Here basic concept is to find inverse function, such that given
value of probability p which is P(), we can get
using
inverse function.
Q3. Find the quantile function F-1 for F(x)-1-x-α, x 〉 1
3. Suppose X ~ Beta(a, β) with the constants α, β > 0, Define Y- 1-X. Find the pdf of Y
3. A random variable X has probability density function f(x) (a-1)2-α for x > 1. (a) For independent observations In show that the log-likelihood is given by, (b) Hence derive an expression for the maximum likelihood estimate for α. (c) Suppose we observe data such that n 6 and Σ61 log(xi) 12. Show that the associated maximum likelihood estimate for α is given by α = 1.5.
Additional Problem 4. We say that mp is the pth quantile of the distribution function F if F(mp) = p, 0<p<1. Find mp for the distribution having the following density functions: (a) f(x) = 5e*r, x > 0. (b) f(x) = ir', 0 < x < 2. -1<r1
Question 12: Let X and Y have the joint probability density function Find P(X>Y), P(X Y <1), and P(X < 0.5)
.X, be an id sample from the distribution r >1 (a) Using this distribution, find Eflog(X) 0.
9. The distribution function of a random variable X is given by 0, for r<-1, F(x) = { 271 -1<x<1, 1, 2 > 1. Find (a) P(Z < X < }); (b) P(1<x< 2).
Find the inverse Laplace transform, f(t) of the function F(s)+ f(t) Points possible: 1 S > 3 Preview t>0 Enter an algebraic expression [more..]
2.5.9. The random variable X has a cumulative distribution function for xo , for xsO . for r>0 F(x) = z? 1 +x2 Find the probability density function of X.
2.5.9. The random variable X has a cumulative distribution function for xo , for xsO . for r>0 F(x) = z? 1 +x2 Find the probability density function of X.