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Student Notes To Accompany MS4214: STATISTICAL INFERENCE

Student Notes To Accompany MS4214: STATISTICAL INFERENCE

Student Notes To Accompany MS4214: STATISTICAL INFERENCE

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Example 2.6 (Radioactive Decay). In this classic set of data Rutherford and Geiger<br />

counted the number of scintillations in 72 second intervals caused by radioactive decay<br />

of a quantity of the element polonium. Altogether there were 10097 scintillations during<br />

2608 such intervals:<br />

Count 0 1 2 3 4 5 6 7<br />

Observed 57 203 383 525 532 408 573 139<br />

Count 8 9 10 11 12 13 14<br />

Observed 45 27 10 4 1 0 1<br />

The Poisson probability mass function with mean parameter θ is<br />

The likelihood function equals<br />

fX(x|θ) = θx exp (−θ)<br />

.<br />

x!<br />

L(θ) = � θ xi exp (−θ)<br />

xi!<br />

The relevant mathematical calculations are<br />

= θ� xi exp (−nθ)<br />

� .<br />

xi!<br />

ℓ(θ) = (Σxi) ln (θ) − nθ − ln [Π(xi!)]<br />

S(θ) =<br />

⇒ ˆ θ =<br />

� xi<br />

θ<br />

� xi<br />

n<br />

− n<br />

= ¯x<br />

I(θ) = Σxi<br />

> 0,<br />

θ2 ∀ θ<br />

implying ˆ θ is MLE. Also E( ˆ θ) = � E(xi) = 1 �<br />

θ = θ, so θˆ is an unbiased estimator.<br />

� Var(xi) = 1<br />

Next Var( ˆ θ) = 1<br />

n2 nθ and I(θ) = E[I(θ)] = n/θ = (Var[ˆ θ]) −1 implying<br />

that ˆ θ attains the theoretical CRLB. It is always useful to compare the fitted values<br />

from a model against the observed values.<br />

i 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14<br />

Oi 57 203 383 525 532 408 573 139 45 27 10 4 1 0 1<br />

Ei 54 211 407 525 508 393 254 140 68 29 11 4 1 0 0<br />

n<br />

+3 -8 -24 0 +24 +15 +19 -1 -23 -2 -1 0 -1 +1 +1<br />

The Poisson law agrees with the observed variation within about one-twentieth of its<br />

range. �<br />

23

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