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ASRB NET Statistical Inference I: Estimation: practice questions

ASRB NET - Agricultural Statistics (and Computer Application / Bioinformatics) · India · Agricultural Scientists Recruitment Board (ICAR)

Original practice questions written to the published syllabus · not past papers
6worked here, free
28written to this exam in this subject
10syllabus units

What this subject covers

How to estimate well and know it: sufficiency and completeness, unbiasedness and minimum variance, the Cramer-Rao bound, the Rao-Blackwell and Lehmann-Scheffe theorems, the methods of moments, maximum likelihood and minimum chi-square, and confidence intervals.

In the exams: AICE-JRF Ag Stat Unit 1 (heavy: each theorem named); GATE ST 'Estimation' (heavy); IIT JAM MS (heavy); UPSC ISS Statistics I (heavy); ISI and CSIR-NET (present)

What ASRB NET asks from it

ASRB NET / ARS Agricultural Statistics

Applied estimation: standard errors of means, proportions and ratios, sample size for a given precision, iterative estimation in bioassay and genetics.

Where the 28 questions fall

How our questions for ASRB NET spread across the units of Statistical Inference I: Estimation. Difficulty: 14 easy, 12 medium, 2 hard.

Minimum variance unbiased estimation; Rao-Blackwell and Lehmann-Scheffe theorems4
Method of moments4
Large-sample confidence intervals4
Maximum likelihood: properties, invariance and asymptotic normality3
Minimum chi-square and other methods3
Interval estimation: pivotal quantities and coverage3
Point estimation: unbiasedness, consistency and efficiency2
Sufficiency, the factorisation theorem and minimal sufficiency2
Iterative maximum likelihood: Newton-Raphson and Fisher scoring2
Cramer-Rao inequality and Fisher information1

6 practice questions, worked

Choose an answer, then open the working. Each explanation says why the right answer is right and why the others are not.

1 · Sufficiency, the factorisation theorem and minimal sufficiency · medium

X₁, ..., Xₙ are iid with density θx^(θ−1) on (0, 1), θ > 0. Which statistic is sufficient for θ?

  1. Σ log Xᵢ
  2. ΣXᵢ and ΣXᵢ²
  3. X₍ₙ₎
  4. ΣXᵢ
Answer and working

A. Σ log Xᵢ

L = θⁿ(ΠXᵢ)^(θ−1) = θⁿ exp[(θ − 1)Σ log Xᵢ], so ΠXᵢ, equivalently Σ log Xᵢ, is sufficient. This is a beta(θ, 1) exponential family with T(x) = log x.

Further reading: Casella and Berger, Statistical Inference; Lehmann and Casella, Theory of Point Estimation; Rohatgi and Saleh, An Introduction to Probability and Statistics

2 · Minimum variance unbiased estimation; Rao-Blackwell and Lehmann-Scheffe theorems · easy

What does the Rao-Blackwell theorem guarantee for an unbiased estimator U and a sufficient statistic T?

  1. E(U | T) is the unique UMVUE, whatever the family of distributions
  2. E(U | T) is unbiased with variance ≤ Var(U) for every θ
  3. E(U | T) attains the Cramér-Rao lower bound for every θ
  4. E(U | T) is consistent, even if U itself is not consistent
Answer and working

B. E(U | T) is unbiased with variance ≤ Var(U) for every θ

Conditioning on a sufficient statistic keeps unbiasedness and cannot raise variance (law of total variance). Uniqueness and UMVUE status need completeness as well (Lehmann-Scheffé); attaining the CRLB is not guaranteed.

Further reading: Casella and Berger, Statistical Inference; Lehmann and Casella, Theory of Point Estimation; Rohatgi and Saleh, An Introduction to Probability and Statistics

3 · Minimum variance unbiased estimation; Rao-Blackwell and Lehmann-Scheffe theorems · easy

What does the Lehmann-Scheffé theorem state?

  1. An estimator attaining the Cramér-Rao bound is a function of a complete statistic, and hence unique
  2. An unbiased estimator that is a function of a complete sufficient statistic is the unique UMVUE
  3. The MLE is the UMVUE whenever a complete sufficient statistic exists
  4. Any function of a sufficient statistic is the UMVUE of its own expectation
Answer and working

B. An unbiased estimator that is a function of a complete sufficient statistic is the unique UMVUE

Completeness ensures uniqueness of the unbiased function of T, and Rao-Blackwell ensures it beats every other unbiased estimator. Sufficiency without completeness is not enough, and the MLE is often biased (uniform maximum, normal σ̂²).

Further reading: Casella and Berger, Statistical Inference; Lehmann and Casella, Theory of Point Estimation; Rohatgi and Saleh, An Introduction to Probability and Statistics

4 · Method of moments · easy

Aphid counts per leaf have mean 2 and variance 6. What is the method-of-moments estimate of the negative binomial k?

  1. 1.0
  2. 3.0
  3. 0.67
  4. 0.5
Answer and working

A. 1.0

From variance = m + m²/k: k̂ = X̄²/(S² − X̄) = 4/4 = 1.0. 3.0 is the dispersion index S²/X̄.

Further reading: Casella and Berger, Statistical Inference; Lehmann and Casella, Theory of Point Estimation; Rohatgi and Saleh, An Introduction to Probability and Statistics

5 · Method of moments · easy

In practice, what is the most common modern use of method-of-moments estimates in models fitted by maximum likelihood?

  1. As final estimates, because they are always more efficient
  2. As a formal test of whether the maximum-likelihood estimate is unbiased
  3. As starting values for maximum-likelihood iterations
  4. As standard errors, by taking the square root of the moments
Answer and working

C. As starting values for maximum-likelihood iterations

Moment estimates are cheap, consistent and usually close enough for Newton-Raphson or scoring to converge from them. They are not more efficient, and they do not give standard errors directly.

Further reading: Casella and Berger, Statistical Inference; Lehmann and Casella, Theory of Point Estimation; Rohatgi and Saleh, An Introduction to Probability and Statistics

6 · Large-sample confidence intervals · easy

How many farms must be surveyed to estimate an adoption proportion within ±0.05 with 95% confidence, when nothing is known about p?

  1. 385
  2. 1537
  3. 2000
  4. 20
Answer and working

A. 385

n = 1.96² p(1 − p)/d² with the worst case p = 0.5: 3.8416 × 0.25/0.0025 = 384.2, so 385. 2000 is the Chebyshev requirement; 20 forgets to square; 1537 omits the factor p(1 − p) = 0.25.

Further reading: Casella and Berger, Statistical Inference; Lehmann and Casella, Theory of Point Estimation; Rohatgi and Saleh, An Introduction to Probability and Statistics

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Statistical Inference I: EstimationThe full study manual, free ASRB NETFormat, sections and how it has changed

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Statistical Inference I: Estimation for other exams

GATE · IndiaIIT JAM · IndiaCUET-PG · IndiaIndian Statistical Institute admission tests · IndiaICAR AICE-JRF/SRF · IndiaCSIR-UGC NET · IndiaState statistical services · IndiaIndian Statistical Service Examination · India

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