Use induction to show that for all and for all n sufficiently large
Use induction to show that for all and for all n sufficiently large a" > 1+na...
Doob’s Decomposition: Let be a submartingale relative to the filtration . Show that there is a martingale and a predictable sequence such that for all and . (Xm)m>o We were unable to transcribe this image(Mm)m>o (Am)m20 We were unable to transcribe this imagem>0 We were unable to transcribe this image
(6) . We pick samples randomly from the population which distributes uniformly between the interval of. . Answer the following questions regarding the median of the samples Show that the distribution which follows has the distribution as shown below. Find the expected value of . Show = . When , show that is the consistent estimator of . We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imagen = 2m...
Let be independent, identically distributed random variables with . Let and for , . (a) Show that is a martingale. (b) Explain why satisfies the conditions of the martingale convergence theorem (c) Let . Explain why (Hint: there are at least two ways to show this. One is to consider and use the law of large numbers. Another is to note that with probability one does not converge) (d) Use the optional sampling theorem to determine the probability that ever attains...
For , let be the order statistics of independent draws from . (1) Find the PDF of . (2) Compute . We were unable to transcribe this imageWe were unable to transcribe this image(2n+1 Unif -1,1 We were unable to transcribe this imageWe were unable to transcribe this image
For a in , show that . (Note that for , denotes the nonnegative square root of b.) We were unable to transcribe this imageCl CU- b >0 We were unable to transcribe this image
are order statistics from same distribution . Sample size is 3. Define and Finding marginal density of . We were unable to transcribe this imageplz) = 1 We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this image
are order statistics from same distribution . Sample size is 3. Define and Finding joint density of and . We were unable to transcribe this imageplz) = 1 We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this image
Let and be two Gaussian random variables. (1) Sketch the PDFs of , on the same chart. (2) Assuming , are independent, compute . X1N(4.2,1) X2~ N(12,70 We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this image
STATISTICS. REGIONS OF CONFIDENCE Let be a simple random sample (n) of the density , Find the confidence interval of 95% for the variance of the population. Thank you for your explanations. We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this image
Let be a sample (size n = 1) from the exponential distribution, which has the pdf where is an unknown parameter. Let's define a statistic as . Is a sufficient statistic for ? We were unable to transcribe this imagef(x: λ) = Xe We were unable to transcribe this imageT(X) = 11>2 T(X) We were unable to transcribe this image