Indian Institute of Technology Kanpur

HSO201A Applied Probability and Statistics (2017-18-II)

PRACTICE PROBLEM SET (PPS) # 11

1. Let X1, X2, …., Xn be a random sample from a Poisson () population, i.e. X1, X2, ….,
Xn are i.i.d. Poisson random variables, each having unknown mean  > 0.

(a) Find the Maximum Likelihood Estimator (MLE) of .

(b) The number of traffic accidents in the city of Kanpur, on 10 randomly chosen non-
rainy days in 2016 are as follows:
14, 5, 20, 10, 3, 2, 23, 30, 25, 12
Use the above data to estimate the proportion (or probability) of non-rainy days that
had 10 or fewer accidents that year. (Assume that there are a large number of drivers,
each of whom has a small probability of being involved in an accident in a given day.)

2. Let X1, X2, …., Xn be a random sample from a Normal (, 2) population, i.e. X1, X2,
…., Xn are i.i.d. Normal (, 2) random variables, where 2 < ∞.

(a) Suppose that the population mean  is unknown, while the population standard
deviation  is known. Find the MLE of .

(b) Now, suppose that both the population mean  and population standard deviation 
are unknown. Find the MLEs of , 2 (Population Variance) and .

(c) (Kolmogorov’s Law of Fragmentation) 10 kilograms of Metallic Sand, a mineral

compound, have been fragmented into a large number of small particles (grains),
resulting in a large sand pile. Let X be the size (in millimeters) of an individual
particle (grain) of metallic sand selected randomly from the large sand pile.
Engineers first noted and later, the probability theorist Kolmogorov hypothesized
that X is a random variable which follows a Lognormal distribution.
Suppose that a sample of 10 grains of metallic sand taken from a large sand pile
have respective sizes (in millimeters) as follows:
2.1, 3.2, 1.5, 0.6, 2.8, 3.5, 1.7, 3.0, 2.2, 1.8
Estimate the percentage of metallic sand grains in the entire pile whose length is
between 2 and 3 mm.

3. Let X1, X2, …., Xn be a random sample from a population, which follows a uniform
distribution on the interval [0, ], where the parameter  is unknown.

(a) Find the MLE of .

(b) What is the MLE of the mean of the above distribution?

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4. Suppose that when a signal, having value , is transmitted from location A, the value of
the signal received at another location B is normally distributed, with mean  and
variance 4. That is, if the value  is sent, then the value received is ( + X), where X
represents noise in the signal, which is normally distributed with mean 0 and variance
4. To reduce error, the same signal value is sent 9 times. If the successive values
received are 5, 8.5, 12, 15, 7, 9, 7.5, 6.5 and 10.5, construct the following:

(a) A 100(1-) percent two-sided confidence interval estimate for , for  = 0.05 and 
= 0.01.
(b) A 100(1-) percent one-sided upper confidence interval estimate for , for  = 0.05
and  = 0.01.
(c) A 100(1-) percent one-sided lower confidence interval estimate for , for  = 0.05
and  = 0.01.