Question 1(a) Since X and Y be independent random variables both with the same mean µ 0.So E(X)=µ and E(Y)=µNow W=aX + bY a,b are constantsi. E(W)=E(aX + bY)E(W)=E(aX)+E(bY) ...

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Answered 1 days AfterFeb 25, 2023

Answer To: Question 1(a) Since X and Y be independent random variables both with the same mean µ 0.So...

Baljit answered on Feb 27 2023
43 Votes
Question 1
(a) Since X and Y be independent random variables both with the same mean µ 0.
So
E(X)=µ and E(Y)=µ
Now
W=aX + bY a,b are constants
i. E(W)=E(aX + bY)
E(W)=E(aX)+E(bY) Linearity Proper
ty
E(W)=aE(X)+bE(Y) because E(cX)=cE(X)
E(W)=a*µ +b*µ
E(W)=(a+b)*µ
ii.
W is unbiased estimator of µ if
E(W)=µ
· E(W)=(a+b)*µ =µ
· (a+b)*µ =µ
· a+b=1
· b=1-a
So
W=a*X+b*Y=a*X+(1-a)*Y
W=a*X+(1-a)*Y
So W is unbiased estimator of µ
(b)
i. We know that value of Probability must lie between 0 and 1
So
Now
So
Multiply both sides by 4
Now
But
So
Thus
ii.
Now we know that Likelihood function of from given data

Now Let C== Constant    
iii.











iv. For Maximum Likelihood
So    
·
· So or or
But We Know that
So only value fulfills this condtions
Now for Fair unbiased die
Since so die is biased with higher probability of outcomes of 1 and 6
(C)
i. Let ‘X’ follows Geometric distribution with parameter p.
So
The Probability mass function is
Now Likelihood function is
Differentiate w.r.t P
For Maximum Likelihood
Now
So
ii. Now we know that
Question 2
(a)
Given data
The sample mean windscreen replacement time , 23515
Sample standard deviation windscreen replacement times was 5168 hours of flight i.e s=5168
n=84
i.
We will use t-test to find Confidence interval
Now Degree of Freedom dof=n-1=84-1=83
From t-table
t at 90% with 83 dof=
Now 90% confidence interval, CI
CI=
CI=[22577.05, 24452.95]
ii. Interpretation:- We are 90% confident that the mean replacement time of this type aircraft windscreen lies in in between 22577.05 to 24452.95 hours of flight.
(b)
i.
We have

Now

Standard Error, SE=
Level of significance,
Critical value, z=1.96
So Required Confidence interval
CI= (
CI=[-0.0141 , -0.0021]
Hence required 95% confidence interval is...
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