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Tutorial 5 1

This document is a tutorial for a statistics course focused on statistical inference. It outlines two main tasks: finding method of moments estimators for various probability distributions and determining the maximum likelihood estimators for the same distributions. The distributions include Poisson, Geometric, Binomial, Negative Binomial, Exponential, Bernoulli, Uniform, and two others defined by specific functions.

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Taonaishe Hastings Muzavazi
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28 views1 page

Tutorial 5 1

This document is a tutorial for a statistics course focused on statistical inference. It outlines two main tasks: finding method of moments estimators for various probability distributions and determining the maximum likelihood estimators for the same distributions. The distributions include Poisson, Geometric, Binomial, Negative Binomial, Exponential, Bernoulli, Uniform, and two others defined by specific functions.

Uploaded by

Taonaishe Hastings Muzavazi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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DEPARTMENT OF STATISTICS

STATISTICAL INFERENCE 1: HSTS111


TUTORIAL 5

1. Let 𝑋1 , 𝑋2 , 𝑋3 , ⋯ ⋯ , 𝑋𝑛 be a random sample from each of the distributions given


below. Find the method of moments estimators for each of the probability
distributions.
(a) Poisson distribution,
(b) Geometric distribution,
(c) Binomial distribution,
(d) Negative binomial distribution,
(e) Exponential distribution,
(f) Bernoulli distribution,
(g) Uniform distribution over (0, 𝜃),
(h) 𝑓(𝑥 ) = 𝜃𝑥 𝜃−1 , 0 < 𝑥 < 1, 𝜃 > 0, and
(i) 𝑓(𝑥 ) = (𝜃 + 1)𝑥 −𝜃−1 , 𝑥 > 1, 𝜃 > 0.

2. Find the maximum likelihood estimators for each of the probability distribution in
question 1 above.

END OF TUTORIAL

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