Let Y be a random variable with p.d.f. ce-4y for y ≥ 0.
(a) Determine c.
(b) What is the mean, variance, and squared coefficient of variation of Y where the squared
coefficient of variation of Y is defined to Var(Y )/(E[Y ])2?
(c) Compute Pr{Y < 5}.
(d) ComputePr{Y >5|Y >1}.
(e) What is the 0.7 quantile (or 70th percentile) where the 0.7 quantile is the point q such that Pr{Y > q} = 0.7?
Let Y be a random variable with p.d.f. ce-4y for y ≥ 0. (a) Determine c....
6. Let Y be a random variable with p.d.f. ce-4y for y20 (a) Determine c. (b) What is the mean, variance, and squared coefficient of variation of Y where the squared coefficient of variation of Y is defined to Var(Y)/(E[Y)2? (c) Compute PríY < 5) (d) Compute PrY >5 |Y>1) (e) What is the 0.7 quantile (or 70th percentile) where the 0.7 quantile is the point q such that Pr(Y > q} 0.7?
6. Let Y be a random variable with p.d.f. ce4y for y 2 0 (a) Determine c. (b) What is the mean, variance, and squared coefficient of variation of Y where the squared coefficient of variation of Y is defined to Var(Y)/(E[Y])2? (c) Compute PríY <5) (d) Compute PríY >5 Y >1) (e) What is the 0.7 quantile (or 70th percentile) where the 0.7 quantile is the point q such that PriY >
show steps thank you . Additional Problem 6. Let X be a continuous random variable with pdf f(x) = (z + 1), -1 x 2. (a) Compute E(X), the mean of X. (b) Compute Var(X), the variance of X (c) Find an expression for Fx(), the edf of X. (d) Calculate P(X > 0). (e) Compute the mean of Y, where Y (f) Find mp, the pth quantile of X X-1 X+1
Suppose the c.d.f. of X is F(t) 3 for 0<t< (a) What is F(5)? (b) What is F(-5)? (c) Compute the p.d.f of X. (d) Compute the mean of X (e) Compute the variance of X. (f) Compute the standard deviation of X (g) Compute the squared coefficient of variation of X.
Additional Problem 3. If X is a continuous random variable having cdf F, then its median is defined as that value of m for which F(m) = 0.5. Find the median for random variables with the following density functions (a) f(r)-e*, x > 0 (c) f(x) 6r(1-x), 1. Additional Problem 6. Let X be a continuous random variable with pdf (a) Compute E(X), the mean of X (b) Compute Var(X), the variance of X. (c) Find an expression for Fx(r),...
Let X ~ N(0, 1) and let Y be a random variable such that E[Y|X=x] = ax +b and Var[Y|X =x] = 1 a) compute E[Y] b) compute Var[Y] c) Find E[XY]
6. Let Y be a continuous random variable with probability density function Oyo-1, for 0< y< k; f(y) 0, otherwise, where 0 > 1 and k > 0. (a) Show that k = 1. (b) Find E(Y) and Var(Y) in terms of 0. (c) Derive 6, the moment estimator of 0 based on a random sample Y1,...,Y. (d) Derive ô, the maximum likelihood estimator of 0 based on a random sample Y1,..., Yn. (e) A random sample of n =...
For a random walk with random starting value, let Y, Yoterter-1e for t > 0, where Yo has a distribution with mean μ0 and variance σό . Suppose fur- ther that Yo, et.., e are independent. (a) Show that E(Y) Ho for all t. (b) Show that Var(,) = tơ24 (c) Show that Cody, Y.) = min(t, s) + 05, , lienee , that cov ( var (it) and (d) Show that Corr(,) = 1 for 0st s s.
1. Let Xi,..., Xn be a random sample from a distribution with p.d.f. f(x:0)-829-1 , 0 < x < 1. where θ > 0. (a) Find a sufficient statistic Y for θ. (b) Show that the maximum likelihood estimator θ is a function of Y. (c) Determine the Rao-Cramér lower bound for the variance of unbiased estimators 12) Of θ
5. Let X be a Poisson random variable with parameter λ = 6, and let Y = min(X, 12). (a) What is the p.m.f. of X? (b) What is the mean of X? (c) What is the variance of X? (d) What is the p.m.f. of Y? (e) Compute EY