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A sample of \({\rm{n}}\) captured Pandemonium jet fighters results in serial numbers\({{\rm{x}}_{\rm{1}}}{\rm{,}}{{\rm{x}}_{\rm{2}}}{\rm{,}}{{\rm{x}}_{\rm{3}}}{\rm{, \ldots ,}}{{\rm{x}}_{\rm{n}}}\). The CIA knows that the aircraft were numbered consecutively at the factory starting with \({\rm{\alpha }}\)and ending with\({\rm{\beta }}\), so that the total number of planes manufactured is \({\rm{\beta - \alpha + 1}}\) (e.g., if \({\rm{\alpha = 17}}\) and\({\rm{\beta = 29}}\), then \({\rm{29 - 17 + 1 = 13}}\)planes having serial numbers \({\rm{17,18,19, \ldots ,28,29}}\)were manufactured). However, the CIA does not know the values of \({\rm{\alpha }}\) or\({\rm{\beta }}\). A CIA statistician suggests using the estimator \({\rm{max}}\left( {{{\rm{X}}_{\rm{i}}}} \right){\rm{ - min}}\left( {{{\rm{X}}_{\rm{i}}}} \right){\rm{ + 1}}\)to estimate the total number of planes manufactured.

a. If\({\rm{n = 5, x\_}}\left\{ {\rm{1}} \right\}{\rm{ = 237, x\_}}\left\{ {\rm{2}} \right\}{\rm{ = 375, x\_}}\left\{ {\rm{3}} \right\}{\rm{ = 202, x\_}}\left\{ {\rm{4}} \right\}{\rm{ = 525,}}\)and\({{\rm{x}}_{\rm{5}}}{\rm{ = 418}}\), what is the corresponding estimate?

b. Under what conditions on the sample will the value of the estimate be exactly equal to the true total number of planes? Will the estimate ever be larger than the true total? Do you think the estimator is unbiased for estimating\({\rm{\beta - \alpha + 1}}\)? Explain in one or two sentences.

Short Answer

Expert verified

a) The corresponding estimate is\({\rm{324}}\).

(b) If the sample includes both the plane with the highest serial number and the plane with the lowest serial number.

The greatest value can never exceed\({\rm{\beta }}\), and the smallest value can never be less than\({\rm{\alpha }}\).

Step by step solution

01

Definition

An estimator is a rule for computing an estimate of a given quantity based on observable data: the rule (estimator), the quantity of interest (estimate), and the output (estimate) are all distinct.

02

Finding corresponding estimate

(a)

Consider the given information and simplify,

\(\begin{array}{l}{\rm{n = 5}}\\{{\rm{x}}_{\rm{1}}}{\rm{ = 237}}\\{{\rm{x}}_{\rm{2}}}{\rm{ = 375}}\\{{\rm{x}}_{\rm{3}}}{\rm{ = 202}}\\{{\rm{x}}_{\rm{4}}}{\rm{ = 525}}\\{{\rm{x}}_{\rm{5}}}{\rm{ = 418}}\end{array}\)

We note that the smallest data value of the five data values is\({\rm{525}}\):

\({\rm{max}}\left( {{{\rm{x}}_{\rm{i}}}} \right){\rm{ = 525}}\)

We note that the largest data value of the five data values is\({\rm{202}}\):

\({\rm{min}}\left( {{{\rm{x}}_{\rm{i}}}} \right){\rm{ = 202}}\)

The value of the estimator then becomes:

\({\rm{max}}\left( {{{\rm{x}}_{\rm{i}}}} \right){\rm{ - min}}\left( {{{\rm{x}}_{\rm{i}}}} \right){\rm{ + 1 = 525 - 202 + 1 = 324}}\)

03

Finding corresponding estimate

(b)

The estimator will be exactly equal to the parameter if:

\(\begin{array}{l}{\rm{\beta = max}}\left( {{{\rm{x}}_{\rm{i}}}} \right)\\{\rm{\alpha = min}}\left( {{{\rm{x}}_{\rm{i}}}} \right)\end{array}\)

If the sample comprises the aircraft with the biggest serial number and the plane with the smallest serial number, the estimator is precisely equal to the parameter.

Because the maximum can never be higher than \({\rm{\beta }}\)and the minimum can never be lower than\({\rm{\alpha }}\), the difference between the maximum and minimum can never be more than\({\rm{\beta - \alpha + 1}}\), the estimate can never be greater than the real total.

If the sample comprises the aircraft with the biggest serial number and the plane with the smallest serial number, the estimator is precisely equal to the parameter.

Because the maximum can never be higher than \({\rm{\beta }}\)and the minimum can never be lower than\({\rm{\alpha }}\), the difference between the maximum and minimum can never be more than \({\rm{\beta - \alpha + 1}}\), the estimate can never be greater than the real total.

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Most popular questions from this chapter

An estimator \({\rm{\hat \theta }}\) is said to be consistent if for any \( \in {\rm{ > 0}}\), \({\rm{P(|\hat \theta - \theta |}} \ge \in {\rm{)}} \to {\rm{0}}\) as \({\rm{n}} \to \infty \). That is, \({\rm{\hat \theta }}\) is consistent if, as the sample size gets larger, it is less and less likely that \({\rm{\hat \theta }}\) will be further than \( \in \) from the true value of \({\rm{\theta }}\). Show that \({\rm{\bar X}}\) is a consistent estimator of \({\rm{\mu }}\) when \({{\rm{\sigma }}^{\rm{2}}}{\rm{ < }}\infty \) , by using Chebyshev’s inequality from Exercise \({\rm{44}}\) of Chapter \({\rm{3}}\). (Hint: The inequality can be rewritten in the form \({\rm{P}}\left( {\left| {{\rm{Y - }}{{\rm{\mu }}_{\rm{Y}}}} \right| \ge \in } \right) \le {\rm{\sigma }}_{\rm{Y}}^{\rm{2}}{\rm{/}} \in \). Now identify \({\rm{Y}}\) with \({\rm{\bar X}}\).)

Let\({\rm{X}}\)have a Weibull distribution with parameters\({\rm{\alpha }}\)and\({\rm{\beta }}\), so

\(\begin{array}{l}{\rm{E(X) = \beta \times \Gamma (1 + 1/\alpha )V(X)}}\\{\rm{ = }}{{\rm{\beta }}^{\rm{2}}}\left\{ {{\rm{\Gamma (1 + 2/\alpha ) - (\Gamma (1 + 1/\alpha )}}{{\rm{)}}^{\rm{2}}}} \right\}\end{array}\)

a. Based on a random sample\({{\rm{X}}_{\rm{1}}}{\rm{, \ldots ,}}{{\rm{X}}_{\rm{n}}}\), write equations for the method of moments estimators of\({\rm{\beta }}\)and\({\rm{\alpha }}\). Show that, once the estimate of\({\rm{\alpha }}\)has been obtained, the estimate of\({\rm{\beta }}\)can be found from a table of the gamma function and that the estimate of\({\rm{\alpha }}\)is the solution to a complicated equation involving the gamma function.

b. If\({\rm{n = 20,\bar x = 28}}{\rm{.0}}\), and\({\rm{\Sigma x}}_{\rm{i}}^{\rm{2}}{\rm{ = 16,500}}\), compute the estimates. (Hint:\(\left. {{{{\rm{(\Gamma (1}}{\rm{.2))}}}^{\rm{2}}}{\rm{/\Gamma (1}}{\rm{.4) = }}{\rm{.95}}{\rm{.}}} \right)\)

At time \({\rm{t = 0}}\), there is one individual alive in a certain population. A pure birth process then unfolds as follows. The time until the first birth is exponentially distributed with parameter \({\rm{\lambda }}\). After the first birth, there are two individuals alive. The time until the first gives birth again is exponential with parameter \({\rm{\lambda }}\), and similarly for the second individual. Therefore, the time until the next birth is the minimum of two exponential (\({\rm{\lambda }}\)) variables, which is exponential with parameter \({\rm{2\lambda }}\). Similarly, once the second birth has occurred, there are three individuals alive, so the time until the next birth is an exponential \({\rm{rv}}\) with parameter \({\rm{3\lambda }}\), and so on (the memoryless property of the exponential distribution is being used here). Suppose the process is observed until the sixth birth has occurred and the successive birth times are \({\rm{25}}{\rm{.2,41}}{\rm{.7,51}}{\rm{.2,55}}{\rm{.5,59}}{\rm{.5,61}}{\rm{.8}}\) (from which you should calculate the times between successive births). Derive the mle of l. (Hint: The likelihood is a product of exponential terms.)

Consider a random sample \({{\rm{X}}_{\rm{1}}}{\rm{,}}{{\rm{X}}_{\rm{2}}}.....{\rm{,}}{{\rm{X}}_{\rm{n}}}\) from the shifted exponential pdf

\({\rm{f(x;\lambda ,\theta ) = }}\left\{ {\begin{array}{*{20}{c}}{{\rm{\lambda }}{{\rm{e}}^{{\rm{ - \lambda (x - \theta )}}}}}&{{\rm{x}} \ge {\rm{\theta }}}\\{\rm{0}}&{{\rm{ otherwise }}}\end{array}} \right.\). Taking \({\rm{\theta = 0}}\) gives the pdf of the exponential distribution considered previously (with positive density to the right of zero). An example of the shifted exponential distribution appeared in Example \({\rm{4}}{\rm{.5}}\), in which the variable of interest was time headway in traffic flow and \({\rm{\theta = }}{\rm{.5}}\) was the minimum possible time headway. a. Obtain the maximum likelihood estimators of \({\rm{\theta }}\) and \({\rm{\lambda }}\). b. If \({\rm{n = 10}}\) time headway observations are made, resulting in the values \({\rm{3}}{\rm{.11,}}{\rm{.64,2}}{\rm{.55,2}}{\rm{.20,5}}{\rm{.44,3}}{\rm{.42,10}}{\rm{.39,8}}{\rm{.93,17}}{\rm{.82}}\), and \({\rm{1}}{\rm{.30}}\), calculate the estimates of \({\rm{\theta }}\) and \({\rm{\lambda }}\).

The article from which the data in Exercise 1 was extracted also gave the accompanying strength observations for cylinders:

\(\begin{array}{l}\begin{array}{*{20}{r}}{{\rm{6}}{\rm{.1}}}&{{\rm{5}}{\rm{.8}}}&{{\rm{7}}{\rm{.8}}}&{{\rm{7}}{\rm{.1}}}&{{\rm{7}}{\rm{.2}}}&{{\rm{9}}{\rm{.2}}}&{{\rm{6}}{\rm{.6}}}&{{\rm{8}}{\rm{.3}}}&{{\rm{7}}{\rm{.0}}}&{{\rm{8}}{\rm{.3}}}\\{{\rm{7}}{\rm{.8}}}&{{\rm{8}}{\rm{.1}}}&{{\rm{7}}{\rm{.4}}}&{{\rm{8}}{\rm{.5}}}&{{\rm{8}}{\rm{.9}}}&{{\rm{9}}{\rm{.8}}}&{{\rm{9}}{\rm{.7}}}&{{\rm{14}}{\rm{.1}}}&{{\rm{12}}{\rm{.6}}}&{{\rm{11}}{\rm{.2}}}\end{array}\\\begin{array}{*{20}{l}}{{\rm{7}}{\rm{.8}}}&{{\rm{8}}{\rm{.1}}}&{{\rm{7}}{\rm{.4}}}&{{\rm{8}}{\rm{.5}}}&{{\rm{8}}{\rm{.9}}}&{{\rm{9}}{\rm{.8}}}&{{\rm{9}}{\rm{.7}}}&{{\rm{14}}{\rm{.1}}}&{{\rm{12}}{\rm{.6}}}&{{\rm{11}}{\rm{.2}}}\end{array}\end{array}\)

Prior to obtaining data, denote the beam strengths by X1, … ,Xm and the cylinder strengths by Y1, . . . , Yn. Suppose that the Xi ’s constitute a random sample from a distribution with mean m1 and standard deviation s1 and that the Yi ’s form a random sample (independent of the Xi ’s) from another distribution with mean m2 and standard deviation\({{\rm{\sigma }}_{\rm{2}}}\).

a. Use rules of expected value to show that \({\rm{\bar X - \bar Y}}\)is an unbiased estimator of \({{\rm{\mu }}_{\rm{1}}}{\rm{ - }}{{\rm{\mu }}_{\rm{2}}}\). Calculate the estimate for the given data.

b. Use rules of variance from Chapter 5 to obtain an expression for the variance and standard deviation (standard error) of the estimator in part (a), and then compute the estimated standard error.

c. Calculate a point estimate of the ratio \({{\rm{\sigma }}_{\rm{1}}}{\rm{/}}{{\rm{\sigma }}_{\rm{2}}}\)of the two standard deviations.

d. Suppose a single beam and a single cylinder are randomly selected. Calculate a point estimate of the variance of the difference \({\rm{X - Y}}\) between beam strength and cylinder strength.

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