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 \(\bar{X}\)

(a) Show that \(Y = 2\bar{X}\) is an unbiased estimator of \(a\) (2)

The maximum value, \(M\), in the sample has probability density function

\[\mathrm{f}(m) = \begin{cases} \dfrac{nm^{n-1}}{a^n} & 0 \leqslant m \leqslant a \\ 0 & \text{otherwise} \end{cases}\]
(b) Find \(\mathrm{E}(M)\) (2)
(c) Show that \(\mathrm{Var}(M) = \dfrac{na^2}{(n + 2)(n + 1)^2}\) (4)

The estimator \(S\) is defined by \(S = \dfrac{n + 1}{n}M\)

Given that \(n \gt 1\)

(d) state which of \(Y\) or \(S\) is the better estimator for \(a\). Give a reason for your answer. (7)