Problem 4 Suppose U and V follow uniform [0, 1] independently. (1) Let X = min(...
(5 pts) Let U be a random variable following a uniform distribution on the interval [0, 1]. Let X=2U + 1 Calculate analytically the variance of X. (HINT : Elg(z)- g(z)f(x)dr, and the pdf. 0 < z < 1 0 o.t.w. f(x) of a uniform distribution is f(x) =
2. Let f(x,y) = e-r-u, 0 < x < oo, 0 < y < oo, zero elsewhere, be the pdf of X and Y. Then if Z = X + Y, compute (a) P(Z 0). (b) P(Z 6) (c) P(Z 2) (d) What is the pdf of Z?
Suppose that: (a) Let V = XY . Find the joint pdf for (X, V ). Use it to get the pdf for V . (b) What is the conditional pdf for X, given V = v? What does this say about the relationship between X and V ? (c) Show that Z = X + Y has pdf (Do not try to simplify it.)
1. Suppose that X, X, X, are iid Berwulli(p),0 <p<1. Let U. - x Show that, U, can be approximated by the N (np, np(1-P) distribution, for large n and fixed <p<1. 2. Suppose that X1, X3, X. are iid N ( 0°). Where and a both assumed to be unknown. Let @ -( a). Find jointly sufficient statistics for .
5-1. Let U - Uniform(0,1) and X = - In(1-U). Show that the CDF of X is Fx(x) = 1 -e*, 0<x<0 In other word, X is exponentially distributed with 1 = 1.
4. (20 pts) Suppose the boundary-value problem y" – y=x, 0 < x < 1; y(0) = y'(1) = 0 Let h = 1/n, X; = jh, where j = 0,1,..., n and u; y(x;). Consider two "exterior" mesh points 2-1 = -h and 2n+1 = 1+h. Write out an 0(ha) approximate linear tridiagonal system for {u}. Hint: Let u-1 = y(x-1) = y(-h) and Un+1 = y(2n+1) = y(1 + h). Then using f(a+h) – f(a – h). f'(a)...
Let the joint pdf of X and Y be , zero elsewhere. Let U = min(X, Y ) and V = max(X, Y ). Find the joint pdf of U and V . 12 (x+y), 0< <1,0 y<1 f (x, y) 12 (x+y), 0
5-1. Let U ~ Uniform(0,1) and X = – ln(1 – U). Show that The CDF of X is Fx(x) = 1 – e-X, 0 < x < 0 In other word, X is exponentially distributed with 2 = 1.
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...
Problem 1. Given the vector space P the basis B -<1,7,',r'> of P, let U - span[1,2]. V-span c and W -spanr x '] Which of the following statements is true? 1. UV = 0 2. UUV is a vector subspace of P -P 3. U nW - and for any vector subspace P of P UW SPP 4. UUW = P. 5. All except statement 3 is false. Problem 2. Consider the function P, R such that f(1-r) -...