Paper 1, Section II, 29 K29 \mathrm{~K}

Principles of Statistics | Part II, 2018

A scientist wishes to estimate the proportion θ(0,1)\theta \in(0,1) of presence of a gene in a population of flies of size nn. Every fly receives a chromosome from each of its two parents, each carrying the gene AA with probability (1θ)(1-\theta) or the gene BB with probability θ\theta, independently. The scientist can observe if each fly has two copies of the gene A (denoted by AA), two copies of the gene BB (denoted by BB) or one of each (denoted by AB). We let nAA,nBBn_{\mathrm{AA}}, n_{\mathrm{BB}}, and nABn_{\mathrm{AB}} denote the number of each observation among the nn flies.

(a) Give the probability of each observation as a function of θ\theta, denoted by f(X,θ)f(X, \theta), for all three values X=AA,BBX=\mathrm{AA}, \mathrm{BB}, or AB\mathrm{AB}.

(b) For a vector w=(wAA,wBB,wAB)w=\left(w_{\mathrm{AA}}, w_{\mathrm{BB}}, w_{\mathrm{AB}}\right), we let θ^w\hat{\theta}_{w} denote the estimator defined by

θ^w=wAAnAAn+wBBnBBn+wABnABn.\hat{\theta}_{w}=w_{\mathrm{AA}} \frac{n_{\mathrm{AA}}}{n}+w_{\mathrm{BB}} \frac{n_{\mathrm{BB}}}{n}+w_{\mathrm{AB}} \frac{n_{\mathrm{AB}}}{n} .

Find the unique vector ww^{*} such that θ^w\hat{\theta}_{w^{*}} is unbiased. Show that θ^w\hat{\theta}_{w^{*}} is a consistent estimator of θ\theta.

(c) Compute the maximum likelihood estimator of θ\theta in this model, denoted by θ^MLE\hat{\theta}_{M L E}. Find the limiting distribution of n(θ^MLEθ)\sqrt{n}\left(\hat{\theta}_{M L E}-\theta\right). [You may use results from the course, provided that you state them clearly.]

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