Let X1,... , Xn be independent random variables, each following an exponential distri- bution with rate...
4. Suppose that X and Y are independent and follow an exponential distri- bution with parameter A. Show that the random variable Z min X,Y also follows an exponential distribution, with parameter 2λ. (hint: we have min(X, Y\ 2 z if and only if X 2 z and Y2 2)
Will thumbs up if done neatly and correctly! 6-7. Let θ > 1 and let X1,X2, ,Xn be a random sample from the distri- bution with probability density function f(x; θ-zind, 1 < x < θ. 6. a) Obtain the maximum likelihood estimator of θ, θ b) Is a consistent estimator of θ? Justify your answer 6-7. Let θ > 1 and let X1,X2, ,Xn be a random sample from the distri- bution with probability density function f(x; θ-zind, 1
Let X1, X2, ..., Xr be independent exponential random variables with parameter λ. a. Find the moment-generating function of Y = X1 + X2 + ... + Xr. b. What is the distribution of the random variable Y?
Suppose X1, X2, ..., Xn are independent and identically distributed (iid) with a Uniform -0,0 distri- bution for some unknown e > 0, i.e., the Xi's have pdf Suppose X1, X2,..., Xn are independent and identically distributed (iid f(3) = S 20, if –0 < x < 0; 20 0, otherwise. (a) (4 pts) Briefly explain why or why not this is an exponential family (b) (5 pts) Find one meaningful sufficient statistic for 0. (By "meaningful”, I mean it...
Let X1, X2, . . . , Xn be a sequence of independent random variables, all having a common density function fX . Let A = Sn/n be their average. Find fA if (a) fX (x) = (1/ √ 2π)e −x 2/2 (normal density). (b) fX (x) = e −x (exponential density). Hint: Write fA(x) in terms of fSn (x).
1. Let X1, X2, , Xn be independent Normal μ, σ2) random variables. Let y,-n Σ_lx, denote a sequence of random variables (a) Find E(y,) and Var(y,) for all n in terms of μ and σ2. (b) Find the PDF for Yn for alln. (c) Find the MGF for Yn for all n.
rate parameter A, for y independent rate parameter A, for X,. Let Y be the minimum of all these n random variables, i.e., Y- min(X1, X2,... ,Xn). Show that Y is distributed as exponential with rate Problem 6. Let X1, X2,..., Xn be independent exponential random variables with rn.
Let X1, X2, ....,. Xn, be a set of independent random variables, each distributed as a normal random variable with parameters μί and σ. Let х, ai Use properties of moment generating functions to determine the distribution of Y, meaning: find the type of distribution we get, and its expected value and variance
Let λ >0 and suppose that X1,X2,...,Xn be i.i.d. random variables with Xi∼Exp(λ). Find the PDF of X1+···+Xn. Use convolution formula and prove by induction
Minimum and maximum of n independent exponentials. Let X1, X2, ..., Xn be independent, each with exponential (~) distribution. Let V min (X1, X2, ..., Xn) and W = max(X1, X2, ..., Xn). Find the joint density of V and W. .