Homework 9 - Solution

(p.463: 9.40)
Let Y1, Y2, ..., Yn denote a random sample from a Poisson distribution with parameter θ.
2
Show that  i 1Yi is sufficient for θ.
n

Solution:

The likelihood is L( )  2   n  in1 yi exp( in1 yi 2 /  ) . By Theorem 9.4, U   in1Yi 2 is

n

sufficient for θ with g(u, θ) = θ -n and h( y )  2  i 1 yi .

n n

(p.463: 9.50)
Let Y1, Y2, ..., Yn denote a random sample from the uniform distribution over the interval (θ1,
θ2). Show that Y(1) = min(Y1, Y2, ..., Yn) and Y(n) = max(Y1, Y2, ..., Yn) are jointly sufficient for
θ1 and θ2.

Solution:

Define the uniform distribution described above as

f ( y | 1 ,  2 )   2 11 I1 , 2 ( y ).

The likelihood function is

L(1 ,  2 )  1
( 2 1 ) n
 in1 I1 , 2 ( y )  1
( 2 1 ) n
I1 , 2 ( y(1) ) I1 , 2 ( y( n ) ) .

So, Theorem 9.4 is satisfied with g(y(1), y(2), θ1, θ2) = L(θ1, θ2) and h(y) = 1.

(p.475: 9.69)
Let Y1, Y2, ..., Yn denote a random sample from the probability density function

(  1) y , 0  y  1;   1,
f (y | )  
0, elsewhere.
Find an estimator for θ by the method of moments. Show that the estimator is consistent. Is
the estimator a function of the sufficient statistic   i 1 ln(Yi ) that we can obtain from the
n

factorization criterion? What implications does this have?

Solution:

First, we calculate the expectation:

1
  E (Y )   (  1) y 1dy   12 y  2 |10   12 .
0

Thus,
2  1
 1  .
And the MOM estimator is
ˆ  2Y 1
1Y
.
By LLN, Y is a consistent estimator of μ. By continuous mapping theorem, ˆ  2Y 1
1Y
is a
consistent estimator of θ. However, the estimator is nor a function of the sufficient statistic so it
can’t be the MVUE.

(p.475: 9.74)
Let Y1, Y2, ..., Yn denote a random sample from the probability density function

 22 (  y ), 0  y   ,
f ( y |  )  
0, elsewhere.
(a) Find an estimator for θ by using the MOM.
(b) Is the estimator a sufficient statistic for θ?

Solution:

(a)

First, calculate 1 '  E (Y )   2 y (  y ) /  2 dy   / 3 . Thus, the MOM estimator of θ is
0

ˆ  3Y .
(b)

The likelihood is L( )  2  2 n  in1 (  yi ) . Clearly, the likelihood can’t be factored into a
n

function that only depends on Y , so the MOM is not a sufficient statistic for θ.