8. Suppose XN(100,52). Find P(95 < X < 110). 9. Suppose X is a normal random...
Suppose X ∼ N (100, 5 2 ). Find P(95 ≤ X ≤ 110). Geometrically sketch what this probability represents.
Suppose that the standard normal random variables X and Y are independent. Find P(0 < X<Y). 8 O 1 4T 0 1 8л Ala
9. Let X and Y be two random variables. Suppose that σ = 4, and σ -9. If we know that the two random variables Z-2X?Y and W = X + Y are independent, find Cov(X, Y) and ρ(X,Y). 10. Let X and Y be bivariate normal random variables with parameters μェー0, σ, 1,Hy- 1, ơv = 2, and ρ = _ .5. Find P(X + 2Y < 3) . Find Cov(X-Y, X + 2Y) 11. Let X and Y...
4. Let X1, X2, ...,Xn be a random sample from a normal distribution with mean 0 and unknown variance o2. (a) Show that U = <!-, X} is a sufficient statistic for o?. [4] (c) Show that the MLE of o2 is Ô = 2-1 X?. [4] (c) Calculate the mean and variance of Ô from (b). Explain why ő is also the MVUE of o2. [6]
8. (5 points each). If a random variable X is normal with mean u = 95 and standard deviation o = 10, find: (“normal” means the shape of the curve, so you must use the table at the end of this exam to find the areas since we are not integrating ) (a) P(X S 110) (b) P(x > 102) (c) P(75 SX 598)
Suppose X and Y are standard normal random variables. Find an expression for P (X + 2Y-3) in terms of the standard normal distribution function Φ in two cases: (a) X and Y are independent; (b) X and Y have bivariate normal distribution with correlation p 1/2.
1. Suppose that {X1, ... , Xn} is a random sample from a normal distribution with mean p and and variance o2. Let sa be the sample variance. We showed in lectures that S2 is an unbiased estimator of o2. (a) Show that S is not an unbiased estimator of o. (b) Find the constant k such that kS is an unbiased estimator of o. Hint. Use a result from Student's Theorem that (n − 1)52 ~ x?(n − 1)...
4. Suppose X and Y are standard normal random variables. Find an expression for P (X +2Y-3) in terms of the standard normal distribution function Φ in two cases: (a) X and Y are independent; (b) X and Y have bivariate normal distribution with correlation ρ = 1/2·
Suppose that X . . . . . Xn is a random sample from a normal population with unknown mean μ x and unknown variance σ I. What is the form of a 95% confidence interval for μχ . Îs your interval the shortest 95% confidence interval for μχ that is avail- able? 2. What is the form of a 95% confidence interval for . Is your interval the shortest 95% confidence interval for σ,' that is avail- able? 3....
13. (8 pts.) Two random variables have the following pdf fxr(x, y) = {fx (1 – 1.0*** 1,0 sys1 0, otherwise Find P[X<Y] I