{VERSION 5 0 "IBM INTEL NT" "5.0" } {USTYLETAB {CSTYLE "Maple Input" -1 0 "Courier" 0 1 255 0 0 1 0 1 0 0 1 0 0 0 0 1 }{CSTYLE "2D Math" -1 2 "Times" 0 1 0 0 0 0 0 0 2 0 0 0 0 0 0 1 }{CSTYLE "2D Output" 2 20 "" 0 1 0 0 255 1 0 0 0 0 0 0 0 0 0 1 } {PSTYLE "Normal" -1 0 1 {CSTYLE "" -1 -1 "Times" 1 12 0 0 0 1 2 2 2 2 2 2 1 1 1 1 }1 1 0 0 0 0 1 0 1 0 2 2 0 1 }{PSTYLE "Maple Output" -1 11 1 {CSTYLE "" -1 -1 "Times" 1 12 0 0 0 1 2 2 2 2 2 2 1 1 1 1 }3 3 0 0 0 0 1 0 1 0 2 2 0 1 }{PSTYLE "Maple Plot" -1 13 1 {CSTYLE "" -1 -1 " Times" 1 12 0 0 0 1 2 2 2 2 2 2 1 1 1 1 }3 1 0 0 0 0 1 0 1 0 2 2 0 1 } } {SECT 0 {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 13 "Q1: restart:" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 19 "F:=1-exp(-x^theta);" }} {PARA 11 "" 1 "" {XPPMATH 20 "6#>%\"FG,&\"\"\"F&-%$expG6#,$)%\"xG%&the taG!\"\"F." }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 13 "f:=diff(F,x); " }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%\"fG**)%\"xG%&thetaG\"\"\"F(F)F' !\"\"-%$expG6#,$F&F*F)" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 39 "f 2d:=simplify(diff(ln(f),theta,theta));" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%$f2dG,$*&,&*()%&thetaG\"\"#\"\"\")-%#lnG6#%\"xGF+F,)F1F*F,F,F, F,F,F*!\"#!\"\"" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 12 "assume(a >0);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 35 "simplify(int(f2d*f, x=0..infinity));" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#,$*(\"\"'!\"\",*F% \"\"\"*$)%#PiG\"\"#F(F(*&\"#7F(%&gammaGF(F&*&F%F()F/F,F(F(F(%&thetaG! \"#F&" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 14 "evalf(-1/%/n);" }} {PARA 11 "" 1 "" {XPPMATH 20 "6#,$*($\"+fhT$[&!#5\"\"\"%&thetaG\"\"#% \"nG!\"\"F(" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 12 "Q2: restart: " }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 27 "f:=(1+2*theta*x)/(1+the ta);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%\"fG*&,&\"\"\"F'*(\"\"#F'%&t hetaGF'%\"xGF'F'F',&F'F'F*F'!\"\"" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 30 "mu:=simplify(int(x*f,x=0..1));" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%#muG,$*(\"\"'!\"\",&*&\"\"%\"\"\"%&thetaGF,F,\"\"$F,F ,,&F,F,F-F,F(F," }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 26 "est:=sol ve(mu=Xbar,theta);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%$estG,$**\"\"$ \"\"\"\"\"#!\"\",&F(F**&F)F(%%XbarGF(F(F(,&F)F**&F'F(F-F(F(F*F*" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 76 "X:=[0.76, 0.50, 0.02, 0.19, \+ 0.77, 0.28, 0.79, 0.29, 0.99, 0.63, 0.84, 0.67];" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%\"XG7.$\"#w!\"#$\"#]F($\"\"#F($\"#>F($\"#xF($\"#GF($ \"#zF($\"#HF($\"#**F($\"#jF($\"#%)F($\"#nF(" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 37 "Xbar:=sum(X[i],i=1..nops(X))/nops(X);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%%XbarG$\"+LLL3c!#5" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 4 "est;" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#$\"+7:.[d!# 5" }}}{EXCHG {PARA 13 "" 1 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 " " {MPLTEXT 1 0 13 "Q3: restart:" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 32 "f:=sqrt(theta)/Pi/(1+theta*x^2);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%\"fG*(%&thetaG#\"\"\"\"\"#%#PiG!\"\",&F(F(*&F&F()%\"x GF)F(F(F+" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 43 "lnf:=ln(theta) /2-ln(Pi)-ln(1+theta*X[i]^2);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%$ln fG,(*&#\"\"\"\"\"#F(-%#lnG6#%&thetaGF(F(-F+6#%#PiG!\"\"-F+6#,&F(F(*&F- F()&%\"XG6#%\"iGF)F(F(F1" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 34 "eq:=sum(diff(lnf,theta),i=1..n)=0;" }}{PARA 11 "" 1 "" {XPPMATH 20 "6 #>%#eqG/,&*(\"\"#!\"\"%\"nG\"\"\"%&thetaGF)F+-%$sumG6$,$*&&%\"XG6#%\"i GF(,&F+F+*&F,F+)F2F(F+F+F)F)/F5;F+F*F+\"\"!" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 61 "X:=[-0.90,0.32,-3.47,-4.84,2.47,7.58,2.48,-3.28, 5 .24, 4.03];" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%\"XG7,$!#!*!\"#$\"#KF ($!$Z$F($!$%[F($\"$Z#F($\"$e(F($\"$[#F($!$G$F($\"$C&F($\"$.%F(" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 11 "n:=nops(X);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%\"nG\"#5" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 29 "fsolve(eq,theta=0..infinity);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#$\"+wlb36!#5" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 30 "Q4: rest art: assume(theta>0);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 42 "f :=exp(-(ln(x)^2)/theta)/x/sqrt(Pi*theta);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%\"fG*(-%$expG6#,$*&-%#lnG6#%\"xG\"\"#%'theta|irG!\"\" F1\"\"\"F.F1*&%#PiGF2F0F2#F1F/" }}}{EXCHG {PARA 11 "" 1 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 31 "product(subs(x=X[i],f) ,i=1..n);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#-%(productG6$*(-%$expG6#, $*&-%#lnG6#&%\"XG6#%\"iG\"\"#%'theta|irG!\"\"F5\"\"\"F/F5*&%#PiGF6F4F6 #F5F3/F2;F6%\"nG" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 39 "This can be r e-written as a product of:" }{MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 75 "exp(-sum(ln(X[i])^2,i=1..n)/theta)/(Pi*theta)^(n /2),1/product(X[i],i=1..n);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6$*&-%$ex pG6#,$*&-%$sumG6$*$)-%#lnG6#&%\"XG6#%\"iG\"\"#\"\"\"/F4;F6%\"nGF6%&the taG!\"\"F;F6)*&%#PiGF6F:F6,$F9#F6F5F;*&F6F6-%(productG6$F1F7F;" }}} {EXCHG {PARA 0 "" 0 "" {TEXT -1 61 "Implying that a sufficient statist ic for estimating theta is:" }{MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> \+ " 0 "" {MPLTEXT 1 0 23 "sum(ln(X[i])^2,i=1..n);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#-%$sumG6$*$)-%#lnG6#&%\"XG6#%\"iG\"\"#\"\"\"/F.;F0%\"nG " }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 49 "Its expected value is n* t he expected value of" }{MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 39 "simplify(int(ln(x)^2*f,x=0..infinity));" }}{PARA 11 " " 1 "" {XPPMATH 20 "6#,$*&\"\"#!\"\"%'theta|irG\"\"\"F(" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 13 "implying that" }{MPLTEXT 1 0 0 "" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 32 "est:=2*sum(ln(X[i])^2,i=1..n )/n;" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%$estG,$*(\"\"#\"\"\"-%$sumG6 $*$)-%#lnG6#&%\"XG6#%\"iGF'F(/F4;F(%\"nGF(F7!\"\"F(" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 34 "is an unbiased estimator of theta." }{MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 52 "X:=[0.91, 0.79, \+ 0.82, 0.97, 1.08, 1.39, 0.40, 1.34];" }}{PARA 11 "" 1 "" {XPPMATH 20 " 6#>%\"XG7*$\"#\"*!\"#$\"#zF($\"##)F($\"#(*F($\"$3\"F($\"$R\"F($\"#SF($ \"$M\"F(" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 11 "n:=nops(X);" }} {PARA 11 "" 1 "" {XPPMATH 20 "6#>%\"nG\"\")" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 4 "est;" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#$\"+sb%4'G! #5" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 27 "Q5: restart: assume (b>0);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 39 "f:=exp(-(x-a)/b)/ (1+exp(-(x-a)/b))^2/b;" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%\"fG*(-%$e xpG6#,$*&,&%\"xG\"\"\"%\"aG!\"\"F-%#b|irGF/F/F-,&F-F-F&F-!\"#F0F/" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 54 "mu:=simplify(int(x*f,x=-infi nity..infinity),symbolic);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%#muG% \"aG" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 70 "sigma:=simplify(sqr t(int((x-mu)^2*f,x=-infinity..infinity)),symbolic);" }}{PARA 11 "" 1 " " {XPPMATH 20 "6#>%&sigmaG,$**\"\"$!\"\"F'#\"\"\"\"\"#%#PiGF*%#b|irGF* F*" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 31 "solve(\{mu=Xbar,sigma =S\},\{a,b\});" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#<$/%\"aG%%XbarG/%#b| irG*(%\"SG\"\"\"\"\"$#F+\"\"#%#PiG!\"\"" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 73 "X:=[-3.4, -5.7, -5.2, -2.5, -0.8, 3.4, -19.0, 2.8, 0. 1, 3.4, -7.2, -6.0];" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%\"XG7.$!#M! \"\"$!#dF($!#_F($!#DF($!\")F($\"#MF($!$!>F($\"#GF($\"\"\"F(F1$!#sF($!# gF(" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 13 "'a' estimate:" }{MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 22 "sum(X[i],i=1..12 )/12.;" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#$!+nmmTL!\"*" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 13 "'b' estimate:" }{MPLTEXT 1 0 0 "" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 55 "evalf(sqrt(3)/Pi*sqrt(sum((X [i]-Xbar)^2,i=1..12)/12.));" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#$\"+lfQ wK!\"*" }}}}{MARK "48" 0 }{VIEWOPTS 1 1 0 1 1 1803 1 1 1 1 } {PAGENUMBERS 0 1 2 33 1 1 }