(i) Show that 15 (ii) Show that (X) 5/12 and E(Y) 5/8 3(1 - 2X2 +X4)...
7. (a) State Chebyshev's inequality and prove it using Markov's inequality. 151 (b) Let (2, P) be a probability space representing a random experiment that can be repeated many times under the same conditions, and let A S2 be a random event. Suppose the experiment is repeated n times. (i) Write down an expression for the relative frequency of event A 131 ) Show that the relative frequence of A converges in probability to P(A) as the number of repetitions...
1) Let X and Y be random variables. Show that Cov( X + Y, X-Y) Var(X)--Var(Y) without appealing to the general formulas for the covariance of the linear combinations of sets of random variables; use the basic identity Cov(Z1,22)-E[Z1Z2]- E[Z1 E[Z2, valid for any two random variables, and the properties of the expected value 2) Let X be the normal random variable with zero mean and standard deviation Let ?(t) be the distribution function of the standard normal random variable....
5. Let X1,X2, . , Xn be a random sample from a distribution with finite variance. Show that (i) COV(Xi-X, X )-0 f ) ρ (Xi-XX,-X)--n-1, 1 # J, 1,,-1, , n. OV&.for any two random variables X and Y) or each 1, and (11 CoV(X,Y) var(x)var(y) (Recall that p vararo 5. Let X1,X2, . , Xn be a random sample from a distribution with finite variance. Show that (i) COV(Xi-X, X )-0 f ) ρ (Xi-XX,-X)--n-1, 1 # J,...
Please answer all the parts neatly with all details. 3. Assume X1, X2,... are a sequence of i.i.d. random variables having finite first moment, that is, v = E(Xi oo. Let Yn = (|X1| .+ |Xn|)/n. (a) Show that Yn ->v in probability. (b) Show that E(Y,) -- v. (c) Show that E(|X, - /u|) -0 where u = E(X) 3. Assume X1, X2,... are a sequence of i.i.d. random variables having finite first moment, that is, v = E(Xi...
Dr. Beldi Qiang STATWOB Flotllework #1 1. Let X.,No X~ be a i.İ.d sample form Exp(1), and Y-Σ-x. (a) Use CLT to get a large sample distribution of Y (b) For n 100, give an approximation for P(Y> 100) (c) Let X be the sample mean, then approximate P(.IX <1.2) for n 100. x, from CDF F(r)-1-1/z for 1 e li,00) and ,ero 2Consider a random sample Xi.x, 、 otherwise. (a) Find the limiting distribution of Xim the smallest order...
May 21, 2019 R 3+3+5-11 points) (a) Let X1,X2, . . Xn be a random sample from G distribution. Show that T(Xi, . . . , x,)-IT-i xi is a sufficient statistic for a (Justify your work). (b) Is Uniform(0,0) a complete family? Explain why or why not (Justify your work) (c) Let X1, X2, . .., Xn denote a random sample of size n >1 from Exponential(A). Prove that (n - 1)/1X, is the MVUE of A. (Show steps.)....
1.(c) 2.(a),(b) 5. Let Xi,..., X, be iid N(e, 1). (a) Show that X is a complete sufficient statistic. (b) Show that the UMVUE of θ 2 is X2-1/n x"-'e-x/θ , x > 0.0 > 0 6. Let Xi, ,Xn be i.i.d. gamma(α,6) where α > l is known. ( f(x) Γ(α)θα (a) Show that Σ X, is complete and sufficient for θ (b) Find ElI/X] (c) Find the UMVUE of 1/0 -e λ , X > 0 2) (x...
σ2). 6. Suppose X1, Yİ, X2, Y2, , Xn, Y, are independent rv's with Xi and Y both N(μ, All parameters μί, 1-1, ,n, and σ2 are unknown. For example, Xi and Yi muay be repeated measurements on a laboratory specimen from the ith individual, with μί representing the amount of some antigen in the specimen; the measuring instrument is inaccurate, with normally distributed errors with constant variability. Let Z, X/V2. (a) Consider the estimate σ2- (b) Show that the...
2. Suppose X ~ N (μ,5). Find the asymptotic distribution of X(1-X) using A-methods. 3. Let X denote that the sample mean of a random sample of Xi,Xn from a distribution that has pdf Let Y,-VFi(x-1). Note that X = lari Xi- (a) Show that Mx(t) = (ca-tryM f(x) = e-z, x > 0. Find lim+oo My, (t)
C2.3 Let X and Y be random variables with finite variance, so that EX2o0 (i) Show that E(X) - (EX) E(X - EX)2, and hence that the variance of (ii) By considering (|XI Y)2, or otherwise, show that XY has finite expecta- (iii) Let q(t) = E(X + tY)2. Show that q(t)2 0, and by considering the roots of and EY2 < oo. X is always non-negative. tion the equation q(t) 0, deduce that