6) Let X1,.. .,X/n be n independent observations taken from Np(fu, E) where is known Find...
Let X1,.-. , Xn ~ N(2, 1) be independent, where E R is unknown. (i) Show that X := -1X; is a minimum sufficient statistic. (ii) Show that X is a complete statistic.
Let X1, X2, . . . , Xn be a random sample of size n from a normal population with mean µX and variance σ ^2 . Let Y1, Y2, . . . , Ym be a random sample of size m from a normal population with mean µY and variance σ ^2 . Also, assume that these two random samples are independent. It is desired to test the following hypotheses H0 : σX = σY versus H1 : σX...
1. Let X1, X2 X denote the outcomes of a series of n independent trials, where each X is N(a,o). Assume we know that a 2. (a) Show that -(X,+X)/2 and pa-(X, +..+X0)/10 are unbiased estimators for- . (b) What are the MSE of the two estimators? (c) Given the following observations (from the N(5,22) distribution): 2.30, 11.07, 6.45, 4.87, 6.43, 4.59, 4.75, 7.98, 7.82, 7.83. What is the sample variance?
A2 Let X B(n,p) with known n. Then E(X) np and Var (X) np(1- p). Let p X be an estimator of p. a. If n is large (large enough np> 10 and n(1 - p)> 10), what is the (approximate) distri- bution of p? b. We talked in class that providing a confidence interval is "better" than a point esti- mate. Suppose X = 247 (247 successes) is observed in B(450, p) experiment. Suggest a 95% confidence interval for...
Let X1, X2, , xn are independent random variables where E(X)-? and Var(X) ?2 for all i = 1, 2, , n. Let X-24-xitx2+--+Xy variables. is the average of those random Find E(X) and Var(X).
Exercise 3.16: A sample of n independent observations is taken on a rv. X having a logarithmic series distribution, x=1, 2, EWT-0), , x In . Show that the MLE θ of θ where θ is an unknown parameter in the range (0,1) satisfies the equation e+ ž(1-0) ln(1-9-0, Fuercio ti tample mean. Find the asymptotie distribution oftå.
Exercise 3.16: A sample of n independent observations is taken on a rv. X having a logarithmic series distribution, x=1, 2, EWT-0),...
Please show every step, thank you.
Let Xi ~ N(μ, σ?), where ơỈ are known and positive for i-1, are independent. Let /- (a) Find the mean and variance of μ. (b) Compare μ to X,-n-Σί.i Xi as an estimator of μ. , n, and Xi, X, , E-1(1/o .m be the MLE of μ.
Let Xi ~ N(μ, σ?), where ơỈ are known and positive for i-1, are independent. Let /- (a) Find the mean and variance of μ....
8.7-11. Let Y1,Y2, ...,Yn be n independent random variables with normal distributions N(Bx;,02), where X],x2,...,xn are known and not all equal and B and 2 are unknown parameters (a) Find the likelihood ratio test for Ho: B = 0 against H: B+0. (b) Can this test be based on a statistic with a well-known distribution?
A sample of 1000 observations taken from the first population gave x1 = 290. Another sample of 1200 observations taken from the second population gave x2 = 396. a. Find the point estimate of p1 − p2. b. Make a 98% confidence interval for p1 − p2. c. Show the rejection and nonrejection regions on the sampling distribution of pˆ1 − pˆ2 for H0: p1 = p2 versus H1: p1 < p2. Use a significance level of 1%. d. Find...
Question 6 [15 marks] Let X1, X2,..., Xn be independent and identically distributed random vari- ables with common probability function ()p(1-p) m m-a ; x 0,1,. ., m otherwise 0 where m is known and p is unknown (a) Obtain the Sequential Probability Ratio Test of Ho p = po versus HA p P, where pi > po, with significance level 0.01 and power 0.95. Describe the test precisely; (b) For the case where po 3/8,pı = 1/2, m =...