4. Let 8 >0. Let X, X2,..., X, be a random sample from the distribution with...
2-3. Let ?>0 and ?? R. Let X1,X2, distribution with probability density function , Xn be a random sample from the zero otherwise suppose ? is known. ( Homework #8 ): W-X-5 has an Exponential ( 2. Recall --)-Gamma ( -1,0--) distribution. a) Find a sufficient statistic Y-u(X1, X2, , Xn) for ? b) Suggest a confidence interval for ? with (1-?) 100% confidence level. "Flint": Use ?(X,-8) ? w, c) Suppose n-4, ?-2, and X1-215, X2-2.55, X3-210, X4-2.20. i-1...
6.29. Let Xi, X2, , X,be a random sample from a gamma distribution with known parameter α-3 and unknown β > 0,' Discuss the construction of a confidence interval for B. Hint: what is the distribution of 2 Σ x/P Follow the procedure outlined in Exercise 6.28. 6.29. Let Xi, X2, , X,be a random sample from a gamma distribution with known parameter α-3 and unknown β > 0,' Discuss the construction of a confidence interval for B. Hint: what...
Let > 0 and let X1, X2, ..., Xn be a random sample from the distribution with the probability density function f(x; 1) = 212x3 e-tz, x > 0. a. Find E(XK), where k > -4. Enter a formula below. Use * for multiplication, / for divison, ^ for power, lam for 1, Gamma for the function, and pi for the mathematical constant i. For example, lam^k*Gamma(k/2)/pi means ik r(k/2)/n. Hint 1: Consider u = 1x2 or u = x2....
Let > 0 and let X1, X2, ..., Xn be a random sample from the distribution with the probability density function f(x; 1) = 212x3e-dız?, x > 0. a. Find E(X), where k > -4. Enter a formula below. Use * for multiplication, / for divison, ^ for power, lam for \, Gamma for the function, and pi for the mathematical constant 11. For example, lam^k*Gamma(k/2)/pi means ik r(k/2)/ I. Hint 1: Consider u = 1x2 or u = x2....
Let X1, X2,.,X10 be a sample of size 10 from an exponential distribution with the density function Sae -Xx f(x; A) otherwise 10 We reject Ho : ^ = 1 in favor of H : 1 = 2 if the observed value of Y = smaller than 6 (a) Find the probability of type 1 error for this test. (b) Find the probability of type 2 error for this test (c) Let y5 be the observed value of Y. Find...
Let X1, X2, ..., Xn be a random sample from a Gamma( a , ) distribution. That is, f(x;a,0) = loga xa-le-210, 0 < x <co, a>0,0 > 0. Suppose a is known. a. Obtain a method of moments estimator of 0, 0. b. Obtain the maximum likelihood estimator of 0, 0. c. Is O an unbiased estimator for 0 ? Justify your answer. "Hint": E(X) = p. d. Find Var(ë). "Hint": Var(X) = o/n. e. Find MSE(Ô).
2. Let Xi, X2, . Xn be a random sample from a distribution with the probability density function f(x; θ-829-1, 0 < x < 1,0 < θ < oo. Find the MLE θ
4. Let X1, X2, ..., Xn be a random sample from a distribution with the probability density function f(x; θ) = (1/2)e-11-01, o < x < oo,-oo < θ < oo. Find the NILE θ.
4. Let X1, X2, ..., Xn be a random sample from a distribution with the probability density function f(x; θ) = (1/2)e-11-01, o < x < oo,-oo < θ < oo. Find the NILE θ.
5. (4 marks) Let X1, X2, ..., X, be a random sample from an exponential distribution with parameter A. Then it is known that E(X) = = Also, 21 i X has a chi-squared distribution with 2n degrees of freedom. Suppose that the time to failure of a component is exponentially distributed. The seven independent components have the failure times: 81, 16, 5, 11, 52, 90, 23 Using these observations, test whether the true average lifetime (u) is less than...