Help PLEASE! 5. Find M.M.E for the parameter 0 There are 3 observations, X1 = 0.1,...
Help PLEASE!
4. Find M.L.E for the parameter 0 There are 3 observations, X, = 0.1, X2 = 0.5,X3 = 0.8 2 2x f(x) = -22, 0<x<e
Help PLEASE!
3. Find M.M.E for the parameter 0 There are 3 observations, X1 3(1-0) = 1,X2 2,X3 = 1 20 P(X1 1) = P(X1 2) = 3 - e 3-0
Help PLEASE!
2. Find M.L.E for the parameter 0 There are 3 observations, X1 = 1,X2 = 2,X3 = 1 3(1-0) 20 3-0 , P(X1 = 2) = - 3 - 0
Let x be an arithmetic brownian motion starting from 0 with
drift parameter 0.2
Let X-(Xt ,0 < t < 1} be an arithmetic Brownian motion starting from 0 with drift parameter μ-0.2 and variance parameter ơ2-0.125. 1. Calculate the probability that X2 is between 0.1 and 0.5 2. Given that X 0.6, find the probability that X2 is between 0.1 and 0.5 3. Given that Xi- 0.2, find the covariance between X2 and X3
3. Let {X1, X2, X3, X4} be independent, identically distributed random variables with p.d.f. f(0) = 2. o if 0<x< 1 else Find EY] where Y = min{X1, X2, X3, X4}.
3. Le t X1, X2 and X3 be a random sample of size n = 3 fron the exponential dist ribu- tion with pdf Find a. P(0.2 < Xi < 1,0.2< X2 < 1.5,0.25 < X < 0.8) f(r) = 4e-41 0 < x < oo. b. E[2560X1(X2-0.25尸(Xa-025n
Let X-(Xt ,0 < t < 1} be an arithmetic Brownian motion starting from 0 with drift parameter μ-0.2 and variance parameter ơ2-0.125. 1. Calculate the probability that X2 is between 0.1 and 0.5 2. Given that X 0.6, find the probability that X2 is between 0.1 and 0.5 3. Given that Xi- 0.2, find the covariance between X2 and X3
3. Let (X1, X2) have the joint p.d.f 1 if 0 <1,0 < <1 f(1, ) else Find P(X1X2 < 0.5)
3 from the exponential distribu- Let X1,ng and tion with pdf be a randon sample of size n f(x) -4e-4x, 0 < x < oo. Find a. P(0.2< X1,0.2< X2 < 1.5,0.25< X3< 0.8) b. E[2560X1 (X2-0.25)"(Xy-0.25判·
Please do by hand. Thanks in advance.
5. Let X1 and X2 have joint pdf f(x1, x2) = 4xı, for 0 < x < x2 < l; and 0 otherwise. Find the pdf of Y = X/X2. (Hint: First find the joint pdf of Y and Y2 = X1.)