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56 views2 pages

Tut 06

Uploaded by

sarveshayaam2023
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Autumn Semester 2020 October 14, 2024

IE 605: Engineering Statistics


Tutorial 6

Example 1. Let X1 , X2 , ..., Xn be a sequence of independent Bernoulli trials with


P (Xi = 1) = θ. Prove that T = ni=1 Xi is sufficient for θ.
P

Example 2. Suppose that X1 , X2 , ..., Xn form a random sample from a normal


distribution for which the mean µ is unknown but the variance σ 2 is known. Find a
sufficient statistic for µ.

Example 3. Suppose that X1 , X2 , ..., Xn form a random sample from a beta


distribution with parameters α and β, where the value of α is known and the value of
β is unknown (β > 0). Show that the following statistic T is a sufficient statistic for
the parameter β:
n
!3
1 X 1
T = log
n 1 − Xi
i=1

Example 4. Let (X1 , X2 , . . . , Xn ) be a random sample from the population


distribution with pdf

θxθ−1 for 0 < x < 1
f (x|θ) =
0 otherwise,

where θ > 0.

• Give a sufficient statistics for parameter θ

• Is your sufficient statistic is also a minimal sufficient statistics. Prove or


disprove!

Example 5. Let X1 , . . . , Xn be iid with pdf fX (x) and cdf FX (x), and let X(1) <
· · · < X(n) be the order statistics. Find the conditional pdf of V given R = r, where
X(1) +X(n)
V = 2 and R = X(n) − X(1) .

Example 6. Let X1 , X2 , . . . , Xn be a random sample drawn from the pdf given as,

e−(x−θ)
fX (x) = −∞ < x < ∞, −∞ < θ < ∞
(1 + e−(x−θ))2

Find the minimal sufficient statistics of θ.

Example 7. Show that the minimal sufficient statistic of U (θ, θ + 1) is not complete.
Example 8. Let X1 , X2 , . . . , Xn be a random sample from the Inverse Gaussian
distribution with pdf
 1/2 −λ(x−µ)2
λ 2µ2 x
f (x|µ, λ) = e ,0 < x < ∞
2πx3

(a) Show that the statistics


n
1X n
X̄ = Xi and T = n
n P 1 1
i=1
Xi − X̄
i=1

are sufficient and complete.


(b) For n = 2, show that X̄ has an inverse Gaussian distribution, nλ/T has a
2
χn−1 distribution, and they are independent.

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