Mathematics Homework Help
BUA Fundamentals of Statistical Worksheet
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- Let
x1,x2,...xn be iid random variables that follow the Poisson distribution with parameterλ , i.e.f(x;λ)=e−λλxx! .
- (15 points) Find the methods of moments estimator for
E[xi]=λ . - (15 points) Is this estimate unbiased? (show your work)
- (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
X values - Output: MM estimate of
E[xi]=λ
- (10 points) Use your function and
x
defined below to calculate the MM estimate ofλ .
set.seed(1)
x=rpois(100, 3.6)
- Let
Xi be a random variable with parameterp and probability mass functionf(xi,p)=(nxi)pxi(1−p)n−xi
- (15 points) The maximum likelihood estimator for
E[Xi]=np is the sample mean. Is this estimate unbiased? (show your work) - (15 points) Write an R function that would yield ML estimate for
E[Xi] .
- Argument: A vector of
X values - Output: ML estimate of
E[xi]=np
- (15 points) Use your function and
y
defined below to calculate the ML estimate ofp .
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