Just Question 2
1. Let xn 2 п a) To what value x does xn Converge? - |xn-xl 0.1 x2-x0.005. lxn-x10-6. |xn-xE b) Find the smallest no such that n > no c) Find the smallest no such that n > no d) Find the smallest no such that n > no e) Find the smallest no such that n > no = 1 (-0.1)" Хn 2. Repeat problem 1 for
7. Let X1,... , Xn be iid based on f(x; 6) -22e-z?/e where x > 0. Show that θ=-yx? is efficient
1 Let X1,..., Xn be iid with PDF x/e f(x;0) ',X>0 o (a) Find the method of moments estimator of e. (b) Find the maximum likelihood estimator of O (c) Is the maximum likelihood estimator of efficient?
2. Let X 1, , Xn be iid from the distribution modeled by 8-2 fx (1:0)-(9. θ):r"-"(1-2) dr where 0 < x < 1 and θ > 1 Find the MME (method of moments estimate/estimator) for 0
7 7. Let Xi, . . . , xn be iid based on f(x:0) = 2x e-x2/0 where x > 0, Show that θ =「X 2 is 2-1 efficient.
Let X, Y be two independent exponential random variables with means 1 and 3, respectively. Find P(X> Y)
(a) For what value of x does f(x) = g(x)? (b) For which values of x is f(x) >g(x)? For every x in the interval f(x)>g(x). (Type your answer in interval notation.) In parts (a) and (b), use the given figure. (a) Solve the equation: f(x) = g(x). (b) Solve the inequality f(x) > g(x). у y = g(x) y = f(xN (-9,7)
Let X1, X2, ..., Xn be a random sample from a Gamma( a , ) distribution. That is, f(x;a,0) = loga xa-le-210, 0 < x <co, a>0,0 > 0. Suppose a is known. a. Obtain a method of moments estimator of 0, 0. b. Obtain the maximum likelihood estimator of 0, 0. c. Is O an unbiased estimator for 0 ? Justify your answer. "Hint": E(X) = p. d. Find Var(ë). "Hint": Var(X) = o/n. e. Find MSE(Ô).
Problem 3 Let Xi, X2,... , Xn be a sequence of binary, i.i.d. random variables. Assume P (Xi 1) P (Xi = 0) = 1/2. Let Z be a parity check on seluence Xi, X2, ,X,, that is, Z = X BX2 e (a) Is Z statistically independent of Xi? (Assume n> 1) (b) Are X, X2, ..., Xn 1, Z statistically independent? (c) Are X, X2,.., Xn, Z statistically independent? (d) Is Z statistically independent of Xi if P...
6. Let X1, X2,.. , Xn denote a random sample of size n> 1 from a distribution with pdf f(x; 6) = 6e-8, 0<x< 20, zero elsewhere, and 0 > 0. Le Y = x. (a) Show that Y is a sufficient and complete statistics for . (b) Prove that (n-1)/Y is an unbiased estimator of 0.