28 views

Uploaded by jiashengrox

Advanced Statistical Theory

- ALM Actuarial
- K Nearest Sequence Method and Its Application to Churn Prediction
- solutions2.pdf
- Multivariate Data Analysis
- An Introduction to Mathematical Statistics and its Application
- Applied Linear Regression Models 4th Ed Note
- Ferrero EPJB 2011
- dae.pdf
- mil-std_414
- 2. Ijamss- Generalized Gamma Regression Models With Application to Cd4 Cell Counts Data of Aidspatients
- Mathematical Methods -CAS- (Ed) [] [Victorian Certificate of Education; 2015] {19s}
- Actuarial Manual
- Douglas C. Montgomery-Design and Analysis of Experiments, Seventh Edition-Wiley(2008)
- Statistics in Practice, Part II
- M3L12
- Instructions Random Walk
- Files
- Generalized Evolutionary Programming With Lévy-type Mutation
- 01.tauber.pdf
- Lec 5 - Hypothesis Test

You are on page 1of 3

Examination

Semester II: 2011-2012

ST5224 Advanced Statistical Theory (II)

April 2012 - Time allowed: 2 hours

INSTRUCTIONS TO CANDIDATES

1. This is a closed book examination.

2. This examination paper contains Four (4) questions and comprises

THREE (3) printed pages.

3. All the Four (4) questions are compulsory and must be answered.

4. Programmable calculators are allowed.

PAGE 2 ST5224

1. Let X

1

, . . . , X

n

be a random sample from a distribution F.

(i) Suppose F is the Gamma(, ) distribution with probability den-

sity function

f(x; , ) =

1

()

x

1

e

x/

I

[0,)

(x).

(ia) Derive the likelihood equation for the maximum likelihood

estimation of and .

(ib) Let ( ,

) be an MLE or RLE of (, ). Derive the joint

asymptotic distribution of ( ,

) .

(ii) Suppose F is the exponential distribution with probability density

function

f(x; a, ) =

1

e

(xa)/

I

[a,)

(x),

where < a < , > 0 are unknown.

(iia) Derive the MLE of (a, ).

(iib) Let a be the MLE of a. Derive the asymptotic variance of a.

2. Let X

1

, . . . , X

n

be a random sample from the normal distribution N(,

2

)

where 0 < < , > 0 are unknown. Considering testing H

0

: = 1

versus H

1

: = 1.

(i) Derive the MLE of and .

(ii) Derive the MLE of under H

0

.

(iii) Derive the Fisher information matrix about and .

(iv) Derive the Raos score test statistic.

(v) Derive the Wald test statistic.

PAGE 3 ST5224

3. Suppose that

X

i

= t

i

+

i

, i = 1, . . . , n,

where the t

i

s are xed constants and the s are i.i.d. random variables

with normal distribution N(0,

2

), < < and

2

> 0 are

unknown parameters.

(i) Derive the UMPU test of size for testing H

0

: 0 versus

H

1

: > 0.

(iii) Derive the UMPU test of size for testing H

0

: = 0 versus

H

1

: = 0.

4. Let X

1

, . . . , X

n

be a random sample from a distribution F.

(i) Suppose that F has the following probability density function

f(x; ) = x

(+1)

I

[0,)

(x).

Using the pivotal method, construct an equal tailed condence

interval of with condence coecient 1 .

(ii) Suppose that F is the normal distribution with mean and vari-

ance

2

. Obtain the uniformly most accurate unbiased (UMAU)

upper bound for .

END OF PAPER

- ALM ActuarialUploaded byMarina Markovic Stefanovic
- K Nearest Sequence Method and Its Application to Churn PredictionUploaded byfarnoosh_r
- solutions2.pdfUploaded byluthfi2011
- Multivariate Data AnalysisUploaded bykamranwasti
- An Introduction to Mathematical Statistics and its ApplicationUploaded byRending Li
- Applied Linear Regression Models 4th Ed NoteUploaded byken_ng333
- Ferrero EPJB 2011Uploaded byNewton Jose
- dae.pdfUploaded bytantiba
- mil-std_414Uploaded byAlia Marouf
- 2. Ijamss- Generalized Gamma Regression Models With Application to Cd4 Cell Counts Data of AidspatientsUploaded byiaset123
- Mathematical Methods -CAS- (Ed) [] [Victorian Certificate of Education; 2015] {19s}Uploaded byRamón
- Actuarial ManualUploaded bypiyush2129
- Douglas C. Montgomery-Design and Analysis of Experiments, Seventh Edition-Wiley(2008)Uploaded byThais Beraldo Amaral
- Statistics in Practice, Part IIUploaded byCris Ely
- M3L12Uploaded byabimana
- Instructions Random WalkUploaded byRoby La Mura
- FilesUploaded bySelenzo Solomon
- Generalized Evolutionary Programming With Lévy-type MutationUploaded byRolando Walle
- 01.tauber.pdfUploaded byAlex Renjifo
- Lec 5 - Hypothesis TestUploaded byBenjamin Koh
- 13_645Uploaded byRoss Zhou
- ac1951_23_636_13353Uploaded bymanuelq9
- Whole Digital Communication PPT-libreUploaded byPiyush Gupta
- Example DistributionUploaded byArtrinda Anggita
- Shallow Foundation Design Through Probabilistic and DeterministicUploaded byLuis Horacio Martínez Martínez
- bookUploaded byabbasdf
- II WEEK. Practice_2-II.pdfUploaded byNataliAmiranashvili
- 9_16042019Uploaded byمحمد خيري بن اسماءيل

- The Very Secret and Swift PathUploaded byjiashengrox
- The Practice of Chod - Karma Chakme Raga Asya.pdfUploaded byjiashengrox
- 21 Tar AsUploaded bybalbinaxyz
- Chenrezig_Teaching_at_Buddhist_Center_Sampo.pdfUploaded byjiashengrox
- Chenrezig_Teaching_at_Buddhist_Center_Sampo.pdfUploaded byjiashengrox
- Chenrezik_ for the Benefit of All Beings - Khenpo Khartar RinpocheUploaded byjiashengrox
- Essential Daily YumkaUploaded byMac Dorje
- The_Sutra_on_the_Residence_of_Manjusri.pdfUploaded byAbhishekChatterjee
- 8988-8782-1-PB.pdfUploaded byjiashengrox
- 8988-8782-1-PB.pdfUploaded byjiashengrox
- Cho Body Offering by Orgyen Nuden DorjeUploaded byjiashengrox
- Namgyalma all - TibEngChi.pdfUploaded byjiashengrox
- Garchen Rinpoche Vajra Recitation TummoUploaded byjfv1212
- The Transcendent Perfection of Wisdom in Ten Thousand Lines - 84000Uploaded byTom
- White Umbrella Sadhana Formatted for AmuletUploaded byjiashengrox
- Long EkaviratibUploaded byjiashengrox
- Tashi Tsegpa Noble Stack of Auspiciousness GavinUploaded byjiashengrox
- Sarva Buddha Visaya Avatara Loka Lamkara Namah Mahayana SutraUploaded byCungSenPao
- Com King of Prayers Oct2006 A4Uploaded byvitralak
- Calc Lesson Instruct v7Uploaded byjiashengrox
- UT22084-051-004.pdfUploaded byjiashengrox
- Sutra of 42 Chapters Sutra v1.3Uploaded byjiashengrox
- ShingonTexts_Kukai_KakubanUploaded byRoland Maxwell
- Understanding the Awakening of Faith in the Mahayana 1Uploaded byZacGo
- 8586-8394-1-PBUploaded byjiashengrox
- Presenting Gospel to Buddhists Final Jly29c ESUploaded byjiashengrox
- manjushreesadhana.pdfUploaded byjiashengrox
- KI PathAndGrounds Delighting DrapaSedrupUploaded byjiashengrox
- 35BuddhaConfessionPrayer[1]Uploaded byjiashengrox
- Meditation on White Tara PreviewUploaded byjiashengrox

- Adrian Cheok & David Levy Love and Sex With Robots 2017Uploaded byStefania Florea
- Clasico AndanteUploaded byDante Joel
- Ch 6 Differential Analysis of Fluid Flow part II.pptUploaded byMujtaba Rizvi
- IdealsUploaded byMihnea
- Computer Selection Matrix and GuidelinesUploaded byJesus Leonardo Guzman Martinez
- Midterm 20142015 Sem 2Uploaded byNik Muhd Ariff
- Levels of MeasurementUploaded byhina kaynat
- higher education administration reflectionUploaded byapi-323274094
- Maintenance Glossary Key TermsUploaded byshujjat
- Annexure III CostingTaxonomy2015Uploaded byBathina Srinivasa Rao
- Scientemp 80-9.4A Manual, Operating and Installation ManualUploaded byscientemp
- TouchUploaded bypvr2k1
- LMI НС3926.pdfUploaded byGrigoriy Grigoryan
- What is Waterfall Model- Advantages, Disadvantages and When to Use ItUploaded bySwati Gupta
- Building Design to Foster a Quality and Sustainable Built EnvironmentUploaded bykevinbovo
- plamUploaded byAjay Pandey
- 71 the Effect of Additives on Anode Passivation in Electrorefining of CopperUploaded byEugenia Araneda Hernandez
- Aero Ebook- Choosing the design of your aircraft - Chris Heintz.pdfUploaded byGana tp
- BFM_1015_Genset_ENUploaded byMagico Nino
- biosensors in the small scal methods and thecnology trends.pdfUploaded byisma807
- Goldstein_Upper Bound and Best Estimate of the Efficiency of the Iodine Sulphur CycleUploaded byluh06002
- A study on the ®lming kinetics of corrosion inhibitors in Fe:Na2SO4 system using EQCMUploaded byMarcus Baltes
- Experimental Research in Aerodynamic Control With Electric and Electromagnetic FieldsUploaded byJawad Khawar
- 820 825 850DigitalMeter ManualUploaded bytiualbert8729
- 9010 Book Proposal FormUploaded bydandanache
- CPR - QB Chapter 02 NewUploaded byapi-3728136
- Thermal Boredom in ARchitectureUploaded byChirag Hablani
- EDB Database Compatibility for Oracle Developers Reference Guide v10Uploaded bynepoznate
- Students' Copy - 8th Emmc(March 7, 2012 )Uploaded byodlanyer
- electricity lesson planUploaded byapi-278394742