S4 June 2006 Q6

6.

Figure 1: square of side t with vertices at O, (t, 0), (t, t) and (0, t), with a point P (X, Y) inside
Figure 1

Figure 1 shows a square of side \(t\) and area \(t^2\) which lies in the first quadrant with one vertex at the origin. A point \(P\) with coordinates \((X, Y)\) is selected at random inside the square and the coordinates are used to estimate \(t^2\). It is assumed that \(X\) and \(Y\) are independent random variables each having a continuous uniform distribution over the interval \([0, t]\).

[You may assume that \(\mathrm{E}(X^nY^n) = \mathrm{E}(X^n)\mathrm{E}(Y^n)\), where \(n\) is a positive integer.]

(a) Use integration to show that \(\mathrm{E}(X^n) = \dfrac{t^n}{n + 1}\). (3)

The random variable \(S = kXY\), where \(k\) is a constant, is an unbiased estimator for \(t^2\).

(b) Find the value of \(k\). (3)
(c) Show that \(\mathrm{Var}\,S = \dfrac{7t^4}{9}\). (3)

The random variable \(U = q(X^2 + Y^2)\), where \(q\) is a constant, is also an unbiased estimator for \(t^2\).

(d) Show that the value of \(q = \dfrac{3}{2}\). (3)
(e) Find \(\mathrm{Var}\,U\). (3)
(f) State, giving a reason, which of \(S\) and \(U\) is the better estimator of \(t^2\). (1)

The point \((2, 3)\) is selected from inside the square.

(g) Use the estimator chosen in part (f) to find an estimate for the area of the square. (1)