MA20226 Statistics 2A coursework

Candidate number: 19644

1.1
Proof that is a scale parameter:

1 ()2

(|) = 22
2
2
1 1 (1)
= ( 2 )
2

Which is valid as > 0.

1
= ( )

Where g is the PDF of a (1,1), as can be seen on the second line.

Hence is a scale parameter.

Proof that Zis are all pivots:

Z1 is a pivot:
1
1 =


=

2
However, since ~ (, 2 ) we know that ~ (, ). Now using the fact that is a
scale parameter, I reach the conclusion that:

2
(, ) 1
1 = ~ ~ (1, )

This does not depend on and so Z1 is a pivot.

Z2 is a pivot:

2 =

First note: S>0 (since it is the square root of the variance), and > 0 is given by the
2
question. This tells us that 2 = || = . Using this I can say that:
 2
2 = = 2

( 1) 2
=
1 2

2
~ (1)
1

Where the last step is exactly Theorem 15. (2) from the lecture notes. Whatever the
distribution of the last line may be, it clearly does not depend on so Z2 is a pivot.

Z3 is a pivot:
1 + 2
3 =
2
+
=
2
1
= ( + )
2
1
= (1 + 2 )
2
It has already been shown that both Z1 and Z2 do not depend on so adding them together
and dividing by 2 will also definitely not depend on . Distributions are independent of
theta, implying so will their sum. Thus, this is also a pivot

Z4 is a pivot:

2 + 4 =1 2

4 =
2
Now because > 0 we can square it and take it inside the square root as follows:

2
2 + 4 2 =1 2

4 =
2
2
12 + 4 =1 ( ) 1

=
2

Now since ~ (, 2 ) and is a scale parameter we get that ~ (1,1).

Hence:

12 + 4 =1((1,1))2 1

4 ~
2
 Whatever this distribution may be, we can be confident that it does not depend on . This is
because Z1 is a pivot, and (1,1)2 does not depend on , thus no component in the
equation directly above depends on , so the whole thing will not depend on .

Z5 is a pivot:

1
=1| |
5 =


1
= | |

=1

1
Now using the fact that is a scale parameter we get: ~ (1,1), and ~ (1, ).

So, the equation becomes:

1 1
~ |(1, 1) (1, )|

=1

1 1
~ | (0, 1 )|

=1

This does not depend on and thus Z5 is a pivot.

Z6 is a pivot:

inf{ () 0.5}
6 =


6 = inf { () 0.5}

6 = inf{ () 0.5}

However, is a scale parameter so this becomes:

6 = inf{ () 0.5}

Where is the ECDF of (1,1). Hence Z6 is a pivot.