An Introduction to Mathematical Statistics and Its Applications (6th Edition)
6th Edition
ISBN: 9780134114217
Author: Richard J. Larsen, Morris L. Marx
Publisher: PEARSON
expand_more
expand_more
format_list_bulleted
Concept explainers
Textbook Question
Chapter 5.2, Problem 11Q
Find the maximum likelihood estimate for
if a random sample of size 6 yielded the measurements 0.70, 0.63, 0.92, 0.86, 0.43, and 0.21.
Expert Solution & Answer
Want to see the full answer?
Check out a sample textbook solutionStudents have asked these similar questions
Consider a random sample from NB(r, p) where the parameter r is known to be 3. An experiment is run with n = 10 trials and the sample mean is observed to be x̄ = 0.6.
(a) Derive a formula for the MLE p̂ as a function of n, r and X̄ .
(b) Find the estimate of p.
(c) Find the MLE for the population mean.
2. Use the method of maximum likelihood to estimate 0 in the pdf
V, y0.
fr (y; 0)
2/y
Evaluate 0e for the following random sample of size 4: yi 6, y2 = 8, y3 = 2.4, y4 = 5.9.
Let X and Y be independent standard normal random variables. Determine the pdf of
W = x² + y². Find the mean and the variance of U = /W.
Let Y₁, Y₂, ..., Yn denote a random sample of size n from a population with a uniform distribution
on the interval (0, 0). Consider = Y(1) = min(Y₁, Y₂, ..., Y₁) as an estimator for 0. Show that
is a biased estimator for 0.
Let X and Y be independent exponentially distributed random variables with parameter
X
λ = 1. If U = X + Y and V =. Find and identify the marginal density of U.
X+Y
Chapter 5 Solutions
An Introduction to Mathematical Statistics and Its Applications (6th Edition)
Ch. 5.2 - A random sample of size...Ch. 5.2 - The number of red chips and white chips in an urn...Ch. 5.2 - Use the sample y1=8.2,y2=9.1,y3=10.6, and y4=4.9...Ch. 5.2 - Suppose a random sample of size n is drawn from...Ch. 5.2 - Given that y1=2.3,y2=1.9, and y3=4.6 is a random...Ch. 5.2 - Use the method of maximum likelihood to estimate ...Ch. 5.2 - An engineer is creating a project scheduling...Ch. 5.2 - The following data show the number of occupants in...Ch. 5.2 - For the Major League Baseball seasons from 1950...Ch. 5.2 - (a) Based on the random sample...
Ch. 5.2 - Find the maximum likelihood estimate for in the...Ch. 5.2 - A random sample of size n is taken from the pdf...Ch. 5.2 - If the random variable Y denotes an individuals...Ch. 5.2 - For the negative binomial pdf...Ch. 5.2 - The exponential pdf is a measure of lifetimes of...Ch. 5.2 - Suppose a random sample of size n is drawn from a...Ch. 5.2 - Let y1,y2,...,yn be a random sample of size n from...Ch. 5.2 - Prob. 18QCh. 5.2 - A criminologist is searching through FBI files to...Ch. 5.2 - Prob. 20QCh. 5.2 - Suppose that Y1=8.3,Y2=4.9,Y3=2.6, and Y4=6.5 is a...Ch. 5.2 - Find a formula for the method of moments estimate...Ch. 5.2 - Calculate the method of moments estimate for the...Ch. 5.2 - Find the method of moments estimates for and 2,...Ch. 5.2 - Use the method of moments to derive estimates for...Ch. 5.2 - Bird songs can be characterized by the number of...Ch. 5.2 - Prob. 27QCh. 5.3 - A commonly used IQ test is scaled to have a mean...Ch. 5.3 - The production of a nationally marketed detergent...Ch. 5.3 - Mercury pollution is widely recognized as a...Ch. 5.3 - A physician who has a group of thirty-eight female...Ch. 5.3 - Suppose a sample of size n is to be drawn from a...Ch. 5.3 - What confidence would be associated with each of...Ch. 5.3 - Five independent samples, each of size n, are to...Ch. 5.3 - Suppose that y1,y2,...,yn is a random sample of...Ch. 5.3 - If the standard deviation () associated with the...Ch. 5.3 - In 1927, the year he hit sixty home runs, Babe...Ch. 5.3 - A thirty-second commercial break during the...Ch. 5.3 - During one of the first beer wars in the early...Ch. 5.3 - The Pew Research Center did a survey of 2253...Ch. 5.3 - If (0.57,0.63) is a 50% confidence interval for p,...Ch. 5.3 - Suppose a coin is to be tossed n times for the...Ch. 5.3 - On the morning of November 9, 1994the day after...Ch. 5.3 - Which of the following two intervals has the...Ch. 5.3 - Prob. 18QCh. 5.3 - Prob. 19QCh. 5.3 - Prob. 20QCh. 5.3 - Prob. 21QCh. 5.3 - A public health official is planning for the...Ch. 5.3 - Prob. 23QCh. 5.3 - Given that a political poll shows that 52% of the...Ch. 5.3 - Prob. 25QCh. 5.3 - Suppose that p is to be estimated by Xn and we are...Ch. 5.3 - Let p denote the true proportion of college...Ch. 5.3 - Prob. 28QCh. 5.4 - Two chips are drawn without replacement from an...Ch. 5.4 - Suppose a random sample of size n=6 is drawn from...Ch. 5.4 - Prob. 3QCh. 5.4 - A sample of size n=16 is drawn from a normal...Ch. 5.4 - Suppose X1,X2,...,Xn is a random sample of size n...Ch. 5.4 - Prob. 6QCh. 5.4 - Let Y be the random variable described in Example...Ch. 5.4 - Suppose that 14, 10, 18, and 21 constitute a...Ch. 5.4 - A random sample of size 2, Y1 and Y2, is drawn...Ch. 5.4 - A sample of size 1 is drawn from the uniform pdf...Ch. 5.4 - Suppose that W is an unbiased estimator for . Can...Ch. 5.4 - We showed in Example 5.4.4 that 2=1ni=1n(YiY)2 is...Ch. 5.4 - As an alternative to imposing unbiasedness, an...Ch. 5.4 - Let Y1,Y2,...,Yn be a random sample of size n from...Ch. 5.4 - An estimator n=h(W1,...,Wn) is said to be...Ch. 5.4 - Is the maximum likelihood estimator for 2 in a...Ch. 5.4 - Let X1,X2,...,Xn denote the outcomes of a series...Ch. 5.4 - Suppose that n=5 observations are taken from the...Ch. 5.4 - Let Y1,Y2,...,Yn be a random sample of size n from...Ch. 5.4 - Given a random sample of size n from a Poisson...Ch. 5.4 - If Y1,Y2,...,Yn are random observations from a...Ch. 5.4 - Suppose that W1 is a random variable with mean ...Ch. 5.5 - Let Y1,Y2,...,Yn be a random sample from...Ch. 5.5 - Let X1,X2,...,Xn be a random sample of size n from...Ch. 5.5 - Suppose a random sample of size n is taken from a...Ch. 5.5 - Let Y1,Y2,...,Yn be a random sample from the...Ch. 5.5 - Prob. 5QCh. 5.5 - Let Y1,Y2,...,Yn be a random sample of size n from...Ch. 5.5 - Prove the equivalence of the two forms given for...Ch. 5.6 - Let X1,X2,...,Xn be a random sample of size n from...Ch. 5.6 - Let X1,X2, and X3 be a set of three independent...Ch. 5.6 - If is sufficient for , show that any one-to-one...Ch. 5.6 - Show that 2=i=1nYi2 is sufficient for 2 if...Ch. 5.6 - Let Y1,Y2,...,Yn be a random sample of size n from...Ch. 5.6 - Let Y1,Y2,...,Yn be a random sample of size n from...Ch. 5.6 - Suppose a random sample of size n is drawn from...Ch. 5.6 - Suppose a random sample of size n is drawn from...Ch. 5.6 - Prob. 9QCh. 5.6 - Prob. 10QCh. 5.6 - Prob. 11QCh. 5.7 - How large a sample must be taken from a normal pdf...Ch. 5.7 - Let Y1,Y2,...,Yn be a random sample of size n from...Ch. 5.7 - Suppose Y1,Y2,...,Yn is a random sample from the...Ch. 5.7 - An estimator n is said to be squared-error...Ch. 5.7 - Suppose n=Ymax is to be used as an estimator for...Ch. 5.7 - Prob. 6QCh. 5.8 - Prob. 1QCh. 5.8 - Find the squared-error loss [L(,)=()2] Bayes...Ch. 5.8 - Prob. 3QCh. 5.8 - Prob. 4QCh. 5.8 - Prob. 5QCh. 5.8 - Suppose that Y is a gamma random variable with...Ch. 5.8 - Prob. 7QCh. 5.8 - Find the squared-error loss Bayes estimate for in...Ch. 5.8 - Prob. 9Q
Knowledge Booster
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, statistics and related others by exploring similar questions and additional content below.Similar questions
- 13. Let Y,, Y2, ..., Yn denote a random sample from a population with pdf f(yl0) = (0 + 1)yº,0 -1 a) Find an estimator for theta by the method of moments. b) Find the maximum likelihood estimator for theta.arrow_forwardSuppose we collect n samplesX1,X2, . . . ,Xn from a uniform distribution U[θ,1]. We know the maximum likelihood estimator of θ is θ = min(Xi). (1) What is the CDF of θ? (2) What is the pdf of θ? (3) Find the bias of θ. (4) Find the variance of θ. (5) Find the MSE of θ.arrow_forwardEXER 6.3 Find the covariance and the correlation coefficient between X and Y, if X and Y are jointly discrete random variables, with joint PMF given by: SHOW SOLUTIONS X\Y 0 1 6 0 28 6 1 28 2 0 333333 28 28 28 2120 28 0arrow_forward
- Use what you know about order statistics to show that for the random sample of size n = 3 the median is an unbiased estimator of the parameter θ of a uniform population with α = θ − 1/2 and β = θ + 1/2.arrow_forwardLet X∼Uniform(0,1) distribution. Find the PDF of Y= 3√X and derive the expected value and the variance of Y.arrow_forwardAmericans consume an average of 1.64 cups per day. Assume the variable is normally distributed with a standard deviation of 0.24 cup. If 500 individuals are selected, how many will drink less than 1 cup? Let X and Y be two random variables having joint pdf f(x, y) = (3x-y)/9 1arrow_forwardConsider a random sample X1, . . . , Xn from the uniform distribution U(−θ, θ) with parameter θ > 0 (1) Find the MLE of θ. (2) Find the MLE of the variance of the population distribution (you can use, without proof, what the mean and the variance of the uniform distribution are).arrow_forwardAn experiment to compare the tension bond strength of polymer latex modified mortar (Portland cement mortar to which polymer latex emulsións have been added during mixing) to that of unmodified mortar resulted in x = 18.11 kgf/cm2 for the modified mortar (m = 42) and y = 16.88 kgf/cm2 for the unmodified mortar (n = 31). Let ₁ and ₂ be the true average tension bond strengths for the modified and unmodified mortars, respectively. Assume that the bond strength distributions are both normal. (a) Assuming that o₁ = 1.6 and ₂ = 1.3, test Ho: ₁ - ₂ = 0 versus H₂: H₁ - H₂> 0 at level 0.01. Calculate the test statistic and determine the P-value. (Round your test statistic to two decimal places and your P-value to four decimal places.) Z = P-value = State the conclusion in the problem context. O Fail to reject Ho. The data suggests that the difference in average tension bond strengths exceeds 0. Fail to reject Ho. The data does not suggest that the difference in average tension bond strengths…arrow_forward1. Let X be a random variable with pdf f(x) = 1,0 3).arrow_forwardLet Y₁, Y2, ..., Yn be a random sample from a population that is uniformly distributed on the interval (0,50). Note that both the lower and upper bounds of this interval depend on a single unknown parameter 0. Let A Y be an estimator of 0. (Consider the sample mean as a candidate estimator for the parameter.) Compute the mean squared error of the estimator Î. =arrow_forwardThe proportion of rats that successfully complete a designed experiment (e.g., running through a maze) is of interest for psychologists. Denote by Y the proportion of rats that complete the experiment, and suppose that the experiment is replicated in 10 different rooms. Assume that Y₁, Y2,..., Y10 are i.i.d. Beta random variables with a = 2 and B = 1. Recall that for this Beta model, the pdf is fy(y)= J2y if 0 0.9).arrow_forwardSuppose that a pdf for a continuous random variable Y takes the form ayya-1 (1+ yª)r+1 y > 0 f(y) = a, y > 0 y < 0 where the two parameters and take the values 0.6 and 1.2 respectively. Compute P(Y < 1.52).arrow_forwardarrow_back_iosSEE MORE QUESTIONSarrow_forward_ios
Recommended textbooks for you
- Calculus For The Life SciencesCalculusISBN:9780321964038Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.Publisher:Pearson Addison Wesley,Glencoe Algebra 1, Student Edition, 9780079039897...AlgebraISBN:9780079039897Author:CarterPublisher:McGraw Hill
Calculus For The Life Sciences
Calculus
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:Pearson Addison Wesley,
Glencoe Algebra 1, Student Edition, 9780079039897...
Algebra
ISBN:9780079039897
Author:Carter
Publisher:McGraw Hill
Statistics 4.1 Point Estimators; Author: Dr. Jack L. Jackson II;https://www.youtube.com/watch?v=2MrI0J8XCEE;License: Standard YouTube License, CC-BY
Statistics 101: Point Estimators; Author: Brandon Foltz;https://www.youtube.com/watch?v=4v41z3HwLaM;License: Standard YouTube License, CC-BY
Central limit theorem; Author: 365 Data Science;https://www.youtube.com/watch?v=b5xQmk9veZ4;License: Standard YouTube License, CC-BY
Point Estimate Definition & Example; Author: Prof. Essa;https://www.youtube.com/watch?v=OTVwtvQmSn0;License: Standard Youtube License
Point Estimation; Author: Vamsidhar Ambatipudi;https://www.youtube.com/watch?v=flqhlM2bZWc;License: Standard Youtube License