Fundamentals of Probability and Statistics for Engineers

(John Hannent) #1

9.17 Using the maximum likelihood method and the moment method, determine the
respective estimators of and compare their asymptotic variances for the
following two cases:
(a) Case 1:


(b) Case 2:

9.18 Consider each distribution in Problem 9.14.
(a) Determine an ME for on the basis of a sample of size n by using the first-
order moment equation. Determine its asymptotic efficiency (i.e. its efficiency
as ). (Hint: use the second of Equations (9.62) for the asymptotic
variance of ME.)
(b) D etermine the M LE for.


9.19 The number of transistor failures in an electronic computer may be considered as a
random variable.
(a) Let X be the number of transistor failures per hour. What is an appropriate
distribution for X? Explain your answer.
(b) The numbers of transistor failures per hour for 96 hours are recorded in Table
9.3. Estimate the parameter(s) of the distribution for X based on these data by
using the method of maximum likelihood.


(c) A certain computation requires 20 hours of computing time. Use this model
and find the probability that this computation can be completed without a
computer breakdown (a breakdown occurs when two or more transistors fail).

9.20 Electronic components are tested for reliability. Let p be the probability of an
electronic component being su ccessful and 1 p be the probability of component
failure. If X is the number of trials at which the fir st failure occurs, then it has the
geometric distribution


Table 9.3 Data for Problem 9.19

Hourly failures (No.) Hours (No.)
059
127
29
31
>3 0
Total 96

310 Fundamentals of Probability and Statistics for Engineers


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