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BUA Fundamentals of Statistical Worksheet

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  1. Let x1,x2,...xnx1,x2,...xn be iid random variables that follow the Poisson distribution with parameter λλ, i.e. f(x;λ)=eλλxx!f(x;λ)=eλλxx!.
  1. (15 points) Find the methods of moments estimator for E[xi]=λE[xi]=λ.
  2. (15 points) Is this estimate unbiased? (show your work)
  3. (15 points) Write an R function that would yield Methods of moments estimate for sample mean of a random sample of iid Poisson variables.
  • Argument: A vector of XX values
  • Output: MM estimate of E[xi]=λE[xi]=λ
  1. (10 points) Use your function and x defined below to calculate the MM estimate of λλ.
set.seed(1)
x=rpois(100, 3.6)
  1. Let XiXi be a random variable with parameter pp and probability mass functionf(xi,p)=(nxi)pxi(1p)nxif(xi,p)=(nxi)pix(1p)nxi
  1. (15 points) The maximum likelihood estimator for E[Xi]=npE[Xi]=np is the sample mean. Is this estimate unbiased? (show your work)
  2. (15 points) Write an R function that would yield ML estimate for E[Xi]E[Xi].
  • Argument: A vector of XX values
  • Output: ML estimate of E[xi]=npE[xi]=np
  1. (15 points) Use your function and y defined below to calculate the ML estimate of pp.
set.seed(1)
y=rbinom(n=30, size=12, p=0.85)
y
##  [1] 11 11 10  8 11  9  8 10 10 12 11 11 10 11  9 10 10  7 11  9  8 11 10 12 11
## [26] 11 12 11  9 11