< 0) = 1/3, and Exercise 9.8. Suppose X has an N(u,02) distribution, P(X P(X <...
Suppose that X has CDF Exercise 24.22. Suppose that X has CDF 0 If x < 0, İf 0 < x < 1, İf 1 < x < 7, a. Find the density fx(a) b. Find the median of X
1. Suppose that X, X, X, are iid Berwulli(p),0 <p<1. Let U. - x Show that, U, can be approximated by the N (np, np(1-P) distribution, for large n and fixed <p<1. 2. Suppose that X1, X3, X. are iid N ( 0°). Where and a both assumed to be unknown. Let @ -( a). Find jointly sufficient statistics for .
Exercise 3.37. Suppose random variable X has a cumulative distribution function F(x) = 1+r) 720 x < 0. (a) Find the probability density function of X. (b) Calculate P{2 < X <3}. (c) Calculate E[(1 + x){e-2X].
(1) Suppose the pdf of a random variable X is 0, otherwise. (a) Find P(2 < X < 3). (b) Find P(X < 1). (e) Find t such that P(X <t) = (d) After the value of X has been observed, let y be the integer closest to X. Find the PMF of the random variable y U (2) Suppose for constants n E R and c > 0, we have the function cr" ifa > 1 0, otherwise (a)...
Provided N(0, 1) and without using the LSND program, find P( - 2 <3 <0) Provided N(0, 1) and without using the LSND program, find P(Z < 2). Provided N(0, 1) and without using the LSND program, find P(Z <OOR Z > 2). Message instructor about this question Provided N(0, 1) and without using the LSND program, find P(-1<2<3). 0.84 Message instructor about this question
1. (50 points) Suppose X1, ..., Xn form a random sample from a N(u,02) distribution with p.d.f. Fe 202, for – V2110 <x< . Assume that o = 2 is known. a) (10 points) Derive the 90% confidence interval for u that has the shortest length. You must show all details including the pivot you use. b) (8 points) Show that the sample mean is an efficient estimator for u. Assume in (c)- (f) that the prior distribution of u...
b) X-N(-8,12). Find: i P(X<-9.8) ii. P(X > -8.2) iii. P(-7< X <0.5)
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
Q5. Suppose YON,(, oʻ1) and X is a n xp matrix of constants with rank p (<n). a) Show that A = X(X'X)'X' and I - A are idempotent and find the rank of each. b) If u is linear combination of columns of X i.e. u=Xb for some b find E(Y'AY) and E(Y'(I - A)Y) where A is an in (a) c) Find the distribution of Y'AY/? & Y'(I - A)Y/02 d) Show that Y'AY & Y'(I – A)Y...
Problem 3. Suppose that the cumulative distribution function of a random variable X is given by (o if b < 0 | 1/3 ifo<b<1B 2/3 if isb<2 2.9 1 if2 Sb. 3.9 (a) Find P(X S 3/2). (b) Find E(X) and Var(X). 4.10