Let Use Exercise 23 (attached question & answer) to show that
Let Use Exercise 23 (attached question & answer) to show that X ~ Bln,p). EX2 =...
1. Suppose that X, X, X, are iid Berwulli(p),0 <p<1. Let U. - x Show that, U, can be approximated by the N (np, np(1-P) distribution, for large n and fixed <p<1. 2. Suppose that X1, X3, X. are iid N ( 0°). Where and a both assumed to be unknown. Let @ -( a). Find jointly sufficient statistics for .
Please all thank you Exercise 25: Let f 0,R be defined by f(x)-1/n, m, with m,nENand n is the minimal n such that m/n a) Show that L(f, P)0 for all partitions P of [0, 1] b) Let mE N. Show that the cardinality of the set A bounded by m(m1)/2. e [0, 1]: f(x) > 1/m) is c) Given m E N construct a partition P such that U(f, Pm)2/m. d) Show that f is integrable and compute Jo...
5. Let X > 0 be a random variable with EX = 10 and EX2 = 140. a. Find an upper bound on P(X > 14) involving EX using Markov's inequality. b. Modify the proof of Markov's inequality to find an upper bound on P(X > 14) in- volving EX? c. Compare the results in (a) and (b) above to what you find from Chebyshev's inequality.
(n) 6. Let X ~ Binomial (n,p). Prove that a. Ex=0 (6)p*(1 – p)n-* = ... = 1 b. E[X] = 21-0 x()p*(1 - 2)^-^ = = mp c. Var[X] = x=0x2 (1)p*(1 – p)n-x – (np)2 = ... = np(1 – p) d. My(t) = ... = (pet + 1 - p)n
Exercise 25: Let f: [0,1R be defined by x=0 fx)/n, m/n, with m, n E N and n is the minimal n such that z m/n x- m/n, with m,n E N and n is the minimal n such that x a) Show that L(f, P) = 0 for all partitions P of [0, 1]. b) Let m E N. Show that the cardinality of the set A :-{х є [0, 1] : f(x) > 1/m} is bounded by m(m...
7. Let X be a binomial random variable following 16P{X = 1} = 4Var(X) = E(X). Find E(X). b(np), 0 < p < 1 such that, [8 marks) 2 probabilitar 5 phe
Let X be random variable with the binomial distribution with parameters n and 0 < p < 1. (1) Show that (P(X = x) / P(X = x -1)) - 1 = np + (p - x)) / (x(1-p)) for any 1 ≤ x ≤ n. (2) Show that when 0 ≤ x < (n + 1)p , P(X = x) is an increasing function x and for (n + 1)p < x ≤ n, P(X = x) is a...
3. (8 pt, 2 each) (Ross) Let X be a random variable taking values in the finite interval 0, c]. You may assume that X is discrete, though this is not necessary for this problem (a) Show that EX c and EX2 cEX (b) Use the inequalities above to show that Var(X) <c2[u(1-u)] u=EXE[0, 1]. where (e) Use the result of part (b) to show that Var(cx) se/ (d) Use the result in (c) to bound the variance of a...
Question 34 In the exercise below, let U = {x|XE N and x < 10} A = {x|x is an odd natural number and x < 10} B = {x|x is an even natural number and x < 10} C = {x|x € N and 3 <x<5} Find the set. Во С {4} {1, 2, 3, 4, 5, 6, 7, 8, 9} {2, 4, 6, 8, 10} {1, 2, 3, 4, 5, 6, 7, 8, 9, 10)
Exercise 5.23. Let (Xn)nz1 be a sequence of i.i.d. Bernoulli(p) RVs. Let Sn -Xi+Xn (i) Let Zn-(Sn-np)/ V np (1-p). Show that as n oo, Zn converges to the standard normal RV Z~ N(0,1) in distribution. (ii) Conclude that if Yn~Binomial(n, p), then (iii) From i, deduce that have the following approximation x-np which becomes more accurate as n → oo.