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3 Assume that Xi...., X, V(X) =.. Poisson(A). The following facts about the Poisson distribution may...
3 tid Assume that X1,..., X. V(X) = . Poisson(X). The following facts about the Poisson distribution may be useful: E(X) - 3.1 Assuming n is "large." give a pivotal quantity (X1,..., X.; A) that can be used to find a confidence interval for 1. Explain why it is a valid pivotal quantity (how it fulfills certain criteria), and explain how you are justifying its approximate distribution. There are multiple correct answers for this question. 3.2 Use the pivotal quantity...
co id Assume that X1,..., X. V(X) = 1. Poisson(X). The following facts about the Poisson distribution may be useful: E(X) = 3.1 Assuming n is "large." give a pivotal quantity (X....., X.: A) that can be used to find a confidence interval for 1. Explain why it is a valid pivotal quantity (how it fulfills certain criteria), and explain how you are justifying its approximate distribution. There are multiple correct answers for this question 3.2 Use the pivotal quantity...
3. Let Xi, , Xn be a random sample from a Poisson distribution with p.m.f Assume the prior distribution of Of λ is is an exponential with mean 1, i.e. the prior pdi g(A) e-λ, λ > 0 Note that the exponential distribution is a special gamma distribution; and a general gamma distribution with parameters α > 0 and β > 0 has the pd.f. h(A; α, β)-16(. otherwise Also the mean of a gamma random variable with the pd.f.h(Χα,...
Let X1,.. ,X be a random sample from an N(p,02) distribution, where both and o are unknown. You will use the following facts for this ques- tion: Fact 1: The N(u,) pdf is J(rp. σ)- exp Fact 2 If X,x, is a random sample from a distribution with pdf of the form I-8, f( 0,0) = for specified fo, then we call and 82 > 0 location-scale parameters and (6,-0)/ is a pivotal quantity for 8, where 6, and ô,...
Let Xi , i = 1, · · · , n be a random sample from Poisson(θ) with pdf f(x|θ) = e −θ θ x x! , x = 0, 1, 2, · · · . (a) Find the posterior distribution for θ when the prior is an exponential distribution with mean 1; (b) Find the Bayesian estimator under the square loss function. (c) Find a 95% credible interval for the parameter θ for the sample x1 = 2, x2...
3. [20 marks] Consider the multinomial distribution with 3 categories, where the random variables Xi, X2 and X3 have the joint probability function where x = (zi, 2 2:23), θ = (θί, θ2), n = x1 + 2 2 + x3, θι, θ2 > 0 and 1-0,-26, > 0. (a) [4 marks] Find the maximum likelihood estimator θ of θ. (b) [4 marks] Find that the Fisher information matrix I(0) (c) [4 marks] Show that θ is an MVUE. (d)...
Q1. What is the z-score of the following values? x1=2.7 when M(x)=3, SD(x)=0.5 x2=2.8 when M(x)=3, SD(x)=0.5 x3=3.3 when M(x)=3, SD(x)=0.5 x4=3.8 when M(x)=3, SD(x)=0.5 Q2. What are the percentiles for each z-score above? x1 x2 x3 x4 Q3. You own a big apple tree farm and wondered how many apples each apple tree have on average.You counted the number of apples per apple tree for 25 trees to estimate the number per apple tree at your farm. You found...
Let Xi., Xn be a random sample from the distribution with density f(r, θ)-303/2.4 for x > θ and 0 otherwise. Determine the MLE of θ and derive 90% central CI interval for θ. If possible find an exact CI. Otherwise determine an approximate CI. Explain your choice Let Xi., Xn be a random sample from the distribution with density f(r, θ)-303/2.4 for x > θ and 0 otherwise. Determine the MLE of θ and derive 90% central CI interval...
May 21, 2019 R 3+3+5-11 points) (a) Let X1,X2, . . Xn be a random sample from G distribution. Show that T(Xi, . . . , x,)-IT-i xi is a sufficient statistic for a (Justify your work). (b) Is Uniform(0,0) a complete family? Explain why or why not (Justify your work) (c) Let X1, X2, . .., Xn denote a random sample of size n >1 from Exponential(A). Prove that (n - 1)/1X, is the MVUE of A. (Show steps.)....
3. [20 marks] Consider the multinomial distribution with 3 categories, where the random variables Xi, X2 and X3 have the joint probability function where x = (zi, 2 2:23), θ = (θί, θ2), n = x1 + 2 2 + x3, θι, θ2 > 0 and 1-0,-26, > 0. (a) [4 marks] Find the maximum likelihood estimator θ of θ. (b) [4 marks] Find that the Fisher information matrix I(0) (c) [4 marks] Show that θ is an MVUE. (d)...