Question 1 [10 points] Suppose that the sequence xo, X1, X2... is defined by xo =...
We work with a sequence with a recursive formula is as follows, Xo = x1 = x2 = 1; In = In-2 + In-3, n > 3. The sequence therefore looks like: 1,1,1, 2, 2, 3, 4, 5, 7, 9, 12,... For example, x3 = x1 + x0 = 1+1 = 2, 24 = x2 + x1 = 2, and x5 = x3 + x2 = 3, X6 = x4 + x3 = 4, 27 = X5 + x4 =...
Let a sequence Xo, X1,X2,... be defined in the following way: X12 1) Compute the first 10 terms of this sequence. (2 points) 2) Prove that this sequence is strictly increasing, .e., Vn 20:X >X. (2 points) 3) Prove that Vn 20: Xn S4". What are the base cases? What is the inductive step? (5 points) 4) The above result suggests that this sequence grows in the worst case exponentially, i.e., X 0(4). Consider trying to tighten this bound in...
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Assume the following theorem: If R.V.'s X1, X2, ..., Xn are independent and uniformly bounded (i.e. JM > 0) such that the P(|X1| > M) = 0 and limn+_ V(Yn) = limn+oV(S1_, Xk) = ), then the distribution of the standardized mean of X; approaches the stan dard normal distribution. Now, consider the sequence of independent random variables (Xk) =1, and assume each has uniform density 1 0 < xk < fk(xk) = {...
Suppose that 20, 21, 22, ... is sequence defined as follows. do = 5,21 = 16,0 integers n > 2. Prove that an = 3.2" +2.5" for all integers n > 0. = 7an-1 – 10an-2 for all
in 4. Suppose that {Xk, k > 1} is a sequence of i.i.d. random variables with P(X1 = +1) = 1. Let Sn = 2h=1 Xk (i.e. Sn, n > 1 is a symmetric simple random walk with steps Xk, k > 1). (a) Compute E[S+1|X1, ... , Xn] for n > 1. Hint: Check out Example 3.8 in the lecture notes (Version Mar/04/2020) for inspiration. (b) Find deterministic coefficients an, bn, Cn possibly depending on n so that Mn...
2. Suppose X1, X2, . .., Xn are a random sample from θ>0 0, otherwise Note: If X~fx(a; 0), thenXEx(0). (a) Find the CRLB of any unbiased estimator of θ (b) Is the MLE for θ the MVUE?
3. (14 pts.) Let the sequence an be defined by ao = -2, a1 = 38 and an = 2an-1 + 15an-2 for all integers n > 2. Prove that for every integer n > 0, an = 4(5") + 2(-3)n+1.
Let us consider the biased random walk S,-X1 +X2+···+X,, with S: is a sequence of independent randon variables with P(X,--1)-g,P(X.-1) p+q=1 and Mt Show that M.-Sn-b- calculate Elr), where τ = inf{n : S" = a or-6) with a, b > 0. 0. where Xi, X2 p. where g)n is a martingale. Use this martingale to
Exercise 1 Consider utility maximization problem: Kuhn Tucker Theorem max U (x1, x2) = x1+x2 21,22 subject to Tị 2 0, r2 > 0, p1x1+p2r2 < I, where p1, p2 and I are positive constants. Exercise 1 Consider utility maximization problem: Kuhn Tucker Theorem max U (x1, x2) = x1+x2 21,22 subject to Tị 2 0, r2 > 0, p1x1+p2r2 < I, where p1, p2 and I are positive constants.
A sequence {an , is defined by the following formula. What is the limit of this sequence? do = 3, an= 3an-1-2, for n> 1.