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Problem 4.12 & Problem 4.14 ?
4.12 Suppose y is N4(u, 2), where 8 9 -3...
Could I grab some help on problem 2? Thank you 2. Suppose Yi, Yn are iid...
Could I grab some help on problem 2? Thank you
2. Suppose Yi, Yn are iid normal random variables with normal distribution with unknown mean and variance, μ and ơ2. Let Y ni Y. For this problem you may not assume that n is large. n (a) What is the distribution of Y? (b) What is the distribution of Z = (yo)' + ( μ)' + (⅓ュ)? (o) What is the distribution of ta yis (d) What is the distribution...
3. Suppose that Yi and 2 are continuous random variables with joint pdf given by and...
3. Suppose that Yi and 2 are continuous random variables with joint pdf given by and zero otherwise, for some constant c >。 (a) Find the value of c. (b) Are Yi and Y2 independent ? Justify your answer. (c) Let Y = Yi + ½. compute the probability P(Y 3). (d) Let U and V be independent continuous random variables having the same (marginal) distri- 3 MARKS 1 MARK 3 MARKS bution as Y2. Identify the distribution of random...
2. [x] Suppose that Y1, Y2, Y3 denote a random sample from an exponential distribution whose...
2. [x] Suppose that Y1, Y2, Y3 denote a random sample from an exponential distribution whose pdf and cdf are given by f(y) = (1/0)e¬y/® and F(y) =1 – e-y/0, 0 > 0. It is also known that E[Y;] = 0. ', y > 0, respectively, with some unknown (a) Let X = min{Y1,Y2, Y3}. Show that X has pdf given by f(æ) = (3/0)e-3y/º. Start by thinking about 1- F(x) = Pr(min{Y1,Y2, Y3} > x) = Pr(Y1 > x,...
Problem 2. Suppose the population has six units: U={1,2,3,4,5,6} and samples of size 3 could be...
Problem 2. Suppose the population has six units: U={1,2,3,4,5,6} and samples of size 3 could be chosen from this population. For purposes of studying sampling distribution, assume that all population values are known y1 92 , y2 = 108, y3 = 154, y4 = 133, y5 = 190, y6 = 175 We are interested in yu, the population mean. One sampling plan is proposed. Sample, S (1,3,5 {1,4,6 {2,3,6 (2,4,5 P(S) Sample Number 1 0.25 2 0.2 3 0.2 0.35...
3. (30pt) Suppose that E(Y) = 1, E(Y2) = 2, E(Y3) = 3, V(Y1) = 6,...
3. (30pt) Suppose that E(Y) = 1, E(Y2) = 2, E(Y3) = 3, V(Y1) = 6, V(Y2) = 7,V (Y3) = 8, Cov(Yı, Y2) = 0, Cov(Yı, Y3) = -4 and 10 1 2 3 Cov(Y2, Y3) = 5. Also define a = 20 and A = 4 5 6 30/ ( 7 8 9 (a) (10pt) Find the expected value and variance covariance matrix of Y, where Y = Y2 (b) (10pt) Compute Eſa'Y) and E(AY). (c) (10pt) Compute...
2. (3+4+4+4 pts) In this problem, we discuss a method of solving SOL equations known as...
2. (3+4+4+4 pts) In this problem, we discuss a method of solving SOL equations known as Reduction of Order. Given an equation y" +p(a)y' +9(2)y = 0, and assuming yi is a solution, Reduction of Order asks: does there exist a second, linearly-independent solution y2 of the form y2 = u(x)41 for some function u(x)? See Section 3.2, Exercise 36 for reference). We'll now use this to solve the following problem. (a) Consider the SOL differential equation sin(x)y" — 2...
(5 points) Suppose the joint probability mass function (pmf) of integer- Y ī PlX = í,ys j) = (i + 2j)o, for 0 í valued random variables X and < 2,0 < j < 2, and i +j < 3, where c is a con...
(5 points) Suppose the joint probability mass function (pmf) of integer- Y ī PlX = í,ys j) = (i + 2j)o, for 0 í valued random variables X and < 2,0 < j < 2, and i +j < 3, where c is a constant. In other words, the joint pmf of X and Y can be represented by the table: Y=2 |Y=0 Y=1 X=0| 0 2c 4c 3c 4c 5c X=21 2c (a) Find the constant c. (b) Compute...
Problem 2.9 (Portfolio theory) A portfolio is a row vector in which y is the number of units of asset i held by an investor. After a year, say, the value of the assets will increase (or decrease)...
Problem 2.9 (Portfolio theory) A portfolio is a row vector in which y is the number of units of asset i held by an investor. After a year, say, the value of the assets will increase (or decrease) by a certain percentage. The change in each asset depends on states the economy will assume, predicted as a returns matrix, R (ri), where riy is the factor by which investment i changes in one year if state j occurs. Suppose an...
just part a plz thank u! Page 4 Marks Suppose Z(t) Y., where X(t) is the Poisson process with rate θ If μ = E[h] and σ2-Yar determine the mean and variance of Z(t) a. pil are the common mean and v...
just part a plz thank u!
Page 4 Marks Suppose Z(t) Y., where X(t) is the Poisson process with rate θ If μ = E[h] and σ2-Yar determine the mean and variance of Z(t) a. pil are the common mean and variance for y,y , then b. fVis Uniform distribution on interval (0, 1], then determine the mean and variance of XCV) 2
Page 4 Marks Suppose Z(t) Y., where X(t) is the Poisson process with rate θ If μ...
Homework 4: Problem 3 Previous Problem Problem List Next Problem (6 points) Consider the function f(x, y) - (e - x) sin(y). Suppose S is the surface z- f(x, y) (a) Find a vector which is perpendi...
Homework 4: Problem 3 Previous Problem Problem List Next Problem (6 points) Consider the function f(x, y) - (e - x) sin(y). Suppose S is the surface z- f(x, y) (a) Find a vector which is perpendicular to the level curve of f through the point (5,5) in the direction irn which f decreases most rapidly. vector (b) Suppose u = 31 + 3/4 ak is a vector in 3-space which is tangent to the surface S at the point...
Could I grab some help on problem 2? Thank you
2. Suppose Yi, Yn are iid normal random variables with normal distribution with unknown mean and variance, μ and ơ2. Let Y ni Y. For this problem you may not assume that n is large. n (a) What is the distribution of Y? (b) What is the distribution of Z = (yo)' + ( μ)' + (⅓ュ)? (o) What is the distribution of ta yis (d) What is the distribution...
3. Suppose that Yi and 2 are continuous random variables with joint pdf given by and zero otherwise, for some constant c >。 (a) Find the value of c. (b) Are Yi and Y2 independent ? Justify your answer. (c) Let Y = Yi + ½. compute the probability P(Y 3). (d) Let U and V be independent continuous random variables having the same (marginal) distri- 3 MARKS 1 MARK 3 MARKS bution as Y2. Identify the distribution of random...
2. [x] Suppose that Y1, Y2, Y3 denote a random sample from an exponential distribution whose pdf and cdf are given by f(y) = (1/0)e¬y/® and F(y) =1 – e-y/0, 0 > 0. It is also known that E[Y;] = 0. ', y > 0, respectively, with some unknown (a) Let X = min{Y1,Y2, Y3}. Show that X has pdf given by f(æ) = (3/0)e-3y/º. Start by thinking about 1- F(x) = Pr(min{Y1,Y2, Y3} > x) = Pr(Y1 > x,...
Problem 2. Suppose the population has six units: U={1,2,3,4,5,6} and samples of size 3 could be chosen from this population. For purposes of studying sampling distribution, assume that all population values are known y1 92 , y2 = 108, y3 = 154, y4 = 133, y5 = 190, y6 = 175 We are interested in yu, the population mean. One sampling plan is proposed. Sample, S (1,3,5 {1,4,6 {2,3,6 (2,4,5 P(S) Sample Number 1 0.25 2 0.2 3 0.2 0.35...
3. (30pt) Suppose that E(Y) = 1, E(Y2) = 2, E(Y3) = 3, V(Y1) = 6, V(Y2) = 7,V (Y3) = 8, Cov(Yı, Y2) = 0, Cov(Yı, Y3) = -4 and 10 1 2 3 Cov(Y2, Y3) = 5. Also define a = 20 and A = 4 5 6 30/ ( 7 8 9 (a) (10pt) Find the expected value and variance covariance matrix of Y, where Y = Y2 (b) (10pt) Compute Eſa'Y) and E(AY). (c) (10pt) Compute...
2. (3+4+4+4 pts) In this problem, we discuss a method of solving SOL equations known as Reduction of Order. Given an equation y" +p(a)y' +9(2)y = 0, and assuming yi is a solution, Reduction of Order asks: does there exist a second, linearly-independent solution y2 of the form y2 = u(x)41 for some function u(x)? See Section 3.2, Exercise 36 for reference). We'll now use this to solve the following problem. (a) Consider the SOL differential equation sin(x)y" — 2...
(5 points) Suppose the joint probability mass function (pmf) of integer- Y ī PlX = í,ys j) = (i + 2j)o, for 0 í valued random variables X and < 2,0 < j < 2, and i +j < 3, where c is a constant. In other words, the joint pmf of X and Y can be represented by the table: Y=2 |Y=0 Y=1 X=0| 0 2c 4c 3c 4c 5c X=21 2c (a) Find the constant c. (b) Compute...
Problem 2.9 (Portfolio theory) A portfolio is a row vector in which y is the number of units of asset i held by an investor. After a year, say, the value of the assets will increase (or decrease) by a certain percentage. The change in each asset depends on states the economy will assume, predicted as a returns matrix, R (ri), where riy is the factor by which investment i changes in one year if state j occurs. Suppose an...
just part a plz thank u!
Page 4 Marks Suppose Z(t) Y., where X(t) is the Poisson process with rate θ If μ = E[h] and σ2-Yar determine the mean and variance of Z(t) a. pil are the common mean and variance for y,y , then b. fVis Uniform distribution on interval (0, 1], then determine the mean and variance of XCV) 2
Page 4 Marks Suppose Z(t) Y., where X(t) is the Poisson process with rate θ If μ...
Homework 4: Problem 3 Previous Problem Problem List Next Problem (6 points) Consider the function f(x, y) - (e - x) sin(y). Suppose S is the surface z- f(x, y) (a) Find a vector which is perpendicular to the level curve of f through the point (5,5) in the direction irn which f decreases most rapidly. vector (b) Suppose u = 31 + 3/4 ak is a vector in 3-space which is tangent to the surface S at the point...
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