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Part CCSIR NET December 2025check-the-actual-alpha-and-alpha-squared-coefficients-arithmetic-not-just-that-a-contrast-looks-symmetric

Check the actual alpha and alpha squared coefficients arithmetic not just that a contrast looks symmetric

Let X1,X2,,Xn(n>5)X_{1},X_{2},\dots,X_{n} (n>5) be independent random variables such that Xt=α+α2t+εtX_{t}=\alpha+\alpha^{2}t+\varepsilon_{t}, for t=1,…,n, where ε1,ε2,,εn\varepsilon_{1},\varepsilon_{2},\dots,\varepsilon_{n} are independent and identically distributed N(0,σ2)N(0,\sigma^{2}) random variables. Here αR\alpha\in\mathbb{R} and σ>0\sigma>0 are unknown parameters. Which of the following statements are true?

  1. A.(X1,X2,,Xn)(X_{1},X_{2},\dots,X_{n}) is a sufficient statistic for (α,σ)(\alpha,\sigma)
  2. B.(tXt,t(\sum{}t X_{t}, \sum{}t tXt,tt2Xt2)_{t}, \sum{}t t^{2}X_{t}^{2}) is a jointly minimal sufficient statistic for (α,σ)(\alpha,\sigma)
  3. C.X4X3X2+X1X_{4}-X_{3}-X_{2}+X_{1} is an ancillary statistic
  4. D.(X4+X1X2X3)/(X5+X2X3X4)(X_{4}+X_{1}-X_{2}-X_{3})/(X_{5}+X_{2}-X_{3}-X_{4}) is an ancillary statistic

You have the answer. Trap Analysis is why the other three were written.

Not a worked solution repeated four times — the specific reasoning error each wrong option was built to reward.

See pricing

50 are analysed free — try those first.

Related counterexample: A sufficient statistic is complete

More on this topic

The chapter behind this: Sufficiency, completeness and the UMVUE machine — free to read

From EstimationSufficiency, completeness, UMVUE, Cramér–Rao

Last revised . Found a mistake? Tell us — corrections are the fastest thing we act on.

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