MA 20205 Probability and Statistics
Assignment No. 9
1. The following measurements denote the flame time (in seconds) of treated
specimens of polyester clothing on 10 randomly selected pieces of cloth:
9.85, 9.93, 9.75, 9.77, 9.67, 9.87, 9.67, 9.94, 9.85, 9.75.
Assume that the flame times follow a normal distribution with mean 𝜇𝜇 and
variance 𝜎𝜎 2 . Find
a) the method of moments estimates of 𝜇𝜇 and 𝜎𝜎 2 .
b) The maximum likelihood estimates of 𝜇𝜇 and 𝜎𝜎 2 .
c) Find a 95% confidence interval on the mean flame time.
d) Find a 90% confidence interval for the variance of the flame time.
2. Breaking strength (in kg) of the newly developed metal alloy is seen to be
normally distributed with mean 𝜇𝜇 and variance 𝜎𝜎 2 . In trials on randomly selected
ten pieces of this metal alloy, the breaking strengths were measured to be
578, 572, 570, 568, 572, 570, 570, 572, 596, 584.
Find
a) the method of moments estimates of 𝜇𝜇 and 𝜎𝜎 2 .
b) The maximum likelihood estimates of 𝜇𝜇 and 𝜎𝜎 2 .
c) Find a 98% confidence interval on the mean breaking strength.
d) Find a 95% confidence interval for the variance of the breaking strength.
3. Lengths of pins (in mm) produced by a machine follow a 𝑁𝑁(𝜇𝜇, 𝜎𝜎 2 ) distribution. A
random sample of 10 pins produced following length measurements:
7.12, 7.13, 7.01, 6.95, 6.89, 6.97, 6.99, 6.93, 7.05, 7.02.
Find
a) the method of moments estimates of 𝜇𝜇 and 𝜎𝜎 2 .
b) The maximum likelihood estimates of 𝜇𝜇 and 𝜎𝜎 2 .
c) Find a 90% confidence interval on the mean pin length.
d) Find a 98% confidence interval for the variance of the pin length.
4. (a) Let 𝑋𝑋1 , 𝑋𝑋2 , … , 𝑋𝑋𝑛𝑛 be a random sample from a 𝑈𝑈(0, 𝜃𝜃), 𝜃𝜃 > 0 distribution. Find
the MME and MLE of 𝜃𝜃. Check if they are unbiased and consistent.
(b) When programming from a terminal, the random variable 𝑋𝑋 (the response
time in seconds) follows a uniform distribution on the interval (0, 𝜃𝜃). These data
on 15 responses in seconds are obtained for one particular installation:
1.48 1.26 1.52 1.56 1.47 1.46 1.30 1.28 1.43 1.63 1.55 1.57 1.51 1.53 1.68
Find the values of MME and MLE of 𝜃𝜃 for the above sample.
Response Time Distribution
1.8
1.6
1.4
1.2
1
0.8
0.6
0.4
0.2
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
5. The following data represents the distance (in cm) from the target during a
shooting competition of 10 shooters:
2.75, -0.38, 0.27, -0.84, 1.19, 1.48, 2.34, 0.98, -0.16, -1.54.
Assuming the distance to be normally distributed with mean zero and variance
𝜎𝜎 2 , find the MLE of 𝜎𝜎 2 .
6. An acid solution made by mixing a powder compound with water is used to etch
aluminium. The pH of the solution, 𝑋𝑋, varies due to slight variations in the
amount of water used, the potency of the dry compound, and the pH of the water
itself. Assume that 𝑋𝑋 has a gamma distribution with 𝑟𝑟 = 4 and 𝜆𝜆 unknown. On
the basis of 15 observations on 𝑋𝑋 given below, evaluate the MLE of 𝜆𝜆
1.2, 2.0, 1.6, 1.8, 1.1, 2.5, 2.1, 2.6, 2.2, 1.7, 1.5, 1.7, 2.0, 3.0, 1.8
7. Let 𝑋𝑋1 , 𝑋𝑋2 , … , 𝑋𝑋𝑛𝑛 be a random sample from a Pareto distribution with the pdf
𝛽𝛽𝛼𝛼 𝛽𝛽
𝑓𝑓(𝑥𝑥| 𝛼𝛼, 𝛽𝛽) = 𝛽𝛽+1 , 𝑥𝑥 > 𝛼𝛼, 𝛼𝛼 > 0, 𝛽𝛽 > 2.
𝑥𝑥
Find
(a) method of moments estimators of 𝛼𝛼 and 𝛽𝛽.
(b) maximum likelihood estimators of 𝛼𝛼 and 𝛽𝛽.
The following data represents annual salaries (in multiples of 100 Rs.) of a
random sample of 30 workers engaged in manual labour in a manufacturing unit:
112, 154, 119, 108, 112, 156, 123, 103, 115, 107, 125, 119, 128, 132, 107,
151, 103, 104, 116, 140, 108, 105, 158, 104, 119, 111, 101, 157, 112, 115
As the histogram of this data set indicates a Pareto distribution for salaries,
evaluate the MMEs and MLEs of 𝛼𝛼 and 𝛽𝛽 as derived in Parts (a) and (b).
