CT3 IFoA Sept 2011 Q8 (ii)

Discussion in 'CT3' started by Rupel, Oct 1, 2016.

  1. Rupel

    Rupel Member

    8 Consider a random sample X1, …, Xn from a Poisson distribution with expectation E[Xi ] = λ. An estimator ˆ λ for the parameter λ is given by the observed mean of the sample, that is: 1 1 ˆ n i i X n = λ = ∑
    (ii) Calculate the exact probability that 0.2 ≤ ˆ λ ≤ 0.3 if the sample size is n = 10.

    In the solution to the above question, it is P[0.2<= lambda<=0.3] = P[2<= 10Lambda <=3) = { F[3; Lambda = 2.5] - F[1; Lambda = 2.5]

    Please explain why it is F[1] instead of F[2]?
     
  2. John Lee

    John Lee ActEd Tutor Staff Member

    It's discrete so P(X>=2) = 1 - P(X<2) = 1 - P(X<=1)
     
  3. Rupel

    Rupel Member

    Thank you for Sir.
     

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