Pre-U Pre-U 9795/2 Specimen — Question 8 9 marks

Exam BoardPre-U
ModulePre-U 9795/2 (Pre-U Further Mathematics Paper 2)
SessionSpecimen
Marks9
TopicMoment generating functions
TypeShow unbiased estimator
DifficultyStandard +0.3 Part (i) is a straightforward algebraic proof using linearity of expectation (2 marks). Part (ii) requires computing E(X) by integration of a triangular pdf and applying part (i), but the integration is routine and the connection is direct. This is a standard textbook exercise on unbiased estimators, slightly easier than average A-level due to its mechanical nature.
Spec5.03c Calculate mean/variance: by integration5.05b Unbiased estimates: of population mean and variance

  1. The random variable \(X\) is such that \(\text{E}(X) = a\theta + b\), where \(a\) and \(b\) are constants and \(\theta\) is a parameter. Show that \(\frac{X - b}{a}\) is an unbiased estimator of \(\theta\). [2]
  2. The continuous random variable \(X\) has probability density function given by $$f(x) = \begin{cases} \frac{1}{8}(\theta + 4 - x) & \theta \leq x \leq \theta + 4, \\ 0 & \text{otherwise}. \end{cases}$$ Find \(\text{E}(X)\) and hence find an unbiased estimator of \(\theta\). [7]

(i)
\(E\left(\frac{X-b}{a}\right) = \frac{1}{a}E(X) - \frac{b}{a}\)
AnswerMarks Guidance
\(= \frac{1}{a}(a\theta + b) - \frac{b}{a} = \theta\)M1, A1 2
(ii)
AnswerMarks Guidance
\(E(X) = \int_\theta^{\theta+4}\left(\frac{(\theta+4)x-x^2}{8}\right)dx\)M1
\(= \left[\frac{(\theta+4)x^2}{16} - \frac{x^3}{24}\right]_\theta^{\theta+4}\)M1, A1
\(= \left[\frac{(\theta+4)^3}{48}\right] - \left[\frac{(\theta+4)^2\theta^3}{16} - \frac{\theta^3}{24}\right]\)M1
\(= \frac{\theta^3 + 12\theta^2 + 48\theta + 64}{48} - \frac{\theta^3 + 12\theta^2}{48}\)A1
\(= \theta + \frac{4}{3}\)A1
Hence unbiased estimator is \(X - \frac{4}{3}\)ft, B1 7
### (i)

$E\left(\frac{X-b}{a}\right) = \frac{1}{a}E(X) - \frac{b}{a}$

$= \frac{1}{a}(a\theta + b) - \frac{b}{a} = \theta$ | M1, A1 | **2**

### (ii)

$E(X) = \int_\theta^{\theta+4}\left(\frac{(\theta+4)x-x^2}{8}\right)dx$ | M1 |

$= \left[\frac{(\theta+4)x^2}{16} - \frac{x^3}{24}\right]_\theta^{\theta+4}$ | M1, A1 |

$= \left[\frac{(\theta+4)^3}{48}\right] - \left[\frac{(\theta+4)^2\theta^3}{16} - \frac{\theta^3}{24}\right]$ | M1 |

$= \frac{\theta^3 + 12\theta^2 + 48\theta + 64}{48} - \frac{\theta^3 + 12\theta^2}{48}$ | A1 |

$= \theta + \frac{4}{3}$ | A1 |

Hence unbiased estimator is $X - \frac{4}{3}$ | ft, B1 | **7**
\begin{enumerate}[label=(\roman*)]
\item The random variable $X$ is such that $\text{E}(X) = a\theta + b$, where $a$ and $b$ are constants and $\theta$ is a parameter.
Show that $\frac{X - b}{a}$ is an unbiased estimator of $\theta$. [2]

\item The continuous random variable $X$ has probability density function given by
$$f(x) = \begin{cases}
\frac{1}{8}(\theta + 4 - x) & \theta \leq x \leq \theta + 4, \\
0 & \text{otherwise}.
\end{cases}$$

Find $\text{E}(X)$ and hence find an unbiased estimator of $\theta$. [7]
\end{enumerate}

\hfill \mbox{\textit{Pre-U Pre-U 9795/2  Q8 [9]}}