The indicator function of a set, A, is denoted by l and is defined as follows (a) Show that if A and B are any two sets, then the indicator function, ln, of (b) IfA and B are disjoint (i.e An B is empty), show that luB is the sum, 1, if x E A A n B, is the product lalB.i.e Show that lanB (x) =ム(x)h(x) for every x. ム+1B. İ.e Show that 1AUB (x)-4(x) + 1B (x) for...
Let random variable X take values {1,2, ...,10} with pk+1 = P(X - k+ 1) = pk/2. Consider g(x) = IA the Indicator function that takes value 1 if event A is true, 0 otherwise. A = {X > 6}. Find E[g(X)].
Consider the random variable Y, whose probability density function is defined as: if 0 y1 2 y if 1 y < 2 fr(v) 0 otherwise (a) Determine the moment generating function of Y (b) Suppose the random variables X each have a continuous uniform distribution on [0,1 for i 1,2. Show that the random variable Z X1X2 has the same distribution = as the random variable Y defined above.
Consider the random variable Y, whose probability density function is defined...
Definition 10.2.3 If A is a set, then the indicator function of A, denoted by I, is defined as 1 if x e A 5. , X, be a random sample from a gamma distribution, X, ~GAM(0, 2),Show Let X1, that x, is sufficient for θ (a) by using equation (10.2.1), (b) by the factorization criterion of equation (10.2.3) oren. 0.2.1 Factorization Criterion If X1, , X" have joint pdff(x,, , x.. θ), and is (S S then S..., S...
(1) Suppose the pdf of a random variable X is 0, otherwise. (a) Find P(2 < X < 3). (b) Find P(X < 1). (e) Find t such that P(X <t) = (d) After the value of X has been observed, let y be the integer closest to X. Find the PMF of the random variable y U (2) Suppose for constants n E R and c > 0, we have the function cr" ifa > 1 0, otherwise (a)...
Problem 1-5
1. If X has distribution function F, what is the distribution function of e*? 2. What is the density function of eX in terms of the densitv function of X? 3. For a nonnegative integer-valued random variable X show that 4. A heads or two consecutive tails occur. Find the expected number of flips. coin comes up heads with probability p. It is flipped until two consecutive 5. Suppose that PX- a p, P X b 1-p, a...
3. Consider the function()x(x-1/2)(1) for z E 0,1]. Determine the transformed function u() introduced in the previous question. Show that | -1 u(E)dE-: 0. (Hint: you can do this without evaluating the function.) Determine the values of the midpoint rule,the simple trapezoidal rule (with two points) and of the Gaussian rule with 2 quadrature points. What do you observe about the accuracy of these rules? [10pts]
3. Consider the function()x(x-1/2)(1) for z E 0,1]. Determine the transformed function u() introduced...
Suppose that for a random variable X, X, E(X") 2", n generating function and the probability mass function of X Hint: Use (11.2). 1, 2, 3, . . . the moment
Question 6: Let n 2 2 be an integer and let ai,a2,...,an be a permutation of the set (1, 2, . . . ,n). Define ao = 0 and an+1 = 0, and consider the sequence do, 1, d2, l3, . . . , Un, Un+1 A position i with 1 i n is called auesome, if ai > ai-1 and ai > ai+1. In words, i is awesome if the value at position i is larger than both its...
Consider the following probability distribution. X 0 2 4 6 P(X = x) 1/4 1/4 1/4 1/4 3. (5 points) Suppose we draw n random samples (X1, ... , Xn), and an estimator 0(X1, ... , Xn) is proposed as n B(x,,,X,) X;I(Xi 70, and X; #6), n i=1 where I(-) is an indicator function, I(X; # 0, and Xi # 6) = 0, if X; € {0,6}, and I(X; # 0, and X; + 6) = 1, if Xi...