Let Y1, Y2, …, Y4 be a random sample from a normal distribution with mean 10 years and
standard deviation 2.5 years. Find the following probabilities.
A. P(Y4 > 14 years)
B. P(Y1 + Y2 + Y3 + Y4 < 36 years)
C. P{(Y1 < 9 years) and (Y2 < 9 years) and (Y3 < 9 years) and (Y4 < 9 years)}
Note: B and C are asking different questions.
D. Find E(Y1 + Y32), the expected value of Y1 plus the square of Y3.
Let Y1, Y2, …, Y4 be a random sample from a normal distribution with mean 10...
15. (30 points) Let Y1 < Y2 < Y3 < Y4 be the order statistics of a random sample of size n = 4 from a distribution with p.d.f.f(x) 2x, 0 < x < 1, zero elsewhere. Evaluate E[Yalyj]. [Hint: First find the joint p.d.f. of Y3 and Y4, and then find the conditional p.d.f. of Y4 given Y3 y3] 15. (30 points) Let Y1
Let Y1< Y2< Y3< Y4< Y5 be the order statistics of n=5 independent observations from the exponential distribution with mean= 1. determine P(Y1>1) and find the pdf of Y5
Let Y1<Y2<...<Yn be the order statistics of a random sample of size n from the distribution having p.d.f f(x) = e-y , 0<y<, zero elsewhere. Answer the following questions. (a) decide whether Z1 = Y2 and Z2=Y4-Y2 are stochastically independent or not. (hint. first find the joint p.d.f. of Y2 and Y4) (b) show that Z1 = nY1, Z2= (n-1)(Y2-Y1), Z3=(n-2)(Y3-Y2), ...., Zn=Yn-Yn-1 are stocahstically independent and that each Zi has the exponential distribution.(hint use change of variable technique)
Suppose Y1, Y2, Y3, Y4, Y5 is a random sample from a gamma distribution where the shape parameter is known to be 2 and the scale parameter is unknown. a) Show that is a pivotal quantity. b) Show that is a pivotal quantity. We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this image
Let Y, Y2, Yz and Y4 be independent, identically distributed random variables from a population with mean u and variance o. Let Y = -(Y, + Y2 + Y3 +Y4) denote the average of these four random variables. i. What are the expected value and variance of 7 in terms of u and o? ii. Now consider a different estimator of u: W = y + y + y +Y4 This an example of weighted average of the Y. Show...
Let Y1, Y2, . . . , Yn be independent random variables with Exponential distribution with mean β. Let Y(n) = max(Y1,Y2,...,Yn) and Y(1) = min(Y1,Y2,...,Yn). Find the probability P(Y(1) > y1,Y(n) < yn).
Let Y1, Y2, ..., Yn denote a random sample from an exponential distribution with mean θ. Find the rejection region for the likelihood ratio test of H0 : θ = 2 versus Ha : θ ≠ 2 with α = 0.09 and n = 14. Rejection region =
2. [x] Suppose that Y1, Y2, Y3 denote a random sample from an exponential distribution whose pdf and cdf are given by f(y) = (1/0)e¬y/® and F(y) =1 – e-y/0, 0 > 0. It is also known that E[Y;] = 0. ', y > 0, respectively, with some unknown (a) Let X = min{Y1,Y2, Y3}. Show that X has pdf given by f(æ) = (3/0)e-3y/º. Start by thinking about 1- F(x) = Pr(min{Y1,Y2, Y3} > x) = Pr(Y1 > x,...
Let Y1, Y2, Y3 be the observation of X. X and Y1,Y2,Y3 are all zero mean real-valued random variables. We are to design a linear estimator. SOLUTION IS PROVIDED ON THE BOTTOM. DON'T NEED TO SOLVE THE PROBLEM MY ONLY QUESTION IS: In part C, c = E[X] Please explain why the inside cancels out and c becomes just E[X] ^This part
Let Y1, Y2, and Y3 be independent, N(0, 1)-distributed random variables, and set X1 = Y1 − Y3, X2 = 2Y1 + Y2 − 2Y3, X3 = −2Y1 + 3Y3.Determine the conditional distribution of X2 given that X1 + X3 = x.