Let X1, X2, ..., X48 denote a random sample of size n = 48 from the uniform distribution U(?1,1) with pdf f(x) = 1/2, ?1 < x < 1. E(X) = 0, Var(X) = 1/3 Let Y = (Summation)48, i=1 Xi and X= 1/48 (Summation)48, i=1 Xi. Use the Central Limit Theorem to approximate the following probability. 1. P(1.2<Y<4) 2. P(X< 1/12)
Let X1, X2, ..., X48 denote a random sample of size n = 48 from the...
6. Let X1, . . . , Xn denote a random sample (iid.) of size n from some distribution with unknown μ and σ2-25. Also let X-(1/ . (a) If the sample size n 64, compute the approximate probability that the sample mean X n) Σηι Xi denote the sample mean will be within 0.5 units of the unknown p. (b) If the sample size n must be chosen such that the probability is at least 0.95 that the sample...
Problem 1 (20 points). Suppose X1, X2, ... , Xn are a random sample from the uniform distribution over [0, 1]. (i) Let In be the sample mean, derive the Central Limit Theorem for år. (ii) Calculate E(X) and Var(x}). (iii) Let Yn = (1/n) - X. Derive the Central Limit Theorem for Yn. (iv) Set Zn = 1/Yn. Derive the Central Limit Theorem for Zn.
6. Let X1, X2,.. , Xn denote a random sample of size n> 1 from a distribution with pdf f(x; 6) = 6e-8, 0<x< 20, zero elsewhere, and 0 > 0. Le Y = x. (a) Show that Y is a sufficient and complete statistics for . (b) Prove that (n-1)/Y is an unbiased estimator of 0.
X denote the mean of a random sample of size 25 from a gamma type distribu- tion with a = 4 and β > 0. Use the Central Limit theorem to find an approximate 0.954 confidence interval for μ, the mean of the gallina distribution. Hint: Use the random variable (X-43)/?7,/432/25. 6. Let Yi < ½ < < }, denote the order statistics of a randon sample of size n from a distribution that has pdf f(z) = 4r3/04, O...
6) (10pts) Let X be the mean of a random sample of size n-20 from the uniform distribution 6) U(0,1). Approximate P( 02: X sab ) Using the Central Limit Theorem
Central Limit Theorem: let x1,x2,...,xn be I.I.D. random variables with E(xi)= U Var(xi)= (sigma)^2 defind Z= x1+x2+...+xn the distribution of Z converges to a gaussian distribution P(Z<=z)=1-Q((z-Uz)/(sigma)^2) Use MATLAB to prove the central limit theorem. To achieve this, you will need to generate N random variables (I.I.D. with the distribution of your choice) and show that the distribution of the sum approaches a Guassian distribution. Plot the distribution and matlab code. Hint: you may find the hist() function helpful
Let X1, X2, ... , Xn be a random sample of size n from the exponential distribution whose pdf is f(x; θ) = (1/θ)e^(−x/θ) , 0 < x < ∞, 0 <θ< ∞. Find the MVUE for θ. Let X1, X2, ... , Xn be a random sample of size n from the exponential distribution whose pdf is f(x; θ) = θe^(−θx) , 0 < x < ∞, 0 <θ< ∞. Find the MVUE for θ.
Let X1, X2, ...,Xn denote a random sample of size n from a Pareto distribution. X(1) = min(X1, X2, ..., Xn) has the cumulative distribution function given by: αη 1 - ( r> B X F(x) = . x <B 0 Show that X(1) is a consistent estimator of ß.
by central limit theorem 12. Suppose that X1, X2, ..., X 40 denote a random sample of measurements on the proportion of impurities in iron ore samples. Let each variable X have a probability density function given by 132 0<x<1 o elsewhere The ore is to be rejected by the potential buyer if sample of size 40 X, exceeds 2.8. Estimate P ., X. > 2.8) for the
Let X1, X2,...,Xn denote a random sample from a distribution that is N(0, θ). a) Show that Y = sigma (1 to n) Xi2 is a complete sufficient statistic for θ. (solved) b) Find the UMVUE of θ2. (need help with this one) Note: I am in particular having trouble finding out what distribution Y = sigma Xi^2 is. The professor advise us to find the second moment generating function for Y, but I not sure how I find that....