OCR S4 2017 June — Question 6

Exam BoardOCR
ModuleS4 (Statistics 4)
Year2017
SessionJune
TopicMoment generating functions
TypeShow unbiased estimator

6 The continuous random variable \(Z\) has probability density function $$f ( z ) = \left\{ \begin{array} { c c } \frac { 4 z ^ { 3 } } { k ^ { 4 } } & 0 \leqslant z \leqslant k
0 & \text { otherwise } \end{array} \right.$$ where \(k\) is a parameter whose value is to be estimated.
  1. Show that \(\frac { 5 Z } { 4 }\) is an unbiased estimator of \(k\).
  2. Find the variance of \(\frac { 5 Z } { 4 }\). The parameter \(k\) can also be estimated by making observations of a random variable \(X\) which has mean \(\frac { 1 } { 2 } k\) and variance \(\frac { 1 } { 12 } k ^ { 2 }\). Let \(Y = X _ { 1 } + X _ { 2 } + X _ { 3 }\) where \(X _ { 1 } , X _ { 2 }\) and \(X _ { 3 }\) are independent observations of \(X\).
  3. \(c Y\) is also an unbiased estimator of \(k\). Find the value of \(c\).
  4. For the value of \(c\) found in part (iii), determine which of \(\frac { 5 Z } { 4 }\) and \(c Y\) is the more efficient estimator of \(k\).