FINAL%20STA261%202007

# FINAL%20STA261%202007 - 1 2 3 4 5 7 8 9 10 total/70...

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1 2 3 4 5 7 8 9 10 total/70 UNIVERSITY OF TORONTO Faculty of Arts & Science APRIL-MAY EXAMINATIONS 2007 STA 261H1 S Prof. D. Brenner Duration - 3 hours Examination Aids: Non-programmable Calculators Instructions Please show all your work clearly in the space provided to obtain partial credit; you may use the backs of the pages for rough work. There are three parts to the exam: PARTS A, B and C You are to answer: 4 questions in part A, 1 in part B &2 in part C for a total of 7 questions altogether. All complete questions will be valued equally, but partial grades are shown to the left of each part. Tables for the N (0 , 1) , χ 2 ( m ) ,t ( m ) , & F ( m,n ) are appended. Name Student number TA (1)

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PART A [Do any 4 questions of the 5 provided in this part] 1. Suppose that we have four competing probability functions { f θ | θ =1 , 2 , 3 , 4 } for a certain random variable X distributed on X = { 1 , 2 , 3 , 4 , 5 } f 1 ± 12345 1 / 15 2 / 15 5 / 15 4 / 15 3 / 15 ² ,f 2 ± 1 / 15 4 / 15 3 / 15 2 / 15 5 / 15 ² f 3 ± 6 / 15 2 / 15 2 / 15 2 / 15 3 / 15 ² 4 ± 1 / 15 9 / 15 2 / 15 2 / 15 1 / 15 ² a) For θ = 2, what is the variance of X ?( i.e. What is var θ X ?) (3) b) Determine the maximum likelihood estimator as a function ³ θ : X -→ Θ.
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FINAL%20STA261%202007 - 1 2 3 4 5 7 8 9 10 total/70...

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