Edexcel S4 2015 June — Question 6

Exam BoardEdexcel
ModuleS4 (Statistics 4)
Year2015
SessionJune
TopicLinear combinations of normal random variables
TypePooled variance estimation

6. A random sample \(X _ { 1 } , X _ { 2 } , X _ { 3 } , \ldots , X _ { 2 n }\) is taken from a population with mean \(\frac { \mu } { 3 }\) and variance \(3 \sigma ^ { 2 }\). A second random sample \(Y _ { 1 } , Y _ { 2 } , Y _ { 3 } , \ldots , Y _ { n }\) is taken from a population with mean \(\frac { \mu } { 2 }\) and variance \(\frac { \sigma ^ { 2 } } { 2 }\), where the \(X\) and \(Y\) variables are all independent.
\(A\), \(B\) and \(C\) are possible estimators of \(\mu\), where $$\begin{aligned} & A = \frac { X _ { 1 } + X _ { 2 } + X _ { 3 } + Y _ { 1 } + Y _ { 2 } } { 2 }
& B = \frac { 3 X _ { 1 } } { 2 } + \frac { 2 Y _ { 1 } } { 3 }
& C = \frac { 3 X _ { 1 } + 4 Y _ { 1 } } { 3 } \end{aligned}$$
  1. Show that two of \(A , B\) and \(C\) are unbiased estimators of \(\mu\) and find the bias of the third estimator of \(\mu\).
  2. Showing your working clearly, find which of \(A\), \(B\) and \(C\) is the best estimator of \(\mu\). The estimator $$D = \frac { 1 } { k } \left( \sum _ { i = 1 } ^ { 2 n } X _ { i } + \sum _ { i = 1 } ^ { n } Y _ { i } \right)$$ is an unbiased estimator of \(\mu\).
  3. Find \(k\) in terms of \(n\).
  4. Show that \(D\) is also a consistent estimator of \(\mu\).
  5. Find the least value of \(n\) for which \(D\) is a better estimator of \(\mu\) than any of \(A\), \(B\) or \(C\).