Counting tanks from serial numbers
An army numbers its tanks , with unknown. Four tanks are captured, a uniform random sample without replacement, and their serial numbers are 19, 40, 42 and 60.
Using the sample maximum , find the value of the unbiased estimator of of the form .
Fractions, decimals with at least 3 significant digits, and expressions such as sqrt(2)/2, e^-1 or pi/4.
Find as a function of and the sample size . The probability that is .
The answer to the first hint is . Solve for .
h
s Shown after a correct answer. Revealing it first marks the problem as seen, not solved.
Idea. The largest serial seen is too small on average: the true maximum is at least as large. Compute how much too small, then correct for it.
Step 1: the mean of the maximum. With tanks drawn, . Using and ,
Step 2: unbias. Solving for gives the unbiased estimator
Step 3: the data. With and :
Intuition. The four serials split into gaps, and on average the gap above the maximum is as long as the others: about . So the estimate adds one average gap to the maximum.
The trap. The maximum likelihood estimate is itself, which can only underestimate . Among unbiased estimators, has the smallest variance.