SOLUTIONS TO TEST # 1 ACTSC 433/833, WINTER 2012

1. (a) The distribution function of X

(n)
is
F
X
(n)
(x) =

0, x < 0,
x
2n

2n
, 0 x < ,
1, x .
Thus, E(

n
) =

0
(1 F
X
(n)
(x))dx =

1
1
2n+1

as n . Hence,

n
is
asymptotically unbiased for .
(b) The probability density function of T
n
=
X
(n)

is f
T
(n)
(t) =

2nt
2n1
, 0 < t < 1,
0, otherwise.
(c) Let
1
= and
2
= 1 so that Pr{
1
< T
n
<
2
} = , which implies that Pr{X
(n)
<
< X
(n)
(1 )

1
2n
} = .
2. We have

S(y
9
)

S(y
6
)
= 0.85 =

1
1
n6

1
1
n7

1
1
n8

. Thus, n = 26,

S(y
5
) =
21
26
, and

V ar(

S(y
5
)) = 0.005974.
3. (a) Note that F
n
(x) =
1
n

n
i=1
I(X
i
x). Thus, E(F
n
(x)) =
nF(x)
n
= F(x) and
V ar(F
n
(x)) =
nF(x)(1F(x))
n
2
0 as n . Hence, F
n
(x) is a consistent estimator
of F(x).
(b) We see that

n
=
1
n

n
i=1
I(X
i
a, or X
i
> b) = F
n
(a) + 1 F
n
(b) is a consistent
empirical estimator for . That is because
E(

n
) =
nE(I(X
i
a, or X
i
> b))
n
=
n
n
=
and
V ar(

n
) =
nV ar(I(X
i
a, or X
i
> b))
n
2
=
(1 )
n
0
as n .
4. We are given

H(32) =
3
15
+
2
12
+
k
10
+
2
10k
=
49
60
. Thus, k = 2,

H(35) =
49
60
+
1
6
=
59
60
, and
the Nelson-Aalen estimate for the probability that one cancer patient will survive at least
35 months is

S(35) = e
59/60
= 0.37406.
5. (a) The values of y
j
, s
j
and r
j
for all possible values of j are given in the following table:
y
j
0.7 2.8 3.4 3.8 4.7 5.1
s
j
1 1 1 1 2 1
r
j
8 10 9 7 6 4
(b) The Brown-Hollander-Kowar estimate for the probability that a member in the group
will survive at least 8 years is

S(8) = (

S(5.1))
8/6
= 0.20083.
6. We have

H(y
5
)

H(y
4
) =
s
5
r
5
=
2
r
5
and

H(y
6
)

H(y
5
) =
s
6
r
6
=
1
r
6
. Hence, r
5
= 10, r
6
= 5,
and the number of censored observations between death times y
5
and y
6
is 10+0-2-5 =3.