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HSTS201tut5b Probability Theory 2 Questions

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16 views2 pages

HSTS201tut5b Probability Theory 2 Questions

Uploaded by

Junior Dhoro
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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UNIVERSITY OF ZIMBABWE

HSTS201
B.Sc.Honours in Statistics Part I

Theory of Estimation and Testing of Hypotheses Tutorial5

October 2013
Time : 2 hours

Candidates should attempt all questions in Section A and all Questions from Section B.
Marks will be allocated as indicated.

SECTION A (40 marks)


Candidates may attempt ALL questions being careful to number them A1 to A4.

A1. Let (X1 , Y1 ), (X2 , Y2 ), · · · (Xn , Yn ) be a random sample of size n, from a bivariate nor-
mal distribution with means µ1 and µ2 , positive variances σ12 and σ22 and correlation
coefficient ρ. Show that
Pn
Xi , ni=1 Yi , ni=1 Xi2 , nn=1 Yi2 , and
P P P Pn
(a) i=1 i=1 Xi Yi are joint complete sufficient
statistics for the five parameters.
(b) X, Y , S12 = ni=1 (Xi − X)2 /(n − 1),S22 = ni=1 (Yi − Y )2 /(n − 1), and ni=1 (X1 −
P P P

X)(Yi − Y )/(n − 1) are also joint complete sufficient statistics for the five param-
eters.

A2. Let Y1 < Y2 < Y3 be the order


 statistics
 random sample of size 3 from a distribution
− x−θ
with pdf f (x; θ1 , θ2 ) = θ12 e θ2 , θ1 < x < ∞, −∞ < θ1 < ∞, 0 < θ2 < ∞,and
zero elsewhere. Find the joint pdf of Z1 = Y1 , Z2 = Y2 and Z3 = Y1 + Y2 + Y3 . The
corresponding transformation maps the space {(y1 , y2 , y3 ) : θ1 < y1 < y2 < y3 < ∞}
onto {(z1 , z2 , z3 ) : θ1 < z1 < z2 < (z3 − z1 )/2 < ∞} Show that Z1 and Z3 are joint
sufficient Statistics for θ1 and θ2

A3. Let the observed value of the mean X of a random sample of size 20 from a distribution
that N (µ, 80) be 81.2. Find a 95% per cent confidence interval forµ.

A4. Let X1 , X2 , · · · , Xn be a random sample of size 9 from a distribution that is N (µ, σ 2 )

(a) If σ is known find the length √


of a 95% percent interval for µ if this interval is
based on the random variable 9(X − µ)/σ.

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HSTS201/

(b) If σ is unknown, find the expected value of the length √


of a 95% confidence interval
for√µ if this interval is based on the random variable 9(X − µ)/S. Hint E(S) =
σ/ n − 1E(X − µ)/σ.

A5. Let Y be b(300, p). If the observed value Y is y = 75, find an approximate 90%
confidence interval for p.

A6. Let X1 , X2 , · · · , Xn be a random sample from N (µ, σ 2 ), where both parameters µ, and
σ 2 are unknown. A confidence interval for σ 2 can be found as follows. We know that
(n − 1)S 2 /sigma2 is a random variable with χ2 (n − 1) distribution. Thus we can find
constants a and b so that P ((n − 1)S 2 /σ 2 < b) = 0.975) and P (a < (n − 1)S 2 /σ 2 <
b) = 0.95.

(a) Show that this second probability P ((n − 1)S 2 /b < σ 2 < (n − 1)S 2 /a) = 0.95.
(b) If n = 9 and s2 = 7.93, find a 95% percent confidence interval for σ 2
(c) If µ is known , how would you modify the preceding procedure for finding a
confidence interval for σ 2 ?

A7. Let X1 , X2 , · · · , Xn and Y1 , Y2 , · · · , Ym be two independent random samples from the


respective normal distributions N (µ1 , σ12 ) and N (µ2 , σ22 )where the four parameters are
unknown. To construct a confidence interval for the ratio, σ 2 /σ 2 of the variances, form
the quotient of the two independent chi-square variables, each divided by its degrees
of freedom, namely
(m−1)S22
σ22
/(m − 1) S 2 /σ 2
F = (n−1)S 2 = 22 22
1
/(n − 1) S1 /σ1
σ2
1

where S12 and S22 are the respective sample variances.

(a) From the appropriate table,a and b can be found so that P (F < b) = 0.975 and
P (a < F < b) = 0.95
(b) What is the 95% confidence interval for the ratio.

END OF TUTORIAL QUESTIONS.

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