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Semester 1 2017
MATH2801
Theory of Statistics
All answers must be written in ink. Except where they are expressly reguired pencils
may· only be used for drawing, sketching or graphical work.
.. '
,.
a) [7 marks] There are 3 coins in a bag: a copper coin, a gold coin and a
silver coin. When flipped, the probability a coin will come up heads is
0.3 for the yqpper coin, 0.5 for the gold coin and 0. 7 for the silver coin.
In a depar�ment store promotion, points are awarded to some shoppers.
The immber of points is determined by a chance experiment: A coin is
randomly selected from the bag (the three coins are equally likely to be
, .. chosen). The chosen coin is then flipped 10 times. The number of points
awarded is N, the ·numbe1· of heads obtained on the ten flips.
i) Compute the probability a shopper is mvarded no points, that is,
coinpute JP(N = 0). ( Wr�ite an exact expression for the answer ) and
als� give this answer to 4 decimal places.)
ii} ·write an exact expression for JP(N = n) for n = 0, l, ... , 10. ( You are
NOT asked to approximate these to any number of decimal places.)
iin Does N have a binomial �istribution? Give a reason for your answer.
b) [8 marks] Let X and .Y be two random variabl�s with joint density
function:.
i) Draw a sketch showing the region of the plane for which fx,Y (x, y) >
0. Determine the value of the constant c so that fx,y(x, y) is a valid
bivariate density function.
ii) Determine the marginal density fx (x).
iii) Are X and Y independent? Give a reason for your answer.
!,
iv) Compute IP(X. � Y � ½).
a) [6 marks] Let X1, X2, ... , Xn be a random sample from a Poisson (,:\)
distribution.
i) Determine the method of moments estimator for ,,\.
ii) Determine the maximum likelihood estimator for ,,\.
iii) Determine the Fisher information In ( ,,\).
b) [9 marks] The Australian Drinking Water guidelines recommend that
drinking water contains no more than 0.05 mg/L of cadmium.
A small dam is sampled to investigate the levels of cadmium to determine
whether the water exceeds this recommended maximum level.
Four water samples are taken and cadmium levels are measured. The
sample mean is 0.07 mg/L and standard deviation is 0.0085 mg/L.
Carry O\lt an appropriate hypothesis test to answer the question by an
swering the following:
i) State the null and alternative hypotheses.
ii) State any assumption( s) you are making in order to carry out this
hypothesis test.
iii) State the formula for the test statistic and the null distribution.
iv) Compute the observed value of the test st<;1tistic.
v) Give an expression for the P-value, and sketch a curve, shading the
area corresponding to the P-value.
vi) You may assume that the P-value= 0.0011 to 4 decimal places. "\i\Trite
a relevant conclusion concerning the cadmium level of the dam.
Semester 1 2017 MATH2801 Page 5
Binomial k
(�)p (l - p
)n-� k = 0,l,... ,n np np(l - p) ( 1 - P+peu)n
Bin(n,p)
ebu _eau
Uniform (b - a)- 1 XE (a, b ) ½(a+b) fi(b-a)
2
u(b-a.)
1 _J. X
7Je /3
Exponential(.8) x E (0,oo) 1
.8 .32 l-(3u
e-x//3 x o:-l l a
Gamma (a,.8) I'(a)/30: x E (0, oo) a,8 a,8 2 (1- /3u )
Some formulae
The 4> function, is defined by 4>(z) = P(Z :s; z), for Z rv N(O, 1).
Let X1, ... , Xn be independent N(µ, o- 2) variables. Then X and S2 are independent,
(n - l)S
2
---- rv 2
and a-2 Xn-l'
T he Delta Method
Let 01 , 02 , ... be a sequence of estimators of 0 such that
0 -0
vn -+ N(O, 1).
D
n
o-/
Suppose the function g is differentiable at 0 and g' ( 0) -=I= 0. Then