estimation exam [best of]

Yesterday, I received a few copies of our CRC Press Handbook of Mixture Analysis, while grading my mathematical statistics exam 160 copies. Among the few goodies, I noticed the always popular magical equality

E[1/T]=1/E[T]

that must have been used in so many homeworks and exam handouts by now that it should become a folk theorem. More innovative is the argument that E[1/min{X¹,X²,…}] does not exist for iid U(0,θ) because it is the minimum and thus is the only one among the order statistics with the ability to touch zero. Another universal shortcut was the completeness conclusion that when the integral

\int_0^\theta \varphi(x) x^k \text{d}x

was zero for all θ’s then φ had to be equal to zero with no further argument (only one student thought to take the derivative). Plus a growing inability in the cohort to differentiate even simple functions… (At least, most students got the bootstrap right, as exemplified by their R code.) And three stars to the student who thought of completely gluing his anonymisation tag, on every one of his five sheets!, making identification indeed impossible, except by elimination of the 159 other names.

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