Chapter 4
Past examination paper

What follows is a full Mathematical Statistics final examination, worked throughout. Six questions are set and five are to be answered, in three hours — so a little over half an hour a question, which is worth knowing before you start.

Read each question, put the notes away, and write your own answer before opening the solution. A worked paper read passively teaches almost nothing; the same paper attempted first is the best preparation there is.

Note 4.0.1. One misprint is carried over from the source paper and corrected where it occurs: in Question 3(c) the stated support \(x=0,1,2,\ldots \) makes the probabilities sum to \(\frac {1}{1-\theta }\) rather than \(1\). The intended support is \(x=1,2,3,\ldots \)