PROBLEM SET - Date -
DIFFERENT METHODS OF ESTIMATION
1 (a) An urn contains white and black balls in unknown proportions, the total number of balls
being 94. 10 balls are taken at random of which 6 are found to be white and 4 black. Find
the maximum likelihood estimate of the number of white balls in the urn.
(b) A random sample of size 150 has been taken ( without replacement ) from a population of
size N. N is unknown, but the number of individuals in the population with a character A
is known to be 9255 . If 24 among the 150 members of the sample have the character A,
what will be the maximum likelihood estimate of N ?
2 (a) In drawing 25 balls with replacement from an urn containing white and black balls, 11 are
found to be white. Find the maximum likelihood estimate of P , the proportion of black
balls in the urn if it is known that P can assume only one of the following values :-
.30, .35, .40, .45, .50, .55, .60, & .65
(b) What would be the maximum likelihood estimate in the above problem, if it were known
that the total number of balls in the urn is 100 and if the 25 balls were drawn without
replacement?
3. In a sample of size 10 drawn at random from rectangular population with the specification
1
𝑓(𝑥) = 𝜃 0<𝑥<𝜃
the following values were observed -
1.45, 0.68, 1.10, 0.90, 1.40
0.16, 0.36, 0.54, 0.76, 1.80
Estimate by
i) method of moments
ii) method of maximum likelihood and give an estimate of the standard error.
4. For a genetical experiment on linseed, the observed frequencies for petal and stigma colours
are given in the following table, along with the probabilities of the cells in terms of parameter
(0< 𝜃 < 1 )
Petal colour
Stigma colour lilac deep lilac
White 357 ( 2+)4 33(1-)4
Purple 37 (1-)4 94 4
Estimate by the method of maximum likelihood . Also estimate the variance of this
estimate of .
Contd. .. .. ( 2 )
( 2 )
5. A random sample of size 10 drawn from the population having pdf
𝑓(𝑥) = (1 + 𝜃)𝑥 𝜃 0 < 𝑥 < 1, 𝜃 > 0
are given below:
0.46 0.38 0.61 0.82 0.59 0.53 0.72 0.44 0.59 0.60
Estimate by
i) method of moments
ii) method of maximum likelihood
6. A random variable X takes the values 0, 1, 2 with respective probabilities
𝜃 1 𝜃 𝜃 𝛼 𝜃 𝜃 1−𝛼 𝜃
+ (1 − ), + (1 − ), + (1 − )
2𝑁 2 𝑁 2𝑁 2 𝑁 4𝑁 2 𝑁
where N is known number and 𝜃, 𝛼 are unknown parameters. If 75 observations on X yields the
values 0, 1, 2 with frequencies 27, 38, 10 repectively, estimate 𝜃 and 𝛼 by method of moments.
7. A random sample of size 150 drawn from a population with three kinds of elements in
Hardy-Weinberg proportions 𝜃 2 , 2𝜃(1 − 𝜃), (1 − 𝜃)2 gives the frequencies 75, 37, 38 respectively.
Find m.l.e of 𝜃.
8. The following gives probabilities and observed frequencies in four classes AB, Ab, aB, ab in a genetical
Experiment. Find m.l.e of 𝜃.
Class Probability Observed freq.
AB 1
(2 + 𝜃) 108
4
Ab 1
(2 − 𝜃) 27
4
aB 1
(1 − 𝜃) 30
4
ab 1
𝜃 8
4
9. The following are the observations of a random sample of size 11 from the Cauchy population
1 1
𝑓(𝑥) = 𝜋 . 1+(𝑥−𝜃)2 , −∞<𝑥 <∞
5.47, 9.29, 5.02, 5.26, 3.86, 5.22, 4.58, 5.50, 1.11, 1.79, 3.34
Use the iterative method to obtain the maximum likelihood estimate of 𝜃.
