No. 5 Let fe C"(R) and 8 is asymptotically normal: for a function a(0), Vn(n-)N (0,...
4. Let Z1, Z2,... be a sequence of independent standard normal random variables. De- fine Xo 0 and n=0, 1 , 2, . . . . TL: n+1 , The stochastic process Xn,n 0, 1,2,3 is a Markov chain, but with a continuous state space. (a) Find EXn and Var(X). (b) Give probability distribution of Xn (c) Find limn oo P(X, > є) for any e> 0. (d) Simulate two realisations of the Markov process from n = 0 until...
Q3 (Prove that P∞ k=1 1/kr < ∞ if r > 1) . Let f : (0,∞) → R be a twice differentiable function with f ''(x) ≥ 0 for all x ∈ (0,∞). (a) Show that f '(k) ≤ f(k + 1) − f(k) ≤ f '(k + 1) for all k ∈ N. (b) Use (a), show that Xn−1 k=1 f '(k) ≤ f(n) − f(1) ≤ Xn k=2 f '(k). (c) Let r > 1. By finding...
Answer C 6. Let f be a continuous function on [0, oo) such that 0 f(z) Cl- for some C,e> 0, and let a = fo° f(x) da. (The estimate on f implies the convergence of this integral.) Let fk(x) = kf(ka) a. Show that lim00 fk(x) = 0 for all r > 0 and that the convergence is uniform on [8, oo) for any 6> 0. b. Show that limk00 So ()dz = a. c. Show that lim00 So...
(b) For n = 100, give an approximaation for P(Y> 100) (c) Let X be the sample mean, then approximate P(1.1< 1.2) for -100. 2. Consider a random sample XX from CDF F(a) 1-1/ for z [1, 0o) and zero otherwise. (a) Find the limiting distribution of XiI.n, the smallest order statistic. (b) Find the limiting distribution of XI (c) Find the limiting distribution of n In X1:m- 3. Suppose that X,,, are iid. N(0,o2). Find a function of T(x)x...
8. Let X = {fe (C[0, 1], || ||00): f() = 1} and Y = {fe (C[0, 1], || |co) : 0 <f() < 1}. Show that X is complete but Y is not complete .
Dr. Beldi Qiang STATWOB Flotllework #1 1. Let X.,No X~ be a i.İ.d sample form Exp(1), and Y-Σ-x. (a) Use CLT to get a large sample distribution of Y (b) For n 100, give an approximation for P(Y> 100) (c) Let X be the sample mean, then approximate P(.IX <1.2) for n 100. x, from CDF F(r)-1-1/z for 1 e li,00) and ,ero 2Consider a random sample Xi.x, 、 otherwise. (a) Find the limiting distribution of Xim the smallest order...
5. Let f a, b R be a 4 times continuously differentiable function. For n even, consider < tn = b, a to < t< an uniform partition of [a, b] with b- a , i = 0,1,.. , n - 1 h t Let T denote the composite Trapezoidal rule associated with the above partition which approx imates eliminate the term containing h2 in the asymptotic expansion. Interprete the result which you obtain as an appropriate numerical quadrature rule...
6. For p > 0, let fe(r) = r-ı (logr)-p. (a) Give p > 0 and e> 0, show that x-1-e 〈 fe(x) < x-1 forsufficiently large (b) For which p does J2cb(x)dx converge. 6. For p > 0, let fe(r) = r-ı (logr)-p. (a) Give p > 0 and e> 0, show that x-1-e 〈 fe(x)
Let A be n × n with AT-A. (The matrix A is syrnmetric.) Let B be 1 × n and let c E R. Define f : Rn → R by f(x) = 2.7, A . x + B . x + c. Show that The function f is a quadratic function Let A be n × n with AT-A. (The matrix A is syrnmetric.) Let B be 1 × n and let c E R. Define f : Rn...
: 5. Let On: R + R be the finite bump function Si if x € [0,h] On(x) = 0 otherwise. Note that ) dx = 1. Show that - {8 | P.(– 0)8n(6 – 0.) do = Pș(e – o), line 5" P. (6 – 6)$,(6 – 0.) dø= P,(0 - 0). where c € (0o,00 + h). Conclude that Hence the Poisson kernel P. (0 - 0) is the limit, as h approaches zero from above, of the...