/20 marks totall Problem 3 Suppose that a rv Y has mgf m(t)- (a) (1- bt)'...
Suppose that a rv Y has mgf m(t)- (a) 1-bt) Differentiate this mgf twice and thereby obtain the mean and variance of Y. [5 marksj] (b) Suppose m(t) is the mgf of a rv W. Let r(t) be the natural logarithm of m(t), ie·r(t) = login(1). Find r'() and r"(t), and express r'(0) and r"(0) in terms of EW and VarW. [5 marks] Use the result in (b) to find the mean (d) Find the mean and variance of the...
(1 point) If Y is binomial(n, p), find the MGF of Y. M(t) If n = 13 and p = 0.2, differentiate the MGF you found above to find the first 3 moments of Y about 0. 1st Moment: 2nd Moment: 3rd Moment: Using the moments above, calculate the variance of Y. var(Y) = (1 point) If Y is binomial(n, p), find the MGF of Y. M(t) If n = 13 and p = 0.2, differentiate the MGF you found...
Consider these three moment generating functions, for X, Y and Z: (5 points each) m (t)=W-3 m, (t)=e + m,(t)=eW-7 a. What is the mean of X? b. What is the mean of Y? c. What is the mean of Z? d. What is the variance of X? e. What is the variance of Y? f. What is the variance of Z? Consider independent random variables X and Y with the following pmfs: y=1 (0.5 x=1 S(x)= {0.5 x =...
3. (20 marks) Suppose Y...Y is a random sample of independent and identically distributed Gamma(c, B) random variables. Suppose c is a known constant. a) (5 marks) Find an exact (I-a)100% CI. forty: cß based on Y. Hint: Make use of the Chi-Square distribution when finding your pivot. b) (5 marks) Find an approximate (1-α)100% CI. forMy-cß based on only Y using a n (Y-CB) ~ Normal (0, Normal approximation and the pivot Z- c) (5 marks) Find an approximate...
1. State three properties of the normal distribution. [3 marks) (a) Suppose that X is a normal random variable with mean 5. If P{X > 9} = 0.2, approximately what is Var(X)? - [3 marks] (b) Let Y be a normal random variable with mean 12 and variance 4. Find the value of c such that P{Y > c} = 0.10. [3 marks)
Problem 2 (20 points) Suppose (Y,X) e R × 10, îl has joint density 1/2e-0.5(y+) T (a) Find the marginal density of Y (b) Find the marginal density of X (c) Deduce P10.7 < X 〈 0.81. (d) Are Y and X independent? Problem 2 (20 points) Suppose (Y,X) e R × 10, îl has joint density 1/2e-0.5(y+) T (a) Find the marginal density of Y (b) Find the marginal density of X (c) Deduce P10.7
Mechanics. Need help with c) and d) 1. A particle of mass m moves in three dimensions, and has position r(t)-(x(t), y(t), z(t)) at time t. The particle has potential energy V(x, y, 2) so that its Lagrangian is given by where i d/dt, dy/dt, dz/dt (a) Writing q(q2.93)-(r, y, z) and denoting by p (p,P2, ps) their associated canonical momenta, show that the Hamiltonian is given by (show it from first principles rather than using the energy) H(q,p)H(g1, 92,9q3,...
1. (2 marks) If y = 3x and x changes from 1.2 to 2.5: a) What is the average change in y? b) What is the instantaneous rate of change in y when x = 2.0? 2. (2 marks) The value "V" (in dollars) of a new laptop t years after it is purchased is given by the function: V(t) = 899.95e -0.71 a) What is the average rate of change of the value during the first two years? Round...
Suppose X is a random vector, where X = (X(1), . . . , x(d))T , d with mean 0 and covariance matrix vv1 , for some vector v ER 1point possible (graded) Let v = . (i.e., v is the normalized version of v). What is the variance of v X? (If applicable, enter trans(v) for the transpose v of v, and normv) for the norm |vll of a vector v.) Var (V STANDARD NOTATION SubmitYou have used 0...