A2 Let X B(n,p) with known n. Then E(X) np and Var (X) np(1- p). Let...
Let X be binomial with parameters n and p. Evaluate E{X(X − 1)} from first principles (i.e. the definition of expectation), and hence, derive var(X). You may assume linearity of expectation, and that E(X) = np.
Problem 4 Suppose X1, ..., Xn ~ f(x) independently. Let u = E(Xi) and o2 = Var(Xi). Let X Xi/n. (1) Calculate E(X) and Var(X) (2) Explain that X -> u as n -> co. What is the shape of the density of X? (3) Let XiBernoulli(p), calculate u and a2 in terms of p. (4) Continue from (3), explain that X is the frequency of heads. Calculate E(X) and Var(X). Explain that X -> p. What is the shape...
(n) 6. Let X ~ Binomial (n,p). Prove that a. Ex=0 (6)p*(1 – p)n-* = ... = 1 b. E[X] = 21-0 x()p*(1 - 2)^-^ = = mp c. Var[X] = x=0x2 (1)p*(1 – p)n-x – (np)2 = ... = np(1 – p) d. My(t) = ... = (pet + 1 - p)n
2. Let X~Bin(n, p) with n known. State whether the following expressions are statistics or not. If an expression is not a statistic, explain why. (a) The number of successes X observed in n trials The sample proportion of successes D (c) z -, where X ~ N(5,4) p-P (d)-p I-D
be a random sample from the density 16 1. Let Xi, . f(x; β) otherwise 8(1-/4). You may suppose that E(X)(/ (a) Find a sufficient statistic Y for B and Var(X) C21 C2] 031 (b) Find the maximum likelihood estimator B of B and show that it is a function (c) Determine the Rao-Cramér lower bound (RCLB) for the variance of unbiased (d) Use the following data and maximum likelihood estimator to give an approxi- 2.66, 2.02, 2.02, 0.76, 1.70,...
Let X be a random variable, which has a binomial distribution with parameters n and p. It is known that E(X) = 12 and Var(X) = 4. Find n and p.
- Suppose that the binomial distribution parameter a is to be estimated by P = X/n, where X is the number of successes in n independent trials, i.e. P is the sample proportion of successes. i. Write down the endpoints of an approximate 100(1 – a)% confidence interval for at, stating any necessary conditions which should be satisfied for such an approximate confidence interval to be used. You should also state the approximate sampling distribution of P = X/n. ii....
CPoisson can not be determined. distribution P(np) ) Suppose X~N(0,1) and YN(24), they are independent, then (is incorrect. DX+Y-N(2, 5) BP(Y <2)>0.5 -Y-N (-2,5) D Var(X) < Var(Y) 5) Suppose X,Xy..,X, (n>1) is a random sample from N(μ,02) , let-ly, is| then Var(x)- ( Instruction: The followins ass
4. Let A and B be n x n such that B = 1-A and A2 = A. Show that AB BA = 0 4. Let A and B be n x n such that B 1-A and A2 = A. Show that AB-BA-0 4. Let A and B be n x n such that B = 1-A and A2 = A. Show that AB BA = 0 4. Let A and B be n x n such that B...
3. Let X~ Bin(n,p) with n known (a) State the parameter space for the mode b) State EX] and V[x]. (c) Is p an unbiased estimator for the population proportion p? Show why or why not (d) To estimate the variance of X, we generally use θ 2Pl1 ow is a estimator for V지. (e) Modify 0 from part (b) to form an unbiased estimator for V[X ].