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Tutorial 12: Probability and Statistics (MAL403/IC105)
Indian Institute of Technology Bhilai
1. Let X1 , X2 , . . . , Xn be a random sample from a Pareto population with density fX (x) =
βαβ
xβ+1
, x > α, α > 0, β > 2. Find method of moment estimator of α and β.
2. Let X1 , X2 , . . . , Xn be a random sample from a U (−θ, θ) population. Find the MME of θ.
3. Let X1 , X2 , . . . , Xn be a random sample from an Exp(µ, σ) population. Find the method of
moment estimators (MMEs) of µ and σ.
4. Let X1 , X2 , . . . , Xn be a random sample from N (µ, σ 2 ).
(a) Find MLE of µ when σ is known.
(b) Find MLE of µ when σ is known with µ ≥ µ0 .
(c) Find MLE of µ when σ is known with µ ≤ µ0 .
(d) Find MLE of µ when σ is known with a ≤ µ ≤ b.
5. Let X1 , X2 , . . . , Xn be a random sample from N (µ, σ 2 ). Find MLE of σ 2 when µ is known.
6. Let X1 , X2 , . . . , Xn be a random sample from N (µ, σ 2 ). Find MLE and MME of µ and σ 2
7. Let X1 , X2 , . . . , Xn be a random sample from Bin(m, p) population with m known, 0 < p <
1. Find the MLE of p(1 − p).
8. Let X1 , X2 , . . . , Xn be a random sample from a population with following uniform distribu-
tions (a) U (0, θ) (b) U (0, 2θ) (c) U (θ − 1, θ + 1) (d) U (θ, θ + 1). Find the MLE of θ for each
case.
9. Let X1 , X2 , ..., Xn be a random sample from a uniform U (−θ, 2θ) population. Find an
unbiased estimator of θ.
10. Let X1 , X2 , ..., Xn be a random sample from a normal N (µ, σ 2 ) population. Find an unbiased
estimator of σµ and µ + bσ, where b is a real constant.
11. Find a 90% confidence interval for the mean of a normal distribution with σ = 3, given the
sample (3.3, −0.3, −0.6, −0.9). What would be the confidence interval if σ were unknown?
12. In pouring glass for use in automobile windshields uniformity of thickness is desirable to
prevent distortion. If a random sample of 100 wind shields yields a sample standard deviation
of 0.01 inch, construct a 95% confidence interval on the standard deviation in thickness.
13. Independent random samples of sizes 36 and 49 are taken from two normal populations have
sample mean 5 and 3.5 respectively. The population standard deviations are 1.2 and 1.8
respectively. Based on these samples find a 90% confidence interval for the difference in the
means of two populations.
