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For Evaluation Only.

4
ASSIGNMENT 5

## SPRING SEMESTER 2015

ME 201/ES 202 - ENGINEERING STATISTICS
1. A random sample of size n is taken from the Poisson pdf,
e x
; x 0.
fX (x; ) =
x!
(a) Find the MME (method of moments estimate) for .
(b) Find the MLE (maximum likelihood estimate) for .

(a)

1P
xi = x
n

(b)

1P
xi = x
n

## 2. Suppose an isolated weather-reporting station has an electronic device whose time

to failure is given by the exponential model
1
fY (y; ) = ey/ ; 0 y < ; 0 < < .

The station also has a spare device, so the time until this instrument is not available
is the sum of these two exponential pdfs, which is
fY (y; ) =

1 y/
ye
; 0 y < ; 0 < < .
2

Five data points have been collected: 9.2, 5.6, 18.4, 12.1, and 10.7. Find the maximum likelihood estimate for .

1
1 P
yi = y = 5.6
l =
2n
2

## 3. Suppose y1 , y2 , . . . , yn is a set of measurements representing an geometric pdf with

an unknown parameter p. That is,
fY (y; p) = (1 p)y1 p; y 1.
(a) Find the MME (method of moments estimate) for p.
(b) Find the MLE (maximum likelihood estimate) for p.

n
1
(a) pm = P =
yi
y

n
1
(b) pl = P =
yi
y

4. Suppose a random sample of size n is drawn from the two-parameter normal pdf
fY (y; , 2 ) =

2
1 (Y )
1
e 2 2 ; < y < , < < , 2 > 0.
2

## (a) Use the method of moments to find formulas for

and 2 .
(b) Use the method of maximum likelihood to find formulas for
and 2 .
1


2
1P 2
1P
1P
1P
2
2
l =
m =
l =
yi = y,
m =
yi
yi =
(yi y)2
n
n
n
n
5. A random sample of size eight, X1 = 1, X2 = 0, X3 = 1, X4 = 1, X5 = 0, X6 =
1, X7 = 1, and X8 = 0, is taken from the probability function
fX (k; ) = k (1 )1k ; k = 0, 1, 0 < < 1.
(a) Find the MME (method of moments estimate) for .
(b) Find the MLE (maximum likelihood estimate) for .
(c) Estimate using above estimators.

1P
(a) m =
xi = x
n

1P
(b) l =
xi = x
n

5
(c) m = l =
8

## 6. Use the method of maximum likelihood to estimate in the pdf

fY (y; ) = e y ; y 0.
2 y

Evaluate for the following random sample of size 4: Y1 = 6.2, Y2 = 7.0, Y3 = 2.5,
and Y4 = 4.2.
r
n
n

p
= 0.8967
l = P =
y
yi
7. The following data show the number of occupants in passenger cars observed during
one hour at a busy intersection. Suppose it can be assumed that these data follow
a geometric distribution, fX (k; p) = (1 p)k1 p, k = 1, 2, . . . . Estimate p and
compare the observed and expected frequencies for each value of X.
Number of Occupants
Frequency

1
678

2
227

3
56

4 5 6+
28 8 14

Total
1011

3
56
78

4 5 6+
28 8 14
27 9 3

Total
1011
1009

n
1
pm = pl = P = = 0.6582
xi
x
Number of Occupants
Observed Frequency
Expected Frequency

1
678
665

2
227
227

fX (x; ) =

2x
; 0 x .
2

## (a) Find the MME (method of moments estimate) for .

(b) Find the MLE (maximum likelihood estimate) for .
(c) Use the random sample X1 = 17, X2 = 92, X3 = 46, X4 = 39, and X5 = 56 to
estimate in both cases.
2

3
(a) m =

3
xi
= x
2n
2

(b) l = xmax

(c) m = 75, l = 92

9. If the random variable Y denotes an individuals income, Paretos law claims that
 
k
P r(Y y) =
, where k is the entire populations minimum income. It follows
y
 
k
, and, by differentiation,
that FY (y) = 1
y
 +1
1
fY (y; ) = k
; y k, 1.
y

Assume k is known and income information has been collected on a random sample
of n individuals.
(a) Find the MME (method of moments estimate) for .
(b) Find the MLE (maximum likelihood estimate) for .
P
y
n
yi
=
(b) l = P
(a) m = P
yi nk
y k
ln yi n ln k
10. Suppose a random sample of size n is drawn from a normal pdf where the mean is
known but the variance 2 is unknown. Use the method of maximum likelihood to
find a formula for 2 . Compare your answer to the maximum likelihood estimator
found in Problem 7.

l2 =

1P
(yi )2
n

## 11. Use the method of moments to estimate in the pdf

fY (y; ) = (2 + )y 1 (1 y); 0 y 1.
Assume that a random sample of size n has been collected.
P
2
y
2
y
Pi =
m =
n yi
1 y
12. Use the method of moments to derive formulas for estimating the parameters r and
p in the negative binomial pdf,


k1 r
fX (k; r, p) =
p (1 p)kr , k = r, r + 1, . . .
r1

rm =

n
x2
P
n
x + (xi x)2

and pm =

n
x
P
n
x + (xi x)2

13. An electric scale gives a reading equal to the true weight plus a random error that
is normally distributed with mean 0 and standard deviation = .1 mg. Suppose
that the results of five successive weighings of the same object are as follows: 3.142,
3.163, 3.155, 3.150, 3.141.
(a) Determine a 95 percent confidence interval estimate of the true weight.
3

## (b) (3.0348, 3.2656)

14. Each of 20 science students independently measured the melting point of lead. The
sample mean and sample standard deviation of these measurements were (in degrees centigrade) 330.2 and 15.4, respectively. Construct (a) a 95 percent and (b)
a 99 percent confidence interval estimate of the true melting point of lead.

## (b) 330.2 2.861(15.4)/ 20

15. The amount of beryllium in a substance is often determined by the use of a photometric filtration method. If the weight of the beryllium is , then the value given by
the photometric filtration method is normally distributed with mean and standard
deviation . A total of eight independent measurements of 3.180 mg of beryllium
gave the following results. 3.166, 3.192, 3.175, 3.180, 3.182, 3.171, 3.184, 3.177. Use
this data to
(a) estimate ;
(b) find a 90 percent confidence interval estimate of .

(a) .008

(b)

16. Independent random samples are taken from the output of two machines on a production line. The weight of each item is of interest. From the first machine, a
sample of size 36 is taken, with sample mean weight of 120 grams and a sample
variance of 4. From the second machine, a sample of size 64 is taken, with a sample
mean weight of 130 grams and a sample variance of 5. It is assumed that the weights
of items from the first machine are normally distributed with mean 1 and variance
2 and that the weights of items from the second machine are normally distributed
with mean 2 and variance 2 (that is, the variances are assumed to be equal). Find
a 99 percent confidence interval for 1 2 , the difference in population means.

(11.18, 8.82)

17. Do Problem 16 when it is known in advance that the population variances are 4
and 5.

(11.12, 8.88)

18. A random sample of 100 items from a production line revealed 17 of them to be
defective.
(a) Compute a 95 percent two-sided confidence interval for the probability that
an item produced is defective.
(b) Determine also a 99 percent upper confidence interval for the probability that
an item produced is defective.
(c) Calculate the least sample size for the estimated probability of defective item
to be within 2 percent of correct value.

## (b) (.073, .267)

4

(c)

19. A certain manufacturer produces computer chips; each chip is independently acceptable with some unknown probability p. An initial sample of 30 chips has been
taken and 26 of these chips are of acceptable quality. Use this estimate of p to
calculate the sample size that would provide a 99 percent confidence interval for p
of length approximately .05.