A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
10th Edition
ISBN: 9780134753119
Author: Sheldon Ross
Publisher: PEARSON
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Let X₁, X12, Xim and X21, X22X2n be two independent random samples of
size n, and n₂ from two normal populations N(₁, 0) and N(2, 2) respectively.
(a) Derive the maximum likelihood estimators (mle's) of all the parameters in the first
population (X₁). Using analogy, state the mle's of the parameters of the second
population.
(b) Find the pooled estimator of the common variance when it is assumed that of =
o=0². Suggest an unbiased estimator of o².
(c) Assuming both n₁ and n₂ are small, suggest a pivotal function that can be used to
derive a (1-a) x 100% confidence interval for (#4₁-4₂) when o² = 0 = 0².
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Transcribed Image Text:Let X₁, X12, Xim and X21, X22X2n be two independent random samples of size n, and n₂ from two normal populations N(₁, 0) and N(2, 2) respectively. (a) Derive the maximum likelihood estimators (mle's) of all the parameters in the first population (X₁). Using analogy, state the mle's of the parameters of the second population. (b) Find the pooled estimator of the common variance when it is assumed that of = o=0². Suggest an unbiased estimator of o². (c) Assuming both n₁ and n₂ are small, suggest a pivotal function that can be used to derive a (1-a) x 100% confidence interval for (#4₁-4₂) when o² = 0 = 0².
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