Let x1,..., Tn be a variable measured for units in a sample with sample variance given...
3. Let X1, . . . , Xn be iid random variables with mean μ and variance σ2. Let X denote the sample mean and V-Σ,(X,-X)2 a) Derive the expected values of X and V b) Further suppose that Xi,...,Xn are normally distributed. Let Anxn - ((a) be an orthogonal matrix whose first row is (mVm Y = (y, . . . ,%), and X = (Xi, , Xn), are (column) vectors. (It is not necessary to know aij for...
May 21, 2019 R 3+3+5-11 points) (a) Let X1,X2, . . Xn be a random sample from G distribution. Show that T(Xi, . . . , x,)-IT-i xi is a sufficient statistic for a (Justify your work). (b) Is Uniform(0,0) a complete family? Explain why or why not (Justify your work) (c) Let X1, X2, . .., Xn denote a random sample of size n >1 from Exponential(A). Prove that (n - 1)/1X, is the MVUE of A. (Show steps.)....
(Econometrics) 1. Consider the simple linear model and let Z, be a binary instrumental variable for X,. Show that the IV estimator β1JV for A can be written as I X1-Xo where Yo and Xo are the sample averages of Y, and X, over the part of the sample with Zi = 0, and Yi and Xi are the sample averages of Yand Xi over the part of the sample with Zi = 1.
Exercise 5 (Sample variance is unbiased). Let X1, ... , Xn be i.i.d. samples from some distribution with mean u and finite variance. Define the sample variance S2 = (n-1)-1 _, (Xi - X)2. We will show that S2 is an unbiased estimator of the population variance Var(X1). (i) Show that ) = 0. (ii) Show that [ŠX – 1908–) -0. ElCX –po*=E-* (Šx--) == "Varex). x:== X-X+08 – ) Lx - X +2Zx - XXX - 1) + X...
6. Let X1, . . . , Xn denote a random sample (iid.) of size n from some distribution with unknown μ and σ2-25. Also let X-(1/ . (a) If the sample size n 64, compute the approximate probability that the sample mean X n) Σηι Xi denote the sample mean will be within 0.5 units of the unknown p. (b) If the sample size n must be chosen such that the probability is at least 0.95 that the sample...
question5 and the variance of the sample mean X? e 800, 25 800, 2.5 o 0,1 o 0,2.5 QUESTION 5 Let Xi, X., In be a random sample from a population that is distributed accordingly to a discrete mass function (r). Denote E(X)= ?, the popu- lation mean.Consider an estimator for the population mean-??? ax. where ??-lai-1. What is E(0)? e+1 0 QUESTION Let Yi. Y... , be a raudom sample from a popnlation that is normally ted with ulíknowli...
1. Let X1, ..., Xn be random sample from a distribution with mean y and variance o2 < 0. Prove that E[S] So, where S denotes sample standard deviation. 10 points
3. Let Xi, . . . , Xn be iid randoln variables with mean μ and variance σ2. Let, X denote the sample mean and V-Σ, (X,-X)2. (a) Derive the expected values of X and V. (b) Further suppose that Xi,-.,X, are normally distributed. Let Anxn ((a)) an orthogonal matrix whose first rOw 1S be , ..*) and iet Y = AX, where Y (Yİ, ,%), ard X-(XI, , X.), are (column) vectors. (It is not necessary to know aij...
3. Let {x1, x2,...,xn} be a list of numbers and let ¯ x denote the average of the list. Let a and b be two constants, and for each i such that 1 ≤ i ≤ n, let yi = axi + b. Consider the new list {y1,y2,...,yn}, and let the average of this list be ¯ y. Prove a formula for ¯ y in terms of a, b, and ¯ x. 4. Let n be a positive integer. Consider...
Let X1, X2, ..., X48 denote a random sample of size n = 48 from the uniform distribution U(?1,1) with pdf f(x) = 1/2, ?1 < x < 1. E(X) = 0, Var(X) = 1/3 Let Y = (Summation)48, i=1 Xi and X= 1/48 (Summation)48, i=1 Xi. Use the Central Limit Theorem to approximate the following probability. 1. P(1.2<Y<4) 2. P(X< 1/12)