Let xi, 1-1,2 1,50 be independent random variables each being uniformly distributed over the interval (0.1)...
Let X and Y be independent random variables uniformly distributed on the interval [1,2]. What is the moment generating function of X + 2Y? Let X and Y be independent random variables uniformly distributed on the interval [1,2]. What is the moment generating function of X + 2Y?
2. Let Xi, X2,...,Xn be independent, uniformly distributed random variables on the interval 0,e (a) Find the pdf of X(), the jth order statistic. b) Use the result from (a) to find E(X)). the mean difference between two successive order statistics (d) Suppose that n- 10, and X.. , Xio represent the waiting times that the n 10 people must wait at a bus stop for their bus to arrive. Interpret the result of (c) in the context of this...
Let Y_(1) and Y_(2) be independent and uniformly distributed random variables over the interval (0,1). Find P(2 Y_(1)<Y_(2)).
4.3. Let X and Y be independent random variables uniformly distributed over the interval [θ-, θ + ] for some fixed θ. Show that W X-Y has a distribution that is independent of θ with density function for lwl > 1.
5. (4 points) Let X1, X2, be independent random variables that are uniformly distributed on [-1,1] Show that the sequence Yi,Y2, converges in probability to some limit, and identity the limit, for each of the following cases: (a) Yn = max Xi, , xn (this is similar to an example from class). (c) Yn = (Xn)"
D. Let Xi, X2,. be independent random variables from a uniform distribution over the interval [0, 1]. Prove that the sequence X+XX. converges in probability and find the limit
Let Xi, 1-1,2, , be independent Bernoulli() random variables and let Y,-ל 1-Xi. Use the delta method to find the limiting distribution of g(%)-YAI-%), for p # 2. 1
Let Xi, X2,... , Xn denote independent and identically distributed uniform random variables on the interval 10, 3β) . Obtain the maxium likelihood estimator for B, B. Use this estimator to provide an estimate of Var[X] when r1-1.3, x2- 3.9, r3-2.2
3. (a) (5 points) Let Xi,... be a sequence of independent identically distributed random variables e of tnduqendent idente onm the interval (o, 1] and let Compute the (almost surely) limit of Yn (b) (5 points) Let X1, X2,... be independent randon variables such that Xn is a discrete random variable uniform on the set {1, 2, . . . , n + 1]. Let Yn = min(X1,X2, . . . , Xn} be the smallest value among Xj,Xn. Show...
Рroblem 5. Let X1. X2,.. be independent random variables that are uniformly distributed over [-1.1. Show that the sequence Yı , V2.... converges in probability to some limit, and ident ify the limit, for each of the following cases: (а) Ү, Хn/п. n