Fundamentals of Probability and Statistics for Engineers

(John Hannent) #1

Fisher, R.A., 1925, Statistical Methods for Research Workers, 14th edn, Hafner, New
York, (1st edn,1925).
Fisher, R.A., 1925, ‘‘Theory of Statistical Estimation’’, Proc. Camb. Phil. Soc. 22 700–
725.
R ao, C.R ., 1945, ‘‘Information and Accuracy Attainable in the Estimation of Statistical
Parameters’’, Bull. Calcutta Math. Soc. 37 81–91.


Problems


The following notations and abbreviations are used in some statements of the problems:


Xsamplemean
x observed sample mean
S^2 sample variance
s^2 observed sample variance
CRLB Crame ́r-Rao lower bound
ME moment estimator, or moment estimate
MLE maximum likelihood estimator, or maximum likelihood estimate
pdf probability density function
pmf probability mass function


9.1 In order to make enrollment projections, a survey is made of numbers of children in
100 families in a school district; the result is given in Table 9.2. Determinex, the
observed sample mean, and s^2 , the observed sample variance, on the basis of these
100 sample values.


9.2 Verify that the variance of sample variance S^2 as defined by Equation (9.7) is given
by Equation (9.10).


9.3 Verify that the mean and variance of kth sample moment Mk as defined by Equation
(9.14) are given by Equations (9.15).


9.4 Let X 1 ,X 2 ,...,X 10 be a sample of size 10 from the standardized normal distribution
N(0,1). Determine probability P(X 1).


9.5 Let X 1 ,X 2 ,...,X 10 be a sample of size 10 from a uniformly distributed random
variable in interval (0, 1).


Table 9.2 Data for Problem 9.1

Children (N o.) F amilies (N o.)
021
124
230
316
44
54
60
7 1
n 100

Parameter Estimation 307


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