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Examen statistiques Doc.non.autotisés N b . p a g e s8 DrLrée1H30
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Nom; Pr'énom: , N' Inscription:
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Exercice 1 : Soit X1,..,XN un échantillonde v.a i.i.cl de nêne loi que X. oir X aclmetporrr tleusité
de probabilité /(r, o2) définie par. ;
- / -2\
J \ a . t ' t , r t e r n\ - i v ) s ir Z 0
1) On admetque E(X) : o\/t et V(X) : (+) o2 Déduile_B(X2)
\N
t_\ -)
)
it*rfpq.l,;\-ar-tlÀ
t(
fi\\r v(xt) = \C\ Vô\^ t"è*
)^.,i.l sr-L" ) .
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++++++++++ ++++++++++++ Nelienécrire rcr+++++++++++++++++++++++++++
++++++++++++ +++ +++ +++ +++++ +++ ++ ++++ ++ ++ +++++ ++ +++ ++++++++++ ++++ i
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++++++++++++++++++++++++A découperici+++++++++++t+++++++++++++
J
3) L'eètimateur o21,1y est il efficace au sens de Ia bo::le de Cramer Rao ? |
Exercice 2 Soit X1, .., X1r un éch:rntillonde v.a i.i.d de nrême loi que X, oùrX admet la loi uniforrrre
UlA,0l. OndésirrgeparX1r;:Mi,n{Xt,...,X,ry}etparX1rvl:À,1a2{Xr....,XN}.
^ - .'* g f è,È1 :) . --
''
*(.'.\ ^\=
€e
c
J| - . . .s> O.sx rl'i
+;
rs\ C\.'^ oi
c--) e> R.-r ( h.sxni,-ni^u)
-
zۈ S2 \\*r ( xr'\ * xtnrl'
z
+ ++++++++ ++ + ++++-r- + +++ ++++++ + -1,-1 +++++ -r-+ -t,++++ ++++++++++++++-t-+++
+ + + + + + + + + + ++ + + ++ + + l -- l - +
+ ++ + + + N el i < .ér rcrl i l iet :tr* * - F * * * f + + + + + + + + - t - + + + + + + + +
++++++++++++++++++++++++++-.1- -F+++t-++++++++++++++++ +++++++++++++++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++++++++++++++++++++++++AdécoLrper ici++++-l-++++++++++++++++++++
u )..
2/ Déternriner'I'est,inrltenr'01r'nIpal la.niétlro<leclesnrorrerrtscle d.
-Èsi+*---".s--
€er--^L= â",L (= 0o^*^-.J. +\ "-.*'- {/,
+
ov sr\ o.^ cÂk-,L v-lxl_: $' = ,
}}""" $
(t
Écx) = o\
Ç'l:1-t
Fr'
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+ + + + + + + + + + + + + + + + + + + + + + + +N
+ el i ( rénc | i ri c- ei+ + + + + + + + + + + + + + + + + + + + + + + +
++++++++++++++++++++++++++++ +++++++++++++++++++++++++++++++++++
l
++++++++++++++++++++++++++++ ++++++++++++++ +++ ++++++++++++++++++
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++++++++++++++++++++++++A décorLpel ici+++++++++++++++++++++++++
- _ \ _ _r-\t l _ ( _r ) N rtil Xæ (_ 6 - etr
r l--
ljl- X^r 4N ) -ôaç
J/ \L c_,16
4r- X l-^sr^e r =)
b) DerLxièmeméthocle
,{ .l
!u-'\S- ^, ecr,*n,-,\.e!e\
6-
q-
Sq-.1
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ii -_. g,_".)a
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Q.'-ù gu
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1 1 0: r ' € { 0 . 5 } c o n i l eH l : r € { 1 . 2 . 3 . 4 }
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Jl__ ^ _4o
3) CalcLrlezla lotrctiorril* 1,,,i*ru.tr.r,
rhi tàiî rrrusirltir'é
si le tiltrge est fàit ar,errxjllrisc. Q(\\\/ q,\.
(.g-Èe ( ,\e ,rs.rSr( Ar2W
-{ cr- \ S- rt
3f
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