HSTS201 Tut 1
HSTS201 Tut 1
HSTS201
B.Sc.in Statistics Part I
September 2013
Time : ** hours
Candidates should attempt all questions in Section A and TWO Questions from Section B.
Marks will be allocated as indicated.
A1. Let X1 , X2 , · · · , Xn be a random sample from a N (θ, σ 2 ) distribution, ∞ < θ < ∞ with
σ 2 known. Determine the mle of θ.
A2. Let X1 , X2 , · · · , Xn be a random sample from each of the distributions having the
following pdfs or pmfs:
θx e−θ
(a) f (x; θ) = x!
, x = 0, 1, · · · 0 ≤ θ∞, zero elsewhere, where f (0, 0)
θ−1
(b) f (x; θ) = θx , 0 < x < 1, 0 < θ < ∞, zero elsewhere.
(c) f (x; θ) = (1/θ)e−x/θ , 0 < θ < ∞, 0 < θ < ∞, zero elsewhere
(d) f (x; θ = e−(x−θ) θ ≤ x < ∞, − ∞ < θ < ∞, zero elsewhere
In each case find the mle of θ.
A4. Let X1 , X2 , · · · , Xn be a random sample from a N (θ, σ 2 ) where σ 2 is fixed but −∞ <
θ < ∞.
(a) Show that the mle of θ is X.
(b) If θ restricted by 0 ≤ θ < ∞, show that the mle of θ is θ̂ = max{0, X̂}
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