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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