the method of moments to estimate parameters of distributions from sample data. It gives examples of estimating the mean and variance of a normal distribution, parameters of a binomial distribution, and parameters of other distributions. It also provides examples of using the maximum likelihood estimation method to estimate parameters of normal, exponential, binomial and other distributions from sample data.

Uploaded by

aggarwalansh61
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
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r-• · ·
M.ET.HOD.OF MOMENTS. ... . .
.. .
·. :·
random sar:nple·of size _8 f~om a Bin(n, p) _distnbut1on y,_e
7, 4, li A, ~, 4. F1nd m~tbod. of moments estimators for n and P· : ••
· · .
.
.
Id 5 the following va1ues. 4, 2,

' •
tl.2. / Using the method of mo~ents, esti~~te the mean and variance of _the heights of lO
7
·•
• · · ·.
. ye~r..old children;qssuming these confprm to q -11oqnaJ. p,~tn'b_qJ!•0 ~,.•b~se don a random
.·· .. .. .. • .-
••• sample o(s·;·ucn·children·wh·os~·h~igh·t~ are:·124cm; i-iicm, 130cm, i25tm ano 132 cm;

aJ ...
.{

u_se th_~ m_et~~d ~f__mo,;,ent;_ to .~b~ai~ t~~guationSfor es.timatin~ and,_ p. tof' th ~


binomial d1stnbut1on, based on the· random :sample X1, X2, ..• Xn. .

Q4_ / let X den.ate the prop_ortion Of allotted timethat a randomly selected student spends·
J. working on a certain aptitude test. Suppose the pdf of Xis . .

f (;;O) = {. (0+ ])_x9 Q·,£ X <]


0 otherwise
.Where -1< 0. A random sample of ten students yields data x1 =0.92, x2=0.79, X3=0.90,
X4=0.65, Xs=0.86, XG=0.47, X7=0.73, Xs=0.97, Xg=0.94, X1o=0. 77 .

• •0 s e the method -~f ~oments to obtain an_.estimator of 0. And then compute the
• . • /stimate for this data. . •
•V. Use the MLE estimator to obtain ar:1 ~stimator qf 0. And then compute the-estimate
for this data.

Qs:/Let X,, X2, :· ., Xn be a random sampi~ _t,f size n from a populatibn X with probability
density function
.. {ex 9-1 if O< X < 1
• f. (x~8) =
. 0 otherwise

Where· O<0<oo is an unknown parameter. Using the method of moment find an estin1 ator
of 8? If x 1 -:- 0.2, x2 = 0.6, X3 = 0.5, X4 = ~-3 is a random s~mple of size 4, then what is the
estimate of'0?
Q6/ Suppose X1, X2, ... , Xn is a random sample from~- population X with density function

if O< X < 0
J(x;0)=u.
otherwise

Find an estimator of 0 by the moment method. •

Q7. Suppose X1, X2, ... , Xn is a random sample from a population X with density f~ction
.·.
if a<x <P

otherwise·
Find the esti~a tors of a and pby _the mome nt method.
QB. :.-.· Cal~u_lcife the· me-thQd .of moment-s e"stimat~ f~r
th~ pa·r·a~ ete/ 8for the 'fo1.,o.~ing· dfsc·rete •• •
2x
probab ility function f(x,0) = - - - , x·=·l,2,, .., . " • . . . .
0."Find· 0 for the sample {2, 5, 3', 6, 1, 4,
. . .. . .. . . . . .. . 0(0+1 ).. . . . . -. . . . .. . .
3, 2, s·6}. •

,
-~~1rvi ·u~ LIK.EL1Hooo· EATIM~TOR. (MLE) .. · .
.
~ _ I f X1,~;,._..,Xn are the values of a random sarnpl~ . froJ!I . nor~al_ distrib~tion w.i~h
,y X - N(µ. a;)~ ·Find the maxin:i~m likel~hood estimator of parameters J.L and a •
2

.
Q2, :· • Gi~e:n.• x• • "successes"
• • • ; •
in.n
••
triats :find the. maximum likelihood·es timate·of the-paramet er P' •
• I . • • • • • . • • .•
of the correspondin g binomial distribution. • •

· ~ . I f X1,~2· , ...; ~n are th~. ~al~~s of randqm sample frnm expo~ntial pop~lation with.
~ - . d~nsity function f(x)_ = k~~, x :> •o, find ·th~ maximu·m likelihood estimator of its •
parameter A.. • •

Suppose 10 rats are us~d in a biomedi.cal study. where the rats are injected with.cancer
cells-and given a.canc~r- drug that !S. d~signed.to._irn:re.ase their survival rate.- The -su~ival
times, in months, are 14, 17, 27,. 18,, 12, 8, 22, 13, 19 and 12. Assume that the
exponential distribution applies. Give a maximum likelihood estimate of mean survival.
(16.2)

It is known that a·-sample of 12, 1~.2, 13.5, 12.3, 13.8 and 11.9 comes from a population.
~- with the density function · • ·
B x>l
f(x,0)= ox8+1
{
othertt:ise
Where 0 > 0. Fina the maximum likelihood estimate of 0. (0.3970)
. -

If X 1, Xz, ... , Xn is a randon1 sampl~ from a d~stribution wHh density f u n ~

(1- 0)x- 8 • if O< X <1


• f(x;0)=
{0 . otherwise

What is the maximum likelihood estimator of 0?


!I
.0.1 Y, • 2.3, Y2 = 1.9, and Y, = 4.6: is a random sample from a population with the probability
YJ e-,-10
y>O
density function: f (y; 0) = · 60~
{
0, othenvise

Calculate the MLE for 0.

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