Let
be an increasing function. If x1,...,xn in
[a,b] are distinct, show that
Where o(f, xi) is the oscillation of f at xi.
Let be an increasing function. If x1,...,xn in [a,b] are distinct, show that Where o(f, xi)...
(7) Let X1,Xn are i.i.d. random variables, each with probability distribution F and prob- ability density function f. Define U=max{Xi , . . . , X,.), V=min(X1, ,X,). (a) Find the distribution function and the density function of U and of V (b) Show that the joint density function of U and V is fe,y(u, u)= n(n-1)/(u)/(v)[F(v)-F(u)]n-1, ifu < u.
(7) Let X1,Xn are i.i.d. random variables, each with probability distribution F and prob- ability density function f. Define U=max{Xi...
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.)....
Let Xi, ..., Xn be random variables with the same mean and with covariance function where |ρ| < 1 . Find the mean and variance of Sn-Xi + . . . + Xn. Assume thatE(X. ) μ and V(X) σ2 for i (1.2. , n}
2. Let Xi, X,.., Xn denote a random sample from the probability density function Show that X(i) = min(X1,X2, . . . , Xn} is sufficient for ?. Hint: use an indictorfunction since the support depends on ?
9 Let Xi, X2, ..., Xn be an independent trials process with normal density of mean 1 and variance 2. Find the moment generating function for (a) X (b) S2 =X1 + X2 . (c) Sn=X1+X2 + . . . + Xn. (d) An -Sn/n
9 Let Xi, X2, ..., Xn be an independent trials process with normal density of mean 1 and variance 2. Find the moment generating function for (a) X (b) S2 =X1 + X2 . (c)...
Let X1, ... , Xn be a sample from the probability density function f(x0), where 0 € {0,1}. If 0 = 0, then f(20) = ſi if 0<x<1, 10 otherwise, while if @= 1, then fale) - 27if 0<x< 1, 10 otherwise. Find the MLE of 0.
Let XI, X2, , Xn İs a random sample from the probability density function Use factorization theorem to show that X(1) = min(X1 , . . . , Xn) is sufficient for θ Is X(1) minimal sufficient for θ? a. b.
4. Let Xi, X2, ensity function f(r; , Xn be a random sample from a distribution with the probability θ)-(1/2)e-11-01,-oo <エく00,-00 < θ < oo. Find the d MLE θ
5. Let X1,...,Xn be a random sample from the pdf f(\) = 6x-2 where 0 <O<< 0. (a) Find the MLE of e. You need to justify it is a local maximum. (b) Find the method of moments estimator of 0.
Let X1,.-. , Xn ~ N(2, 1) be independent, where E R is unknown. (i) Show that X := -1X; is a minimum sufficient statistic. (ii) Show that X is a complete statistic.