The Islamic University of Gaza Faculty of Commerce Economics & Applied Statistics Department Mathematical stat. – Instructor : Ibrahem Abed Dec.. 29th, 2009 Time: 1 hour Second Mid. Exam Question #1:( 6 points) Suppose that Y1 , Y2 ,..............., Yn constitute a random sample from the density function e ( y ) f (y |) o y , , elsewhere Where is an unknown positive constant Find an estimator 1 for by using the method of moments. Question #2:( 12 points) Suppose that Y1 , Y2 ,..............., Yn denote a random sample from the poisson distribution with mean a) Find the MLE estimator for b) Find the Expected value and variance of c) Show that the estimator of (a) consistent for d) What is the MLE for P(Y 0) e Question #3:( 20 points) Suppose that Y1 ,Y2 denote a random sample from an exponential distribution with density function 1 y , y0 e f ( y ) o , elsewhere Consider the following estimator of 1 Y , 2 1 Y1 Y2 , 2 3 Y 1 2Y2 3 , 4 Y ___ a) Which of these estimators are unbiased ? b) Among the unbiased estimators , which has the smallest variance ? c) Find the efficiency of 3 relative to 2 and 1 1 respectively . Question #4 :( 15 points) Suppose that Y1 , Y2 ,..............., Yn denote a random sample from Weibull density distribution ,given by 2 y y2 , e f (y | ) o , y0 elsewhere Find a MVUE for Question #5:( 7 points) If Y1 , Y2 ,..............., Yn denote a random sample from a geometric distribution with parameter p __ Show that Y is sufficient for p Good luck ☺☺☺ 2