S4 June 2016 Q6
6. A random sample of size \(n\) is taken from the random variable \(X\), which has a continuous uniform distribution over the interval \([0, a]\), \(a \gt 0\)
The sample mean is denoted by \(\bar{X}\)
The maximum value, \(M\), in the sample has probability density function
\[\mathrm{f}(m) = \begin{cases} \dfrac{nm^{n-1}}{a^n} & 0 \leqslant m \leqslant a \\ 0 & \text{otherwise} \end{cases}\]The estimator \(S\) is defined by \(S = \dfrac{n + 1}{n}M\)
Given that \(n \gt 1\)
| Scheme | Marks |
|---|---|
| \(\mathrm{E}(Y) = 2\mathrm{E}\left(\bar{X}\right)\) \(= 2 \times \dfrac{a}{2}\) | M1 |
| \(= a\) | A1cso |
| (2) |
Notes
M1 for \(2\mathrm{E}\left(\bar{X}\right)\)
A1 For \(2 \times \dfrac{a}{2}\) leading to \(a\)
| Scheme | Marks |
|---|---|
| \(\mathrm{E}(M) = \displaystyle\int_0^a \dfrac{nm^n}{a^n}\,\mathrm{d}m\) | M1 |
| \(= \left[\dfrac{nm^{n+1}}{a^n(n + 1)}\right]_0^a\) | |
| \(= \dfrac{na}{n + 1}\) | A1 |
| (2) |
Notes
M1 attempting to integrate correct expression
| Scheme | Marks |
|---|---|
| \(\mathrm{Var}(M) = \displaystyle\int_0^a \dfrac{nm^{n+1}}{a^n}\,\mathrm{d}m - \left(\dfrac{na}{n + 1}\right)^2\) | M1A1 |
| \(= \left[\dfrac{nm^{n+2}}{a^n(n + 2)}\right]_0^a - \dfrac{n^2a^2}{(n + 1)^2}\) | M1d |
| \(= na^2\left(\dfrac{(n + 1)^2 - n(n + 2)}{(n + 1)^2(n + 2)}\right)\) | |
| \(= \dfrac{na^2}{(n + 2)(n + 1)^2}\) | A1cso |
| (4) |
Notes
M1 for attempting to integrate a correct expression for \(\mathrm{E}(X^2)\)
A1 correct \(\mathrm{E}(X^2)\)
M1d dependent on previous M mark, using correct formula for Var(\(M\))
| Scheme | Marks |
|---|---|
| \(\mathrm{E}(S) = \dfrac{n + 1}{n}\mathrm{E}(M) = \dfrac{n + 1}{n} \times \dfrac{na}{n + 1} = a\) | B1 |
| \(\mathrm{Var}(S) = \left(\dfrac{n + 1}{n}\right)^2\dfrac{na^2}{(n + 2)(n + 1)^2} = \dfrac{a^2}{n(n + 2)}\) | B1 |
| \(\mathrm{Var}(Y) = 4\,\mathrm{Var}\left(\bar{X}\right)\) | M1 |
| \(= 4 \times \dfrac{a^2}{12n}\) \(= \dfrac{a^2}{3n}\) | A1 |
| As \(n \gt 1\) \(n(n + 2) \gt 3n\); therefore \(\mathrm{Var}(S) \lt \mathrm{Var}(Y)\) | M1;M1 |
| \(\therefore\ S\) is the better estimator | A1cso |
| (7) | |
| (15 marks) |
Notes
B1 for \(\dfrac{n + 1}{n}\mathrm{E}(M) = a\) or \(\dfrac{n + 1}{n} \times \dfrac{na}{n + 1} = a\)
M1 using \(4\,\mathrm{Var}\left(\bar{X}\right)\)
NB Failure to show \(S\) is unbiased gains a maximum of 5/7 lose first B1 and final A1