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co id Assume that X1,..., X. V(X) = 1. Poisson(X). The following facts about the Poisson...
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...
3 Assume that Xi...., X, V(X) =.. Poisson(A). The following facts about the Poisson distribution may be useful: E(X) - 3.1 Assuming n is "large;" give a pivotal quantity (X1,..., X.:-) that can be used to find a confidence interval for X. 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 from above and...
Let X be a single observation from the Beta (0, 1) distribution (a) Let Y (log X1. Evaluate the confidence level of the set y/2, y]. - (b) Get a pivotal quantity and use it to construct a confidence interval hav- confidence level as the interval in (a) ing the same Let X be a single observation from the Beta (0, 1) distribution (a) Let Y (log X1. Evaluate the confidence level of the set y/2, y]. - (b) Get...
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,...
Consider X1,X2, , Xn be an iid random sample fron Unif(0.0). Let θ = (끄+1) Y where Y = max(X1, x. . . . , X.). It can be easily shown that the cdf of Y is h(y) = Prp.SH-()" 1. Prove that Y is a biased estimator of θ and write down the expression of the bias 2. Prove that θ is an unbiased estimator of θ. 3. Determine and write down the cdf of 0 4. Discuss why...
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...
4. (a) The density of a Poisson (-1) random variable is f1(y;) = t4e-1/ Use this density to find the MLE for and the MLE for u = 1-1. Hint: you might want to find the MLE for u first, and then apply the principle of invariance to find the MLE for 1. (b) Find the MLE for u = 1-1 using the original sample of waiting times and the principle of invariance of the MLE. Do you expect your...
ny = 11 X1 = 13 1 The following data represent the length of time, in days, to recovery for patients randomly treated with one of two medications to clear up severe bladder infections. Find a 95% confidence interval for the difference H2 – My between in the mean recovery times for the two medications, assuming normal populations with equal variances. Medication 1 s = s = 1.9 Medication 2 X2 = = 18 sz S. = 1.1 Click here...
Let X1,X be a random sample from an EXP(0) distribution (0 > 0) You will use the following facts for this question: Fact 1: If X EXP(0) then 2X/0~x(2). Fact 2: If V V, are a random sample from a x2(k) distribution then V V (nk) (a) Suppose that we wish to test Ho : 0 against H : 0 = 0, where 01 is specified and 0, > Oo. Show that the likelihood ratio statistic AE, O0,0)f(E)/ f (x;0,)...
Consider an id sample X1, X2,..., X, P that has been reordered as X(1) X(2) S... 5X(n) where n is very large. In the problems below, we have chosen a different distribution for P and compared the empirical quantiles to the standard Gaussian quantiles using a QQ plot. Recall that • the Laplace distribution Lap (4) with parameter 1 > O is the continuous probability distribution with density fx = $e A51, and • the Cauchy distribution is the continuous...