ISS (Statistical Services) Statistics Paper II (Old Subjective Pattern): Questions 26 - 30 of 39

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Question number: 26

» Statistical Quality Control » Sequential Sampling Plans

Appeared in Year: 2015

Essay Question▾

Describe in Detail

To test the hypothesis against for the distribution

Develop the sequential probability ratio test.

Explanation

Let x 1, x 2, …, x n are independently and identically distributed with distribution is

Let type I and type II errors are defined as

P (rejecting the lot when θ=θ 0) =α

P (accpeting the lot when θ=θ 1) =β

Under H 0 and H 1 the pmf is

Thus the likelihood ra

… (163 more words) …

Question number: 27

» Multivariate Analysis » Multivariate Normal Distribution » Partial Correlation Coefficient

Appeared in Year: 2015

Essay Question▾

Describe in Detail

Let X = (X 1, X 2, X 3) ’ be distributed as N 3 (µ, ∑) where µ = (10, -7,2) ’ and

Find the partial correlation between X 1 and X 2 given X 3.

Explanation

The partial correlation between X 1 and X 2 given X 3 is defined as

where these terms are defined by this equation

Given that

So, the value of equation is

The

… (178 more words) …

Question number: 28

» Multivariate Analysis » Estimation » Covariance Matrix

Appeared in Year: 2015

Essay Question▾

Describe in Detail

Find the maximum likelihood estimator of the 2×1 mean vector µ and the 2×2 covariance matrix ∑ based on the random sample.

from a bivariate normal distribution.

Explanation

We known that the maximum likelihood estimator of multivariate normal distribution is

Assume

So,

… (256 more words) …

Question number: 29

» Estimation » Estimation Methods » Methods of Moments

Appeared in Year: 2015

Essay Question▾

Describe in Detail

The observations

3.9,2.4,1.8,3.5,2.4,2.7,2.5,2.1,3.0,3.6,3.6,1.8,2.0,4.0,1.5

are a random sample from a rectangular population with pdf

Estimate the parameters by the method of moments.

Explanation

Let X 1, X 2, …, X n be a random sample from a rectangular population. We known that

The estimating equations are

The above equation for solving the parameter, we get

By method of moments, we see the observations

… (129 more words) …

Question number: 30

» Estimation » Optimal Properties » Cramer-Raoinequality

Appeared in Year: 2015

Essay Question▾

Describe in Detail

Stating the regularity conditions, give the Cramer-Rao lower bound for the variance of an unbiased estimator of a parameter. Give an example, each, of a situation where the regularity conditions (i) does not hold (ii) holds

Explanation

Suppose that X 1, …, X n is a sample from a distribution with joint pdf f n (x, θ) and T (X) is an estimator. Also assume that f n () satisfies the conditions that allow

(i) Interchange of differentiation and integration operations i. e.

(ii) and

(iii)

Then,

… (195 more words) …

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