Thus X has the probability mass function (for x1, x2, 3 E No with z +22...
How to do (d) and (e)? Thanks. 11. Let X, X1, X2, ... be independent and identically distributed random variables taking values 0, 1, 2 with px(0) = 1, px(1) = 3 and px(2) = 1. Define Sn X1 Xn, n > 1. (a) Compute the probability generating function of X (b) Find the probability generating function of Sp. 2) from the probability generating function (c) Find P(Sn (d) Derive the moment generating function of S from its probability generating...
Suppose Y-X1-X2 where X1, x2 are iid Poisson(11) (a) Show that Y has moment generating function My (t) = e11(ette-t-2) (b) Even though you can do it from other results, use the mgf in (a) to find Var(Y).
7. Let X a be random variable with probability density function given by -1 < x < 1 fx(x) otherwise (a) Find the mean u and variance o2 of X (b) Derive the moment generating function of X and state the values for which it is defined (c) For the value(s) at which the moment generating function found in part (b) is (are) not defined, what should the moment generating function be defined as? Justify your answer (d) Let X1,...
Problem 2 If Xi, X2. ,Xso be independent and idatically distributed with probability density function same as random variable X (x) = 1/2e-2x x > 0 and Y-X1 X2+X Points 5 Points) 5 Points a) Find Moment Generating Function of Y, My(S) b) What is MGF of-2x c What is MGF of 2X +3 Problem 2 If Xi, X2. ,Xso be independent and idatically distributed with probability density function same as random variable X (x) = 1/2e-2x x > 0...
The joint probability mass function of random variables X and Y is given by if x1 = 1,2; x2 = 1,2 p(x1, x2) = { otherwise (a) Specify the probability mass function of X1 and X2. (b) Are X1 and X2 independent? Are they identically distributed? Explain. (C) Find the probability of the event that X1 + 2X2 > 3. (d) Find the probability of the event that X1 X2 > 2.
The moment generating function ф(t) of random variable X is defined for all values of t by et*p(x), if X is discrete e f (x)dx, if X is continus (a) Find the moment generating function of a Binomial random variable X with parameters n (the total number of trials) and p (the probability of success). (b) If X and Y are independent Binomial random variables with parameters (n1 p) and (n2, p), respectively, then what is the distribution of X...
Can we find this without use of the moment generating function? 3. (15 pts) Let Xị and X2 be two independent random variables that follow standard normal distribution. The PDF of a standard normal distribution is given by f(t)= exp-/2; - <t<0.. i) Find the joint PDF of V = X1 + X2 and Y2 = X1 - X). ii) Prove that Yi and Y2 are independent. R ONALEN SON
3. [20 marks] Consider the multinomial distribution with 3 categories, where the random variables Xi, X2 and X3 have the joint probability function where x = (zi, 2 2:23), θ = (θί, θ2), n = x1 + 2 2 + x3, θι, θ2 > 0 and 1-0,-26, > 0. (a) [4 marks] Find the maximum likelihood estimator θ of θ. (b) [4 marks] Find that the Fisher information matrix I(0) (c) [4 marks] Show that θ is an MVUE. (d)...
22. Suppose that X1, X2,...,x, Fp, where F, is a discrete distribution with probability mass function p(x) = p(1– p)* for x=0,1,2,.... (See Example 7.3.9.) The MLE Ộ=1/(1+X) has the asymptotic distribution below: VnCô–p) DY~N(0,(1 – p)p?). (8.54) Use the normal distribution in (8.54) to obtain, via a variance stabilizing transformation, an approximate 100(1 – a)% confidence interval for p.
20 marksConsider the multinomial distribution with 3 categories, where the random variables X1,X2 and X have the joint probability function 123 [4 marks] Find the approximate distribution of Y = 2X1-X2, when the sample size n is large. 20 marksConsider the multinomial distribution with 3 categories, where the random variables X1,X2 and X have the joint probability function 123 [4 marks] Find the approximate distribution of Y = 2X1-X2, when the sample size n is large.