The answer is No. Option B is correct.
This is because we have sample size which is less than 30. Therefore, according to Central Limit Theorem as sample size increases i.e. sample size is larger than 30, then first two moment around the mean of that distribution that is mean and variance will tend to normal distribution.
In this case we have n less than 30 i.e. 25 t distribution will be used in such case
Suppose that Y....Y, are i.l.d. random variables with the probability distribution given in the figure below....
3. Suppose that X and Y are independent exponentially distributed random variables with parameter λ, and further suppose that U is a uniformly distributed random variable between 0 and 1 that is independent from X and Y. Calculate Pr(X<U< Y) and estimate numerically (based on a visual plot, for example) the value of λ that maximizes this probability.
Suppose X, Y and Z are three different random variables. Let X obey Bernoulli Distribution. The probability distribution function is p(x) = Let Y obeys the standard Normal (Gaussian) distribution, which can be written as Y ∼ N(0, 1). X and Y are independent. Meanwhile, let Z = XY . (a) What is the Expectation (mean value) of X? (b) Are Y and Z independent? (Just clarify, do not need to prove) (c) Show that Z is also a standard...
Consider the following joint probability distribution on the random variables X and Y given in matrix form by Pxy P11 P12 P13 PXY-IP21 p22 p23 P31 P32 P33 P41 P42 P43 HereP(i, j) P(X = z n Y-J)-Pu represents the probability that X-1 and Y = j So for example, in the previous problem, X and Y represented the random variables for the color ([Black, Red]) and utensil type (Pencil,Pe pblackpen P(X = Black Y = Pen) = P(Black n...
3. (20 marks) Suppose Y...Y is a random sample of independent and identically distributed Gamma(c, B) random variables. Suppose c is a known constant. a) (5 marks) Find an exact (I-a)100% CI. forty: cß based on Y. Hint: Make use of the Chi-Square distribution when finding your pivot. b) (5 marks) Find an approximate (1-α)100% CI. forMy-cß based on only Y using a n (Y-CB) ~ Normal (0, Normal approximation and the pivot Z- c) (5 marks) Find an approximate...
Suppose hat the joint probability distribution of the continuous random variables X and Y is constant on the rectangle 0 < x < a and 0 < y < b for a, b E R+. Show mathematically that X and Y are independent. Hint: (a) Recall JDx "lly f(r, y) dy dx-1 (b) Recall X, Y are independent if ffy fry Suppose hat the joint probability distribution of the continuous random variables X and Y is constant on the rectangle...
4. Suppose X and Y are independent random variables with the same probability distribution, given by the cumulative distribution function if t 2 1 if t < 1 F(t)= 1 -t-3 (a) (10 points) Compute E(X). (b)(10 points) Compute E(XY). Chr
, Upper X 2, Upper X 3, and Upper X 4 are normally distributed random variables: Upper X 1 tilde Upper N left parenthesis 0 comma 0 right parenthesis, Upper X 2 tilde Upper N left parenthesis 0 comma 1 right parenthesis, Upper X 3 tilde Upper N left parenthesis 1 comma 0 right parenthesis, and Upper X 4 tilde Upper N left parenthesis 1 comma 1 right parenthesis. X1, X2, X3, and X4 are normally distributed random variables: X1...
2. Suppose i, ơ2. Let Y are iid normal random variables with nornnal distribution with unknown mean and variance, μ and is: 1 . 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-(ga), (n-e), (y, e)2? (c) What is the distribution of (a- (d) What is the distribution ofw)? Justify your answer. (e) Let Zi (y e) 2 (3 ) 2 + (y...
Suppose that Z = Σ 1 id with exponential distribution ( 5), and the random variables Y, are id with mean 0.2 and variance 0.05. If X's are independent of Y's, find an approximation for the pdf of Z using the central limit theorem. Xi + Σ 1 Y, where the random variables Xi are Suppose that Z = Σ 1 id with exponential distribution ( 5), and the random variables Y, are id with mean 0.2 and variance 0.05....
Given below is a bivariate distribution for the random variables x and y. f(x, y) x y 0.3 50 80 0.2 30 50 0.5 40 60 (a) Compute the expected value and the variance for x and y. E(x) = E(y) = Var(x) = Var(y) = (b) Develop a probability distribution for x + y. x + y f(x + y) 130 80 100 (c) Using the result of part (b), compute E(x + y) and Var(x + y). E(x...