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Consider the following probability distribution:

  1. Findandσ2.
  2. Find the sampling distribution of the sample mean x for a random sample of n = 2 measurements from this distribution
  3. Show that xis an unbiased estimator of μ. [Hint: Show that.]∑x=∑xpx=μ.]
  4. Find the sampling distribution of the sample variances2for a random sample of n = 2 measurements from this distribution.

Short Answer

Expert verified

a.

μ=123

and

σ2=289=.

b.

Samples

Means

0

19

1

19

4

19

0.5

19

0.5

19

2

19

2

19

2.5

19

2.5

19

c. It is proved.

d. The required answer is 313

Step by step solution

01

Calculation of the mean μ 

The calculation of the mean in the case of the three values of x is shown below.

Therefore, the mean is= 123

02

Calculation of the variance σ2

The calculation of the varianceof the three values of x is shown below.

μ=0 -532×13+1 -532×13+4 -532×13=2527+427+4927=7827= 289

Therefore, the median is= 289

03

Calculation of the value of the sample mean 

1. The calculation of the mean of the two values (which are samples) of x is shown below.

Samples

Means

0,0

0

1,1

1

4,4

4

0,1

0.5

1,0

0.5

0,4

2

4,0

2

1,4

2.5

4,1

2.5

04

Computation of the sample distribution

The probabilities of the nine sample means are calculated below.

Samples

Means

0

13×13=19

1


13×13=19

4


13×13=19

0.5

13×13=19

0.5


13×13=19

2

13×13=19

2

13×13=19

2.5

13×13=19

2.5

13×13=19

Therefore, for all the means, the probability is.19

05

Calculation of ∑x

c .The calculation of ∑xis shown below.

Samples

Means

0

0×13=0

1

1×13=13

4

4×13=43

Total

53

06

Computation of∑xpx in Part (c)

The calculation ofis shown below.

Samples

Means

0

0×19=0

1

1×19=19

4

4×19=49

0.5

0.5×19=0.59

0.5

0.5×19=0.59

2

2×19=29

2

2×19=29

2.5

2.5×19=2.59

2.5

2.5×19=2.59

Total

53

Therefore, the equation,∑x=∑xpx=μis proved. So,xis an unbiased estimator ofμ

07

Formula to calculate s2

d.From Part (a), the value of ∑xfound is53, and this value can be used in the formula ofs2, as shown below.

s2=Ex-Ex2=∑x-μ2px

The calculation of is shown below.

s2=0 -532×13×1 -532×13+4 -532×13=259×13+169×13+499×13=2527+1627+4927=9027=103= 313

The value ofs2is313

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A random sample ofn=100observations is selected from a population withμ=30and σ=16. Approximate the following probabilities:

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Question: The standard deviation (or, as it is usually called, the standard error) of the sampling distribution for the sample mean, x¯ , is equal to the standard deviation of the population from which the sample was selected, divided by the square root of the sample size. That is

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