CHAPTER 7

Section 7-2

2n
Xi
( ) 1 2n 1
7-1. E X1 = E i =1
= E Xi = (2nµ ) = µ
2n 2n i =1 2n

n
Xi
( ) 1 n 1
E X2 = E i =1
= E Xi = (nµ ) = µ , X 1 and X 2 are unbiased estimators of µ.
n n i =1 n

σ2 σ2
The variances are V X 1 = ( ) 2n
( )
and V X 2 =
n
; compare the MSE (variance in this case),

MSE (Θˆ1 ) σ 2 / 2n n 1
= 2 = =
MSE (Θˆ 2 ) σ /n 2n 2
Since both estimators are unbiased, examination of the variances would conclude that X1 is the “better”
estimator with the smaller variance.

7-2. ( )
1
E Θˆ1 = [E ( X 1 ) + E ( X 2 ) +
7
+ E ( X 7 )] =
1
7
1
(7 E ( X )) = (7 µ ) = µ
7

( )1 1
E Θˆ 2 = [E (2 X 1 ) + E ( X 6 ) + E ( X 7 )] = [2 µ − µ + µ ] = µ
2 2

a) Both Θ̂1 and Θ̂ 2 are unbiased estimates of µ since the expected values of these statistics are
equivalent to the true mean, µ.

( )
b) V Θˆ1 = V 1
X + X 2 + ... + X 7
7 7
1
= 2 (V ( X 1 ) + V ( X 2 ) + + V ( X 7 )) =
1
49
1
(7σ 2 ) = σ 2
7
σ2
V (Θˆ1 ) =
7

( )
V Θˆ 2 = V
2 X1 − X 6 + X 4
2
1 1
= 2 (V (2 X 1 ) + V ( X 6 ) + V ( X 4 ) ) = (4V ( X 1 ) + V ( X 6 ) + V ( X 4 ))
2 4

=
1
4
(
4σ 2 + σ 2 + σ 2 )
1
= (6σ 2 )
4
3σ 2
V (Θˆ 2 ) =
2
Since both estimators are unbiased, the variances can be compared to decide which is the better
estimator. The variance of Θ̂1 is smaller than that of Θ̂ 2 , Θ̂1 is the better estimator.

7-3. Since both Θ̂1 and Θ̂ 2 are unbiased, the variances of the estimators can be examined to determine which
is the “better” estimator. The variance of θ2 is smaller than that of θˆ1 thus θ2 may be the better
estimator.
MSE (Θˆ1 ) V (Θ1 ) 10
Relative Efficiency = = = = 2 .5
MSE (Θˆ 2 ) V (Θˆ 2 ) 4

7-4. Since both estimators are unbiased:

7-1
 ˆ ) V (Θ
MSE (Θ ˆ ) σ 2 /7 2
Relative Efficiency =
1
= 1
= =
MSE (Θ ˆ ) 3σ / 2 21
ˆ ) V (Θ 2
2 2

MSE (Θˆ1 ) V (Θˆ1 ) 10

7-5. = = = 2 .5
MSE (Θˆ 2 ) V (Θˆ 2 ) 4

7-6. E (Θˆ1 ) = θ E (Θˆ 2 ) = θ / 2

Bias = E (Θˆ 2 ) − θ
θ θ
= −θ = −
2 2
V (Θˆ1 ) = 10 V (Θˆ 2 ) = 4
For unbiasedness, use Θ̂1 since it is the only unbiased estimator.
As for minimum variance and efficiency we have:
(V (Θˆ1 ) + Bias 2 )1
Relative Efficiency = where, Bias for θ1 is 0.
(V (Θˆ ) + Bias 2 )
2 2
Thus,
(10 + 0) 40
Relative Efficiency = =
4+
−θ
2
(16 + θ ) 2

If the relative efficiency is less than or equal to 1, Θ̂1 is the better estimator.
40
Use Θ̂1 , when ≤1
(16 + θ2 )
40 ≤ (16 + θ2 )
24 ≤ θ2
θ ≤ −4.899 or θ ≥ 4.899

If −4.899 < θ < 4.899 then use Θ̂ 2 .

For unbiasedness, use Θ̂1 . For efficiency, use Θ̂1 when θ ≤ −4.899 or θ ≥ 4.899 and use Θ̂ 2 when
−4.899 < θ < 4.899 .

7-7. E (Θˆ1 ) = θ No bias V (Θˆ1 ) = 12 = MSE (Θˆ1 )

E (Θˆ 2 ) = θ No bias V (Θˆ 2 ) = 10 = MSE (Θˆ 2 )
E (Θˆ 3 ) ≠ θ Bias MSE (Θˆ 3 ) = 6 [note that this includes (bias2)]
To compare the three estimators, calculate the relative efficiencies:
MSE (Θˆ1 ) 12
= = 1.2 , since rel. eff. > 1 use Θ̂ 2 as the estimator for θ
MSE (Θˆ 2 ) 10
MSE (Θˆ1 ) 12
= =2, since rel. eff. > 1 use Θ̂ 3 as the estimator for θ
MSE (Θˆ 3 ) 6
MSE (Θˆ 2 ) 10
= = 1.8 , since rel. eff. > 1 use Θ̂ 3 as the estimator for θ
MSE (Θˆ 3 ) 6
Conclusion:
Θ̂ 3 is the most efficient estimator with bias, but it is biased. Θ̂ 2 is the best “unbiased” estimator.

7-2
7-8. n1 = 20, n2 = 10, n3 = 8
Show that S2 is unbiased:

( )
E S2 = E
20S12 + 10S 22 + 8S32
38

=
1
38
(( ) (
E 20 S12 + E 10 S 22 + E 8S32 ) ( ))
=
1
38
(
20σ 12 + 10σ 22 + 8σ 32 )
=
1
38
(
38σ 2 )
=σ2

∴ S2 is an unbiased estimator of σ2 .

2
(X )
n
i −X
i =1
7-9. Show that is a biased estimator of σ2 :
n
a)
n
(X i − X)
2

i =1
E
n

n
=
1
E (X i − nX )
2

n i =1

( ) ( )
n
1
= E X i2 − nE X 2
n i =1

σ2
(µ )
n
1
= 2
+σ 2 − n µ2 +
n i =1 n

=
1
n
(
nµ 2 + nσ 2 − nµ 2 − σ 2 )
1
= ((n − 1)σ 2 )
n
σ2
=σ2 −
n
∴
(X i −X )
2

is a biased estimator of σ2 .
n

b) Bias = E
(X i
2
− nX )2

−σ 2 = σ 2 −
σ2
−σ 2 = −
σ2
n n n
c) Bias decreases as n increases.

7-3
7-10 a) Show that X 2 is a biased estimator of µ. Using E X2 = V( X) + [ E ( X)] ( ) 2

2
( ) 1 n
E X2 = E Xi
n2 i =1
2
1 n n
= V Xi + E Xi
n2 i =1 i =1

2
1 n
= nσ 2 + µ
n2 i =1

=
1
n2
(nσ 2
+ (nµ )
2
)
=
1
n2
(nσ 2
+ n2µ 2 )
( )
E X2 =
σ2
n
+ µ2

∴ X 2 is a biased estimator of µ.2

b) Bias = E X 2 − µ 2 =( )n
σ2
+ µ2 − µ2 =
σ2
n
c) Bias decreases as n increases.

7-11 a.) The average of the 26 observations provided can be used as an estimator of the mean pull force
since we know it is unbiased. This value is 75.615 pounds.
b.) The median of the sample can be used as an estimate of the point that divides the population
into a “weak” and “strong” half. This estimate is 75.2 pounds.
c.) Our estimate of the population variance is the sample variance or 2.738 square pounds.
Similarly, our estimate of the population standard deviation is the sample standard deviation
or 1.655 pounds.
d.) The standard error of the mean pull force, estimated from the data provided is 0.325 pounds.
This value is the standard deviation, not of the pull force, but of the mean pull force of the
population.
e.) Only one connector in the sample has a pull force measurement under 73 pounds. Our point
estimate for the proportion requested is then 1/26 = 0.0385

7-4
7-12. Descriptive Statistics

Variable N Mean Median TrMean StDev SE Mean

Oxide Thickness 24 423.33 424.00 423.36 9.08 1.85

a) The mean oxide thickness, as estimated by Minitab from the sample, is 423.33
Angstroms.
b) Standard deviation for the population can be estimated by the sample standard
deviation, or 9.08 Angstroms.
c) The standard error of the mean is 1.85 Angstroms.
d) Our estimate for the median is 424 Angstroms.
e) Seven of the measurements exceed 430 Angstroms, so our estimate of the proportion
requested is 7/24 = 0.2917

7.13 a)
1
1 1
1
θ 1
E ( X ) = x (1 + θ x)dx = xdx + x 2 dx
−1
2 −1
2 −1
2
θ θ
= 0+ =
3 3

b) Let X be the sample average of the observations in the random sample. We know
that E ( X ) = µ , the mean of the distribution. However, the mean of the distribution is /3, so
θˆ = 3X is an unbiased estimator of .

1 1
7.14 a.) E ( pˆ ) = E ( X n) =E ( X ) = np = p
n n
p ⋅ (1 − p ) p ⋅ (1 − p )
b.) We know that the variance of p̂ is so its standard error must be . To
n n
estimate this parameter we would substitute our estimate of p into it.

7.15 a.) E ( X1 − X 2 ) = E ( X1) − E ( X 2 ) = µ1 − µ 2

σ 12 σ 22
b.) s.e. = V ( X 1 − X 2 ) = V ( X 1 ) + V ( X 2 ) + 2COV ( X 1 , X 2 ) = +
n1 n2
This standard error could be estimated by using the estimates for the standard deviations
of populations 1 and 2.

7-5
7-16
2
E (S p ) = E
(n1 − 1) ⋅ S12 + (n 2 − 1) ⋅ S 2 2
n1 + n2 − 2
=
1
n1 + n 2 − 2
2
[ 2
(n1 − 1) E (S1 ) + (n 2 − 1) ⋅ E ( S 2 ) = ]
=
1
n1 + n 2 − 2
[ 2 2 n + n2 − 2 2
(n1 − 1) ⋅ σ 1 + (n2 − 1) ⋅ σ 2 ) = 1
n1 + n 2 − 2
σ =σ2 ]

7-17 a.) E(µˆ ) = E(αX1 + (1 − α ) X 2 ) = αE( X1) + (1 − α )E( X 2 ) = αµ + (1 − α )µ = µ

b.)
s.e.( µˆ ) = V (α X 1 + (1 − α ) X 2 ) = α 2V ( X 1 ) + (1 − α ) 2 V ( X 2 )
σ 12 σ 22 σ 12 σ 12
= α2 + (1 − α ) 2 = α2 + (1 − α ) 2 a
n1 n2 n1 n2
α 2 n 2 + (1 − α ) 2 an 1
=σ1
n1 n 2

c.) The value of alpha that minimizes the standard error is:

an1
α=
n2 + an1

b.) With a = 4 and n1=2n2, the value of alpha to choose is 8/9. The arbitrary value of α=0.5 is too small and
will result in a larger standard error. With α=8/9 the standard error is

(8 / 9) 2 n 2 + (1 / 9) 2 8 n 2 0 .667 σ 1
s.e.( µˆ ) = σ 1 =
2n 2 2 n2

If α=0.5 the standard error is

( 0 .5 ) 2 n 2 + ( 0 .5 ) 2 8 n 2 1 .0607 σ 1
s.e.( µˆ ) = σ 1 =
2n 2 2 n2

X1 X 2 1 1 1 1
7-18 a.) E( − )= E( X 1 ) − E ( X 2 ) = n1 p1 − n 2 p 2 = p1 − p 2 = E ( p1 − p 2 )
n1 n2 n1 n2 n1 n2
p1 (1 − p1 ) p 2 (1 − p 2 )
b.) +
n1 n2
X1 X2
c.) An estimate of the standard error could be obtained substituting for p1 and
n1 n2
for p2 in the equation shown in (b).

d.) Our estimate of the difference in proportions is 0.01

e.) The estimated standard error is 0.0413

7-6
Section 7-3
n
xi
e − λ λx e − λ λ xi e − nλ λ
n i =1

7-19. f ( x) = L (λ ) = ∏ = n
x! xi !
i =1
∏x !
i =1
i

n n
ln L(λ ) = −nλ ln e + x i ln λ − ln x i !
i =1 i =1

d ln L(λ ) 1 n
= −n + xi ≡ 0
dλ λ i =1
n
xi
i =1
−n+ =0
λ
n
x i = nλ
i =1
n
xi
i =1
λˆ =
n
n n
n −λ ( x −θ ) −λ x − nθ
7-20. f ( x) = λe − λ ( x −θ ) for x ≥ θ L(λ ) = ∏ λe − λ ( x −θ ) = λne i =1
= λn e i =1

i =1
n
ln L(λ , θ ) = − n ln λ − λ x i − λnθ
i =1

d ln L(λ , θ ) n n
= − − x i − nθ ≡ 0
dλ λ i =1
n
n
− = x i − nθ
λ i =1
n
λˆ = n / x i − nθ
i =1

1
λˆ =
x −θ
n
− ( xi−θ )
Let λ = 1 then L(θ ) = e i =1
for xi ≥ 0
n
− xi −nθ
L(θ ) = e i=1 = e nθ − nx
LnL(θ ) = nθ − nx
θ cannot be estimated using ML equations since
dLnL(θ )
= 0 . Therefore, θ is estimated using Min( X 1 , X 2 , , Xn) .
d (θ )
Ln(θ) is maximized at xmin and θˆ = xmin
b.) Example: Consider traffic flow and let the time that has elapsed between one car passing a fixed point
and the instant that the next car begins to pass that point be considered time headway. This headway
can be modeled by the shifted exponential distribution.
Example in Reliability: Consider a process where failures are of interest. Say that a sample or
population is put into operation at x = 0, but no failures will occur until θ period of operation. Failures
will occur after the time θ.

7-7
7-21. f ( x) = p (1 − p ) x −1
n
L( p ) = ∏ p (1 − p ) xi −1
i =1
n
xi − n
= p n (1 − p ) i =1
n
ln L( p ) = n ln p + xi − n ln(1 − p )
i =1
n
x −n
∂ ln L( p) n i =1 i
= − ≡0
∂p p 1− p
n
(1 − p )n − p xi − n
i =1
0=
p (1 − p )
n
n − np − p xi + pn
i =1
0=
p (1 − p )
n
0=n− p xi
i =1

n
pˆ = n
xi
i =1

7-22. f ( x) = (θ + 1) xθ
n
θ θ θ
L(θ ) = ∏ (θ + 1) xi = (θ + 1) x1 × (θ + 1) x2 × ...
i =1
n
= (θ + 1) n ∏ xiθ
i =1

ln L(θ ) = n ln(θ + 1) + θ ln x1 + θ ln x2 + ...

n
= n ln(θ + 1) + θ ln xi
i =1

∂ ln L (θ ) n n
= + ln xi = 0
∂θ θ + 1 i =1
n
n
=− ln xi
θ +1 i =1
n
θˆ = n −1
− ln xi
i =1

7-8
7-23. a)
β
β −1 xi
β xi n −
L( β , δ ) = ∏ e δ

i =1 δ δ
n β
xi β −1
− n
β xi
∏
δ
=e i =1

i =1 δ δ

[ ( ) ]−
n β
β xi β −1 xi
ln L( β , δ ) = ln δ δ
i =1 δ
= n ln( δβ ) + ( β − 1) ln ( )− ( )
xi
δ
xi β
δ
b)
∂ ln L( β , δ ) n
∂β
= +
β
ln ( )− ln( )( )
xi
δ
xi
δ
xi β
δ

β
∂ ln L( β , δ ) n n x
= − − ( β − 1) + β β +i1
∂δ δ δ δ
∂ ln L( β , δ )
Upon setting equal to zero, we obtain
∂δ
1/ β
β
β β xi
δ n= xi and δ=
n
∂ ln L( β , δ )
Upon setting equal to zero and substituting for δ, we obtain
∂β
n 1
+ ln xi − n ln δ = xiβ (ln xi − ln δ )
β δβ
n n β n n β
xiβ ln xi − xiβ
xi xi
+ ln xi − ln = 1
ln
β β n xiβ xiβ β n

1 xiβ ln xi ln xi
and = +
β xiβ n
c) Numerical iteration is required.

1 n
θ (θ + 1) n
θ
7-24 θˆ = (θ + 1) xi = xi
n i =1 n i =1

a−0 1 n
7-25 E( X ) = = Xi = X , therefore: aˆ = 2 X
2 n i =1

The expected value of this estimate is the true parameter so it must be unbiased. This estimate is
reasonable in one sense because it is unbiased. However, there are obvious problems. Consider
the sample x1=1, x2=2 and x3=10. Now x =4.37 and aˆ = 2 x = 8.667 . This is an unreasonable
estimate of a, because clearly a ≥ 10.

7-9
7-26. a) â cannot be unbiased since it will always be less than a.
na a (n + 1) a
b) bias = − =− → 0.
n +1 n +1 n + 1 n →∞
c) 2 X
n
y
d) P(Y≤y)=P(X1, …,Xn ≤ y)=(P(X1≤y))n= . Thus, f(y) is as given. Thus,
a
an a
bias=E(Y)-a = −a =− .
n +1 n +1

7-27 For any n>1 n(n+2) > 3n so the variance of â2 is less than that of â1 . It is in this sense that the second estimator is
better than the first.

7-28
n x e− x θ i
xi
L(θ ) = ∏ i ln L(θ ) = ln( xi ) − − 2n ln θ
θ2
i =1 θ

∂ ln L(θ ) 1 2n
= xi −
∂θ θ2 θ

setting the last equation equal to zero and solving for theta, we find:

n
xi
ˆ
θ= i =1
2n

1 n 2
7-29 a) E ( X 2 ) = 2θ = X i so
n i =1

1 n 2
Θ̂ = Xi
2n i =1

b)
xi e − x 2θ
2
n i
xi 2
L(θ ) = ∏ ln L(θ ) = ln( xi ) − − n ln θ
i =1 θ 2θ

∂ ln L(θ ) 1 n
= xi 2 −
∂θ 2θ 2 θ

setting the last equation equal to zero, we obtain the maximum likelihood estimate

1 n 2
Θ̂ = Xi
2n i =1

which is the same result we obtained in part (a)

7-10
 c)
a
f ( x)dx = 0.5 = 1 − e − a / 2θ
2

a = − 2θ ln(0.5)

We can estimate the median (a) by substituting our estimate for theta into the
equation for a.

1
1 x2
7-30 a) c (1 + θx ) dx = 1 = (cx + cθ ) = 2c
−1 2 −1

so the constant c should equal 0.5

b)
1 n θ
E( X ) = Xi =
n i =1 3

1 n
θ = 3⋅ Xi
n i =1

c)

1 n θ
E (θˆ) = E 3 ⋅ X i = E (3 X ) = 3E ( X ) = 3 = θ
n i =1 3

d)
n 1 1 n
L(θ ) = ∏ (1 + θX i ) ln L(θ ) = n ln( ) + ln(1 + θX i )
i =1 2 2 i =1

∂ ln L(θ ) n Xi
=
∂θ i =1(1 + θX i )

by inspection, the value of θ that maximizes the likelihood is max (Xi)

7-11
7-31 a)Using the results from Example 7-12 we obtain that the estimate of the mean is 423.33 and the estimate of
the variance is 82.4464
b)

-200000

-400000
log L
-600000
435
430
425
7 8 415
420 Mean
9 10 410
11 12 13
Std. Dev. 14 15

The function seems to have a ridge and its curvature is not too pronounced. The maximum value for std
deviation is at 9.08, although it is difficult to see on the graph.

7-32 When n is increased to 40, the graph will look the same although the curvature will be more pronounced.
As n increases it will be easier to determine the where the maximum value for the standard deviation is on
the graph.

Section 7-5

1.009−1.01 X −µ
7-33. P(1.009 ≤ X ≤ 1.012) = P ≤ ≤ 1.012−1.01
0.003 / 9 σ/ n 0.003 / 9

= P(−1 ≤ Z ≤ 2) = P( Z ≤ 2) − P( Z ≤ −1)

= 0.9772 − 0.1586 = 0.8186

7-34. X i ~ N (100,102 ) n = 25
σ 10
µ X = 100 σ X = = =2
n 25
P[(100 − 1.8(2)) ≤ X ≤ (100 + 2)] = P(96.4 ≤ X ≤ 102)
96.4 −100 X −µ
=P 2
≤ ≤ 102 −2100
σ/ n

= P ( −1.8 ≤ Z ≤ 1) = P ( Z ≤ 1) − P ( Z ≤ −1.8)

= 0.8413 − 0.0359 = 0.8054

7-12
 σ 3.5
7-35. µ X = 75.5 psi σ X = = = 1.429
n 6

P ( X ≥ 75 . 75 ) = P (
X −µ
σ/ n
≥ 75 .75 − 75 . 5
1 . 429 )
= P ( Z ≥ 0 . 175 ) = 1 − P ( Z ≤ 0 . 175 )

= 1 − 0 .56945 = 0 . 43055

7-36.
n=6 n = 49
σ 3 .5 σ 3.5
σX = = σX = =
n 6 n 49
= 1.429 = 0.5
σX is reduced by 0.929 psi

7-37. Assuming a normal distribution,

σ 50
µ X = 2500 σ X = = = 22.361
n 5

P (2499 ≤ X ≤ 2510) = P ( 2499− 2500

22.361 ≤ σX/− µn ≤ 2510− 2500
22.361 )
= P (−0.045 ≤ Z ≤ 0.45) = P ( Z ≤ 0.45) − P ( Z ≤ −0.045)

= 0.6736 − 0.4821 = 0.1915

σ 50
7-38. σX = = = 22.361 psi = standard error of X
n 5

7-39. σ 2 = 25
σ
σX =
n
2

n= σ
σX
2
5
=
1.5
= 11.11 ~ 12

7-13
7-40. Let Y = X − 6
a + b (0 + 1)
µX = = = 1
2
2 2
µX = µX
(b − a )2
σ X2 = = 1
12
12
σ2 1
1
σ X2 = = 12
=
n 12 144
σ X = 121
µ Y = 12 − 6 = −5 12
σ Y2 = 144
1

Y = X − 6 ~ N (−5 12 , 144
1
) , approximately, using the central limit theorem.

7-41. n = 36
a + b (3 + 1)
µX = = =2
2 2
(b − a + 1)2 − 1 (3 − 1 + 1) 2 − 1
σX = = = 8 = 2
12 12 12 3
2/3 2/3
µ X = 2, σ X = =
36 6
X −µ
z=
σ/ n
Using the central limit theorem:
2.1− 2 2. 5 − 2
P(2.1 < X < 2.5) = P 2/3
<Z< 2/3
6 6

= P(0.7348 < Z < 3.6742)

= P( Z < 3.6742) − P( Z < 0.7348)

= 1 − 0.7688 = 0.2312

7-42.
µ X = 8.2 minutes n = 49
σ X = 15
. minutes σX 15
.
σX = = = 0.2143
n 49
µ X = µ X = 8.2 mins

Using the central limit theorem, X is approximately normally distributed.

10 − 8.2
a) P ( X < 10) = P ( Z < ) = P ( Z < 8.4) = 1
0.2143
5 − 8. 2 10 −8.2
b) P (5 < X < 10) = P ( 0.2143 < Z < 0.2143
)

= P ( Z < 8.4) − P ( Z < −14.932) = 1 − 0 = 1

6 − 8.2
c) P ( X < 6) = P ( Z < ) = P ( Z < −10.27) = 0
0.2143

7-14
7-43.
n1 = 16 n2 = 9 X 1 − X 2 ~ N (µ X − µ X , σ 2 + σ 2 )
1 2 X1 X2
µ1 = 75 µ 2 = 70
σ1 2
σ 22
σ1 = 8 σ 2 = 12 ~ N ( µ1 − µ 2 , + )
n1 n2
82 12 2
~ N (75 − 70, + )
16 9
~ N (5,20)
a) P ( X 1 − X 2 > 4)
4 −5
P( Z > ) = P ( Z > −0.2236) = 1 − P ( Z ≤ −0.2236)
20

= 1 − 0.4115 = 0.5885

b) P (3.5 ≤ X 1 − X 2 ≤ 5.5)
P ( 3.520−5 ≤ Z ≤ 5.5 −5
20
) = P ( Z ≤ 0.1118) − P ( Z ≤ −0.3354)

= 0.5445 − 0.3687 = 0.1759

σ B2 σ A2
7-44. If µ B = µ A , then X B − X A is approximately normal with mean 0 and variance + = 20.48 .
25 25
Then, P ( X B − X A > 3.5) = P ( Z > 3.5 − 0
20.48
) = P ( Z > 0.773) = 0.2196
The probability that X B exceeds X A by 3.5 or more is not that unusual when µ B and µ A are equal.
Therefore, there is not strong evidence that µ B is greater than µ A .

7-45. Assume approximate normal distributions.

2
42
( X high − X low ) ~ N (60 − 55, 416 + 16
)
~ N (5, 2)
2 −5
P ( X high − X low ≥ 2) = P ( Z ≥ ) = 1 − P ( Z ≤ −2.12) = 1 − 0.0170 = 0.983
2

Supplemental Exercises

5 ( x −µ )2
i
1 −
7-46. f ( x1 , x 2 , x3 , x 4 , x5 ) = e i =1 2σ 2

2π σ
n
7-47. f ( x1 , x 2 ,..., x n ) = ∏ λe −λxi for x1 > 0, x 2 > 0,..., x n > 0
i =1

7-48. f ( x1 , x 2 , x 3 , x 4 ) = 1 for 0 ≤ x1 ≤ 1,0 ≤ x 2 ≤ 1,0 ≤ x 3 ≤ 1,0 ≤ x 4 ≤ 1

7-49.

1.5 2 2 2
X 1 − X 2 ~ N (100 − 105, + )
25 30
~ N (−5,0.2233)

7-15
7-50. σ X1 − X 2 = 0.2233 = 0.4726

7-51. X ~ N (50,144)

47 − 50 53− 50
P ( 47 ≤ X ≤ 53) = P ≤Z≤
12 / 36 12 / 36

= P ( −1.5 ≤ Z ≤ 1.5)

= P ( Z ≤ 1.5) − P ( Z ≤ −1.5)

= 0.9332 − 0.0668 = 0.8664

7-52. No, because Central Limit Theorem states that with large samples (n ≥ 30), X is approximately normally
distributed.

7-53. Assume X is approximately normally distributed.

4985 − 5500
P ( X > 4985) = 1 − P ( X ≤ 4985) = 1 − P ( Z ≤ )
100 / 9

= 1 − P ( Z ≤ −15.45) = 1 − 0 = 1

X −µ 52 − 50
7-54. t= = = 5.6569
s/ n 2 / 16
t .05,15 = 1.753 . Since 5.33 >> t.05,15 , the results are very unusual.

7-55. P ( X ≤ 37) = P ( Z ≤ −5.36) = 0

7-56. Binomial with p equal to the proportion of defective chips and n = 100.

7-57. E (aX 1 + (1 − a ) X 2 = aµ + (1 − a ) µ = µ
V ( X ) = V [aX 1 + (1 − a ) X 2 ]
= a 2V ( X 1 ) + (1 − a) 2V ( X 2 )
2 2
= a 2 ( σn ) + (1 − 2a + a 2 )( σn )
1 2

a 2σ 2 σ 2 2aσ 2 a 2σ 2
= + − +
n1 n2 n2 n2

= (n2a 2 + n1 − 2n1a + n1a 2 )( σ )

2

n1n2
∂V ( X )
= ( σ )(2n2 a − 2n1 + 2n1a) ≡ 0
2

∂a n1n2
0 = 2n2a − 2n1 + 2n1a
2a (n2 + n1 ) = 2n1
a (n2 + n1 ) = n1
n1
a=
n2 + n1

7-16
7-58
n n −x
1
i
n
L(θ ) = e i =1 θ ∏ xi
2
3
2θ i =1

1 n n xi
ln L(θ ) = n ln +2 ln xi −
i =1 θ
3
2θ i =1

∂ ln L(θ ) − 3n n xi
= +
∂θ θ i =1θ
2

Making the last equation equal to zero and solving for theta, we obtain:

n
xi
Θˆ = i =1
3n

as the maximum likelihood estimate.

7-59

n
L(θ ) = θ n ∏ xiθ −1
i =1

n
ln L(θ ) = n lnθ + (θ − 1) ln( xi )
i =1

∂ ln L(θ ) n n
= + ln( xi )
∂θ θ i =1

making the last equation equal to zero and solving for theta, we obtain the maximum likelihood estimate.

−n
Θ̂ = n
ln( xi )
i =1

7-17
7-60
1 n 1−θ
L(θ ) =
n∏ i
x θ
θ i =1

1−θ n
ln L(θ ) = − n ln θ + ln( xi )
θ i =1

∂ ln L(θ ) n 1 n
=− − ln( xi )
∂θ θ θ 2 i =1

making the last equation equal to zero and solving for the parameter of interest, we obtain the maximum
likelihood estimate.

1 n
Θ̂ = − ln( xi )
n i =1

n n n
1 1 1
E (θˆ) = E − ln( xi ) = E − ln( xi ) = − E[ln( xi )]
n i =1 n i =1 n i =1

1 n
nθ
= θ= =θ
n i =1 n

1 1−θ
1−θ
E (ln( X i )) = (ln x ) x θ
dx let u = ln x and dv = x θ
dx
0
1 1−θ

then, E (ln( X )) = −θ x θ
dx = −θ
0

7-18
Mind-Expanding Exercises

M ( M − 1)
7-61. P ( X 1 = 0, X 2 = 0) =
N ( N − 1)
M (N − M )
P ( X 1 = 0, X 2 = 1) =
N ( N − 1)
( N − M )M
P ( X 1 = 1, X 2 = 0) =
N ( N − 1)
( N − M )( N − M − 1)
P ( X 1 = 1, X 2 = 1) =
N ( N − 1)
P ( X 1 = 0) = M / N
P ( X 1 = 1) = N − M
N
P ( X 2 = 0) = P ( X 2 = 0 | X 1 = 0) P ( X 1 = 0) + P ( X 2 = 0 | X 1 = 1) P ( X 1 = 1)
M −1 M M N −M M
= × + × =
N −1 N N −1 N N
P ( X 2 = 1) = P ( X 2 = 1 | X 1 = 0) P ( X 1 = 0) + P ( X 2 = 1 | X 1 = 1) P ( X 1 = 1)
N − M M N − M −1 N − M N −M
= × + × =
N −1 N N −1 N N
M −1 M
Because P ( X 2 = 0 | X 1 = 0) = N −1
is not equal to P ( X 2 = 0) = , X1 and X 2 are not independent.
N

7-62 a)

Γ[(n − 1) / 2]
cn =
Γ(n / 2) 2 /(n − 1)

b.) When n = 10, cn = 1.0281. When n = 25, cn = 1.0105. So S is a pretty good estimator for the standard
deviation even when relatively small sample sizes are used.

7-19
7-63 (a) Z i = Yi − X i ; so Z i is N(0, 2σ 2 ). Let σ *2 = 2σ 2 . The likelihood function is

n 1
1 − ( zi2 )
L(σ * ) = ∏
2
e 2σ *2

i =1 σ * 2π
n
1 2
− zi
1 2σ *2 i=1
= e
(σ *2 2π ) n / 2

n
n 1
The log-likelihood is ln[ L(σ *2 )] = − (2πσ *2 ) − zi2
2 2σ *2 i =1
Finding the maximum likelihood estimator:

d ln[ L(σ *2 )] n 1 n
=− + zi2 = 0
dσ * 2σ * 2σ *4
2
i =1
n
nσ *2 = zi2
i =1
n n
1 1
σˆ *2 = zi2 = ( yi − xi ) 2
n i =1 n i =1

But σ *2 = 2σ 2 , so the MLE is

n
1
2σˆ 2 = ( yi − xi ) 2
n i =1
n
1
σˆ 2 = ( yi − xi ) 2
2n i =1

b)
n
1
E (σˆ 2 ) = E (Yi − X i ) 2
2n i =1
n
1
= E (Yi − X i ) 2
2n i =1
n
1
= E (Yi 2 − 2Yi X i + X i2 )
2n i =1
n
1
= [ E (Yi 2 ) − E (2Yi X i ) + E ( X i2 )]
2n i =1
n
1
= [σ 2 − 0 + σ 2 ]
2n i =1

2nσ 2
=
2n
=σ2
So the estimator is unbiased.

7-20
 1 cσ
7-64. P | X − µ |≥ ≤
from Chebyshev's inequality.
c2 n

1
Then, P | X − µ |< cσ ≥ 1 − 2 . Given an ε, n and c can be chosen sufficiently large that the last probability
n c
is near 1 and c σ is equal to ε.
n

7-65 ( ) ( )
P X ( n) ≤ t = P X i ≤ t for i = 1,..., n = [ F (t )]n
P(X (1) > t ) = P (X > t for i = 1,..., n ) = [1 − F (t )]
i
n

Then, P(X (1) ≤ t ) = 1 − [1 − F (t )] n

∂
f X (1) (t ) = F X (t ) = n[1 − F (t )] n −1 f (t )
∂t (1)
∂
f X ( n ) (t ) = F X ( n ) (t ) = n[ F (t )] n −1 f (t )
∂t

7-66 ( )
P X (1) = 0 = F X (1) (0 ) = 1 − [1 − F (0 )] n = 1 − p n because F(0) = 1 - p.

P (X = 1) = 1 − F (0) = 1 − [ F (0)] = 1 − (1 − p )
n n
(n) X (n)

7-67. P ( X ≤ t ) = F (t ) = Φ [ ]. From Exercise 7-65,

t −µ
σ
(t − µ ) 2

(t ) = n{1 − Φ [ ]} 1 n −1 −
t −µ 2σ 2
f X (1) σ e
2π σ
(t − µ ) 2

{ [ ]}
f X ( n ) (t ) = n Φ t −µ
σ
n −1 1
e
−
2σ 2

2π σ

7-68. P ( X ≤ t ) = 1 − e − λt . From Exercise 7-65,

F X (1) (t ) = 1 − e − nλt f X (1) (t ) = nλe − nλt
F X ( n ) (t ) = [1 − e − λt ] n f X ( n ) (t ) = n[1 − e − λt ] n −1 λe − λt

7-21
7-69. ( ( ) ) ( )
P F X ( n ) ≤ t = P X ( n ) ≤ F −1 (t ) = t n from Exercise 7-65 for 0 ≤ t ≤ 1 .
1
n
If Y = F ( X (n) ) , then fY ( y ) = ny n −1 ,0 ≤ y ≤ 1 . Then, E (Y ) = ny n dy =
0 n +1
(
P (F (X (1) ) > t ) = P X (1) < F −1 (t ) = 1 − (1 − t ) n ) from Exercise 7-65 for 0 ≤ t ≤ 1 .
If Y = F ( X (1) ) , then fY ( y ) = n(1 − t ) n −1,0 ≤ y ≤ 1 .
1
1
Then, E (Y ) = yn(1 − y )n −1 dy = where integration by parts is used. Therefore,
0 n +1
n 1
E[ F ( X ( n ) )] = and E[ F ( X (1) )] =
n +1 n +1

n −1
7-70. E (V ) = k [ E ( X i2+1 ) + E ( X i2 ) − 2 E ( X i X i +1 )]
i =1
n −1
=k (σ 2 + µ 2 + σ 2 + µ 2 − 2 µ 2 ) 1
i =1 Therefore, k = 2( n −1)
= k (n − 1)2σ 2

7-71 a.)The traditional estimate of the standard deviation, S, is 3.26. The mean of the sample is 13.43 so the
values of X i − X corresponding to the given observations are 3.43, 1.43, 4.43, 0.57, 4.57, 1.57 and 2.57.
The median of these new quantities is 2.57 so the new estimate of the standard deviation is 3.81; slightly
larger than the value obtained with the traditional estimator.
b.) Making the first observation in the original sample equal to 50 produces the following results. The
traditional estimator, S, is equal to 13.91. The new estimator remains unchanged.

7-72 a.)
Tr = X 1 +
X1 + X 2 − X1 +

X1 + X 2 − X1 + X 3 − X 2 +

... +

X 1 + X 2 − X 1 + X 3 − X 2 + ... + X r − X r −1 +

( n − r )( X 1 + X 2 − X 1 + X 3 − X 2 + ... + X r − X r −1 )

1
Because X1 is the minimum lifetime of n items, E ( X 1 ) = .
nλ
Then, X2 − X1 is the minimum lifetime of (n-1) items from the memoryless property of the exponential and
1
E ( X 2 − X1 ) = .
(n − 1)λ
1
Similarly, E ( X k − X k −1 ) = . Then,
(n − k + 1)λ
n n −1 n − r +1 r T 1
E (Tr ) = + + ... + = and E r = = µ
nλ (n − 1)λ (n − r + 1)λ λ r λ

b.) V (Tr / r ) = 1 /(λ2r ) is related to the variance of the Erlang distribution

V ( X ) = r / λ2 . They are related by the value (1/r2) . The censored variance is (1/r2) times the uncensored
variance.

7-22
Section 7.3.3 on CD

(σ 2 / n) µ 0 + σ 02 x
S7-1 From Example S7-2 the posterior distribution for µ is normal with mean and
σ 02 + σ 2 / n
σ /(σ 2 / n)
2
0
variance .
σ σ 2 /n 2
0
+

The Bayes estimator for µ goes to the MLE as n increases. This follows since σ /n
2

σ x 2

goes to 0, and the estimator approaches 0

(the σ 02 ’s cancel). Thus, in the limit µ̂ = x .
σ 2
0

( x−µ )2
1 − 1
S7-2 a) Because f (x | µ) = e 2σ 2
and f (µ ) = for a ≤ µ ≤ b , the joint distribution
2π σ b−a
( x−µ )2
1 −
is f ( x, µ ) = e 2σ 2
for -∞ < x < ∞ and a ≤ µ ≤ b . Then,
(b − a ) 2π σ
b
( x− µ ) 2
1 1 −
f ( x) = e 2σ dµ and this integral is recognized as a normal probability. Therefore,
2

b − a a 2π σ

f ( x) =
1
[Φ(bσ− x ) − Φ( aσ− x )] where Φ(x) is the standard normal cumulative distribution function.
b−a
( x− µ )2
−
f ( x, µ ) e 2σ 2
f ( µ | x) = =
2π σ [Φ ( bσ− x ) − Φ ( aσ− x )]
Then,
f ( x)
( x−µ )2
−
b
µ e σ dµ 2 2

b) The Bayes estimator is µ~ = .

a 2π σ [Φ( bσ− x ) − Φ( aσ− x )]
Let v = (x - µ). Then, dv = - dµ and
v2
x−a −
( x − v )e 2σ 2
dv
µ~ =
x −b 2π σ [Φ( bσ− x ) − Φ( aσ− x )]
v2

x[Φ( xσ− a ) − Φ ( xσ− b )] x−a −

2σ 2
ve dv
= −
[Φ( σ ) − Φ( σ )]
b− x a− x
x −b 2π σ [Φ ( σ ) − Φ ( aσ− x )]
b− x

v2
Let w = . Then, dw = [ 22σv2 ]dv = [ σv2 ]dv and
2σ 2
( x−a)2

2σ 2
σe− wdw
µ~ = x −
( x −b) 2
2π [Φ(bσ− x ) − Φ( aσ− x )]
2σ 2

( x −a)2 ( x −b) 2
− −
σ e −e σ 2σ 2 2 2

= x+
2π Φ( σ ) − Φ( aσ− x )
b−x

7-23
 m +1 − ( m +1) λλ
e − λ λx λm e
f (λ ) = m + 1
0

S7-3. a) f ( x) = for x = 0, 1, 2, and for λ > 0. Then,

x! λ0 Γ(m + 1)
− λ − ( m +1) λλ

f ( x, λ ) =
(m + 1) λm + x e
m +1 0

.
λm0 +1Γ(m + 1) x!
This last density is recognized to be a gamma density as a function of λ. Therefore, the posterior
m +1
distribution of λ is a gamma distribution with parameters m + x + 1 and 1 + .
λ0
b) The mean of the posterior distribution can be obtained from the results for the gamma distribution to be
m + x +1 m + x +1
[ ]
1+
m +1
λ0
= λ0
m + λ0 + 1

9
(4) + 1(4.85)
S7-4 a) From Example S7-2, the Bayes estimate is µ~ = 25
= 4.625
9
25
+1
b.) µˆ = x = 4.85 The Bayes estimate appears to underestimate the mean.

(0.01)(5.03) + ( 251 )(5.05)

S7-5. a) From Example S7-2, µ~ = = 5.046
0.01 + 251
b.) µˆ = x = 5.05 The Bayes estimate is very close to the MLE of the mean.

S7-6. a) f ( x | λ ) = λ e − λx , x ≥ 0 and f (λ ) = 0.01e −0.01λ . Then,

f ( x1 , x 2 , λ ) = λ 2 e − λ ( x1 + x2 ) 0.01e −0.01λ = 0.01λ 2 e − λ ( x1 + x2 + 0.01) . As a function of λ, this is
recognized as a gamma density with parameters 3 and x1 + x 2 + 0.01 . Therefore, the posterior mean for λ is
~ 3 3
λ= = = 0.00133 .
x1 + x2 + 0.01 2 x + 0.01
1000
b) Using the Bayes estimate for λ, P(X<1000)= 0.00133e −.00133 x dx =0.736.
0

7-24