3) Suppose X,,X,,X, (n > 1) is a random sample from Bernoulli distribution with Circle out...
l Exam.(Jan 15) Circle out your Class Mon& Wed or Mon.Evening 3) Suppose X,x,X, (n>1) is a random sample from Bernoulli distribution with p.mf. p(x)-p"(1-p)'",x= 0,1, , then follows ( ). BBinomial distribution B(n.p) D can not be determined. A Normal distribution N(np,np(1-p) Poisson distribution P(np)
3) SupposexxX () is a random sample from Bernoulli distribution wi Qwestlon pmL p(x) = p, (l-p)'-. , x-0,1, . then follows ( ). ndividual was cie ANormal distribution N(np,np(a-p) D Binomial distribution Bin.p) Dean not be determined. Poisson distribution P(np) (1). Fimd a,suc (2) Write out d uppose X~NCO,1) and Y-NC2.4), they are independent, then is incorrect. expected am X + Y-N(2, 5) X-Y-N(-2,5) ⓝPCY < 2) > 0.5 DVarx) Vary is a random sample from N(H, let x...
CPoisson can not be determined. distribution P(np) ) Suppose X~N(0,1) and YN(24), they are independent, then (is incorrect. DX+Y-N(2, 5) BP(Y <2)>0.5 -Y-N (-2,5) D Var(X) < Var(Y) 5) Suppose X,Xy..,X, (n>1) is a random sample from N(μ,02) , let-ly, is| then Var(x)- ( Instruction: The followins ass
Let X1, X2, .., Xn be a random sample from Binomial(1,p) (i.e. n Bernoulli trials). Thus, п Y- ΣΧ i=1 is Binomial (n,p). a. Show that X = ± i is an unbiased estimator of p. Р(1-р) b. Show that Var(X) X(1-X (п —. c. Show that E P(1-р) d. Find the value of c so that cX(1-X) is an unbiased estimator of Var(X): п
Question 3: A random variable X has a Bernoulli distribution with parameter θ є (0,1) if X {0,1} and P(X-1)-θ. Suppose that we have nd random variables y, x, following a Bernoulli(0) distribution and observed values y1,... . Jn a) Show that EIX) θ and Var[X] θ(1-0). b) Let θ = ỹ = (yit . .-+ yn)/n. Show that θ is unbiased for θ and compute its variance. c) Let θ-(yit . . . +yn + 1)/(n + 2) (this...
Exam.(Jan 15) Circle out your Class Mon&Wed or Mon.Evening /uestion 7. Suppose that Xi, distribution with the following p.d.f. Aio is a simple random sample from the , f(x8) 0x01,for0sxsi 0, otherwise where 0 0, a random sample of size 10 yields data 0.92 0.79 0.9 0.65 0.86 0.47 0.73 0.97 0.94 0.77 1) (6 points) Get the moment estimator of 0, and compute the estimate for this data; Page 8 of8 2) (O points) Get the maximum likelihood estimator...
Question 3: Bernoulli distribution (23/100 points) Consider a random sample X1,...,Xn from a Bernoulli distribution with unknown parameter p that describes the probability that Xi is equal to 1. That is, Bernoulli(p), i = 1, ..., n. (10) The maximum likelihood (ML) estimator for p is given by ÔML = x (11) n It holds that NPML BIN(n,p). (12) 3.a) (1 point) Give the conservative 100(1 – a)% two-sided equal-tailed confidence interval for p based on ÔML for a given...
Circle out your Class: Mon&Wed or Mon.Evening om Final Exam.(Jan 15) Question 7. Suppose that X,X2,. , X is a simple random sample fr distribution with the following p.d.f. 0-1 f(x,) 0, otherwise where θ > 0, a random sample of size 10 yields data 092 0.79 0.9 0.65 0.86 0.47 0.73 0.97 0.94 0.77 1) (6 points) Get the moment estimator of θ, and compute the estimate for this data,
4) Suppose a random variable X has theprobability distribution with a: o 1 -2 0 1 2 0.3 0.1 p 0.4 . then p - ,P(X2 22) = ,, and E(X) = - 5) Suppose X~Bin(10,0.4), Y-2X+5, then E(Y) = ,Var(Y) 6) Suppose X-NC-3,4) and Y~N(2,9), X and Y are independent, then Var(X-2Y)
7. Let X1,....Xn random sample from a Bernoulli distribution with parameter p. A random variable X with Bernoulli distribution has a probability mass function (pmf) of with E(X) = p and Var(X) = p(1-p). (a) Find the method of moments (MOM) estimator of p. (b) Find a sufficient statistic for p. (Hint: Be careful when you write the joint pmf. Don't forget to sum the whole power of each term, that is, for the second term you will have (1...