$30
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embed them in a single Word file.
1. [mazon fulfillment centers want to ensure a uniform (and low) processing time
for orders. At one center, Amazon tracked a random sample of n orders and compared the actual
processing time of each order against Amazon’s standard. The amount of time x that an order
departed early was recorded with a negative sign (x < 0) or late with a positive sign (x > 0). For
the analysis, the following statistical model was used for the x’s: Suppose that
are
independent random variables with common density function
, for
, i = 1, 2, …, n, where
is an unknown parameter. A small value for
represents uniformity of processing times. Find a one-dimensional sufficient statistic for .
2. Computers make small “machine” errors in floating point operations that can
accumulate across complex calculations. As a test, a new computer chip was given a series of n
complex calculations for which the answers were known. For each calculation, i = 1, 2, …, n, the
machine error was recorded. Interest focuses upon the distribution of machine errors (mean,
variance, maximum error, etc.) The following statistical model was adopted for the machine
errors: Suppose that
are independent random variables with common density
function
1
for
( ; )
2
0 otherwise
i
i
x
f x
− +
=
, i = 1, 2, …, n, where
is an unknown
parameter. Find a one-dimensional sufficient statistic for and hence for the questions of
interest. [Hint: Note the limitations on the range of X.]
X1, X2 ,...,Xn
− xi
0
xi
X1, X2 ,...,Xn
0
2
2
( ; ) 1
i
x
f xi e
−
=3. [Suppose that
are independent random variables with common
density function
, for
, i = 1, 2, …, n, where
are unknown parameters. Let
be the ordered values of
. That is,
are
rearranged in order so that
.
Specifically,
. Show that
are
sufficient statistics for
.
[Hint: This problem can be solved easily by using either the definition of sufficiency or the
Factorization Theorem when thought about in the right way. To use the definition, for example,
suppose n=3 and
. Then what is the conditional probability that
given that
? That is, if you know that your data are the
values 1, 2, 3, what is the probability that they occurred in the sequence 3, 1, 2?]
X1, X2 ,...,Xn
2
)2
(
( ; , ) 12
−
−
=
i
x
f xi e
− xi
− , 0
Y1,Y2 ,...,Yn
X1, X2 ,...,Xn
Y1,Y2 ,...,Yn
X1, X2 ,...,Xn
Y1 Y2 Yn
Y1,Y2 ,...,Yn
,
y1 =1, y2 = 2, y3 = 3
x1 = 3, x2 =1, x3 = 2
y1 =1, y2 = 2, y3 = 3
Y1 = min( X1, X2 ,...,Xn ),...,Yn = max(X1, X2 ,...,Xn )