00:01
Hello students in the first question we have given that the random variable x1 x2 xn follows the exponential distribution with parameter theta.
00:10
So that means we have xi follows exponential distribution with parameter theta and i is from 1 to n then by using that we have to derive 1 minus alpha into 100 % approximate confidence interval for the parameter theta.
00:28
Now the pdf of x is given by f of x that is equal to theta into e raised to minus theta x and x is greater than 0.
00:39
Now by using this we can find the likelihood function that is l which is the product of the pdf.
00:48
So product i from 1 to n f of xi and that is equal to theta raised to n into e raised to minus theta into summation of xi.
01:01
Now here by taking the partial differentiation with respect to theta that is daba of daba theta of log of l is equal to daba of daba theta of n of log of theta minus theta of summation of xi.
01:21
Now this is equal to n into daba of daba theta of log of theta is 1 by theta.
01:27
So this is n by theta minus daba of daba theta of theta is 1.
01:33
So this is only summation of xi and that is equal to n divided by theta minus n into x bar which is equal to n into bracket 1 divided by theta minus x bar.
01:48
Now again differentiating this with respect to theta.
01:52
So that means we are taking the double differentiation.
01:56
So this is minus daba square divided by daba theta square log of l is equal to n divided by theta square and which implies variance of daba of daba theta of log of l and that is equal to expected value of minus daba square divided by daba theta square of log of l and that is equal to n divided by theta square.
02:30
Now, hence for the large samples, we will get hence for large samples z that is the standard normal variable is equal to n into 1 divided by theta minus x bar divided by square root of n divided by theta square and it follows the standard normal distribution.
03:00
That means normal with parameter 0 comma 1 and this implies square root of n into 1 minus theta x bar.
03:09
It follows normal 0, 1.
03:13
Hence 95 % confidence limits or confidence interval for theta is given by so this is probability of minus 1 .96 is less than or equal to square root of n into 1 minus theta x bar and that is less than or equal to 1 .96 which is equal to 0 .95 then square root of n into 1 minus theta x bar.
03:44
It is less than or equal to 1 .96 and that implies 1 minus 1 .96 divided by square root of n into 1 divided by x bar and that is less than or equal to theta...