Answer
(A) E[x] is the expected value given as
setting the data values, we get
(B) Variance is given
as
setting the data values, we get
(C) standard deviation is equal to
square root of variance
Please complete part 1, 2 and 3. Given the following data 0 Find E (X) Find...
You are given the following information: If X ∼ U[0, 1], E[X] = 1/2 and σ^2 (X) = 1/12 . Let Y ∼ U[100, 700]. Find E[Y ] and σ^2 (Y ) as easily as possible, using the information given. Would someone give the full and correct answer to this problem please?
1) Binomial distribution, f(x) = px (1 – p) n-x , x = 0, 1, 2, …, n n = 10, p = 0.5, find Probabilities a) P(X ≥ 2) b) P(X ≤ 9) 2) f(x) = (2x + 1)/25, x = 0, 1, 2, 3, 4 a) P(X = 4) b) P(X ≥ 2) c) P(X ≥ -3) 3) Z has std normal distribution, find z a) P(-1.24 < Z < z) = 0.8 b) P(-z < Z <...
please help me solve part (c).
2,U2 1, x2 = 2 and yo = 0,31 0 3. Given the data x0 y for the polyno- a) (15 pts) Set up the Vandermonde system Vc mial interpolant p(x) = co + C1x + c2x2 such that p(zi) = yi, 2 0,1,2 b) (15 pts) Find the solution of the system and sketch y px) c) (15 pts) Write down the Lagrange form of the interpolating poly- nomial and simplify the result....
4. (30 pts) Let (X,Y) have joint pdf given by < , | e-9, 0 < x < f(x,y) = 3 | 0, 0.w., (a) Find the correlation coefficient px,y: (20 pts) (b) Are X and Y independent? Explain why. (10 pts)
81. Consider the function g(x, y) given by, 1 1.52.53 11/4 0 0 0 2 0 1/8 0 0 y 3 0 1/4 0 0 4 0 0 1/4 0 5 00 0 1/8 and complete / determine the following: (a) Show that g(x, y) satisfies the properties of a joint pmf. (See Table in ?6.0.1.) (b) P(X < 2.5,Y < 3) (c) P(X < 2.5) (d) P(Y < 3) (e) P(X> 1.8, Y> 4.7) (f) E[X], EY], Var(X), Var(Y)...
1.(c)
2.(a),(b)
5. Let Xi,..., X, be iid N(e, 1). (a) Show that X is a complete sufficient statistic. (b) Show that the UMVUE of θ 2 is X2-1/n x"-'e-x/θ , x > 0.0 > 0 6. Let Xi, ,Xn be i.i.d. gamma(α,6) where α > l is known. ( f(x) Γ(α)θα (a) Show that Σ X, is complete and sufficient for θ (b) Find ElI/X] (c) Find the UMVUE of 1/0 -e λ , X > 0 2) (x...
is independent of X, and e Problem 3 Suppose X N(0, 1 -2) -1 <p< 1. (1) Explain that the conditional distribution [Y|X = x] ~N(px, 1 - p2) (2) Calculate the joint density f(x, y) (3) Calculate E(Y) and Var(Y) (4) Calculate Cov(X, Y) N(0, 1), and Y = pX + €, where
Question 1)
Consider the following Cascade of two Binary symmetric
channels (CBSC) with probabilities as indicated in the
figure below
1. Find P(Y=1 / X=1 ), P(Y=0 / X=1)
2. Find P(Y=1 / X=0 ), P(Y=0 / X=0)
3. Find The Channel Matrix for
each BSC separately
4. Find The overall
Channel Matrix of the cascade channels
5. Assume that P1 = P2 =
Pe , Prove that the Channel Matrix is
M2
6. Use the assumptions and results in...
You may skip part (e)
(x -R)2 0 4 (a) Complete the entries in the table. Put the sums in the last row. What are the sample means x and y? (b) Calculate bi and b2 using (2.7) and (2.8) and state their interpretation. (c) Compute )vi. Using these numerical values, show that (d) Use the least squares estimates from part (b) to compute the fitted values of y, and plete the remainder of the table below. Put the sums...
Let X and Y have a bivariate normal distribution with parameters
μX = 10, σ2 X = 9, μY = 15, σ2 Y = 16, and ρ = 0. Find (a) P(13.6
< Y < 17.2). (b) E(Y | x). (c) Var(Y | x). (d) P(13.6 < Y
< 17.2 | X = 9.1).
4.5-8. Let X and Y have a bivariate normal distribution with parameters Ax-10, σ(-9, Ily-15, σǐ_ 16, and ρ O. Find (a) P(13.6< Y < 17.2)...