EBK AN INTRODUCTION TO MATHEMATICAL STA
6th Edition
ISBN: 8220106711415
Author: Marx
Publisher: YUZU
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Question
Chapter 14.4, Problem 8Q
To determine
To prove: The Kruskal-Wallis statistic, B, as defined in Theorem 14.4.1 can also be written
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Let X1, ...., Xn be a random sample from a population with θ unknown and given by the density f(x; θ) = ( 1 2θ √2 x e − √2 x θ if x > 0 0 if x ≤ 0
1. Show that E(X) = 2θ 2 and E( √2 X) = θ (Hint: you may use that R ∞ 0 e −z z α−1dz = (α − 1)! for every α ∈ N).
2. Show that the statistic θbn := 1 n Xn i=1 p2 Xi (1) is an unbiased estimator of θ.
3. Give the definition of a consistent estimator.
4. Show that the estimator θbn given in relation (1) is a consistent estimator of θ.
5. Show that the estimator θbn is a minimum variance estimator of θ. (Hint: use the Cramer-Rao inequality given by var(θb) ≥ 1 nE ∂ ln(f(X;θ) ∂θ 2
Chapter 14 Solutions
EBK AN INTRODUCTION TO MATHEMATICAL STA
Ch. 14.2 - Recall the data in Question 8.2.9 giving the sizes...Ch. 14.2 - Test H0==0.12 versus H1=0.12 for the release chirp...Ch. 14.2 - Below are n=50 computer-generated observations...Ch. 14.2 - Let Y1,Y2,...,Y22 be a random sample of normally...Ch. 14.2 - Suppose that n=7 paired observations, (Xi,Yi), are...Ch. 14.2 - Analyze the Shoshoni rectangle data (Case Study...Ch. 14.2 - Recall the FEV1/VC data described in Question...Ch. 14.2 - Do a sign test on the ESP data in Question 13.2.2....Ch. 14.2 - In a marketing research test, twenty-eight adult...Ch. 14.2 - Suppose that a random sample of size...
Ch. 14.2 - Prob. 11QCh. 14.3 - The average energy expenditures for eight elderly...Ch. 14.3 - Prob. 2QCh. 14.3 - Prob. 3QCh. 14.3 - Prob. 4QCh. 14.3 - Prob. 5QCh. 14.3 - DoaWilcoxon signed rank test on the hemoglobin...Ch. 14.3 - Prob. 7QCh. 14.3 - Prob. 8QCh. 14.3 - Prob. 9QCh. 14.3 - Prob. 10QCh. 14.4 - Prob. 1QCh. 14.4 - Prob. 2QCh. 14.4 - Prob. 3QCh. 14.4 - Prob. 4QCh. 14.4 - Prob. 5QCh. 14.4 - A sample of ten 40-W light bulbs was taken from...Ch. 14.4 - Prob. 7QCh. 14.4 - Prob. 8QCh. 14.5 - The following data come from a field trial set up...Ch. 14.5 - Prob. 2QCh. 14.5 - Prob. 3QCh. 14.5 - Prob. 4QCh. 14.5 - Prob. 5QCh. 14.5 - Prob. 6QCh. 14.6 - Prob. 1QCh. 14.6 - Listed below for two consecutive fiscal years are...Ch. 14.6 - Prob. 3QCh. 14.6 - Prob. 4QCh. 14.6 - Prob. 5QCh. 14.6 - Prob. 6Q
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