[4 points) Let xi(t) = {2, x2(t) = t, 23(t) = 1. Orthonormalize x1, 12, x3...
Let X1, X2, and X3 be uncorrelated random variables, each with 4. (10 points) Let Xi, X2, and X3 be uncorrelated random variables, each with mean u and variance o2. Find, in terms of u and o2 a) Cov(X+ 2X2, X7t 3X;) b) Cov(Xrt X2, Xi- X2)
4. Let T = min(Xi, X2,Xy), where each Xi~Weibull(8,a) and X1, X2, X3 are independent (component lifetimes). Show that T also has a Weibull distribution exactly with some shape and scale parameters. (This is so-called "weakest-link model" Hint: find the reliability function of T.)
4. Let T = min(Xi, X2,Xy), where each Xi~Weibull(8,a) and X1, X2, X3 are independent (component lifetimes). Show that T also has a Weibull distribution exactly with some shape and scale parameters. (This is so-called "weakest-link model" Hint: find the reliability function of T.)
3. (25 pts.) Let X1, X2, X3 be independent random variables such that Xi~ Poisson (A), i 1,2,3. Let N = X1 + X2+X3. (a) What is the distribution of N? (b) Find the conditional distribution of (X1, X2, X3) | N. (c) Now let N, X1, X2, X3, be random variables such that N~ Poisson(A), (X1, X2, X3) | N Trinomial(N; pi,p2.ps) where pi+p2+p3 = 1. Find the unconditional distribution of (X1, X2, X3). 3. (25 pts.) Let X1,...
Let X1, X2, X3 … be independent random variable with P(Xi = 1) = p = 1-P(Xi=0), i ≥ 1. Define: N1 = min {n: X1+…+ Xn =5}, N2 = 3 if X1 = 0, 5 if X1 = 1. N3 = 3 if X4 = 0, 2 if X4 = 1. Which of the Ni are stopping times for the sequence X1, …?
1 [3]. Let X1,X2, X3 be iid random variables with the common mean --1 2-4 and variance σ Find (a) E (2X1 - 3X2 + 4X3); (b) Var(2X1 -4X2); (c) Cov(Xi - X2, X1 +2X2).
3) Let (x, y), (X2, y2), and (X3. Y3) be three points in R2 with X1 < x2 < X3. Suppose that y = ax + by + c is a parabola passing through the three points (x1, yı), (x2, y), and (x3, Y3). We have that a, b, and c must satisfy i = ax + bx + C V2 = ax + bx2 + c y3 = ax} + bx3 + c Let D = x X2 1....
how to calculate cov(x1,x2), cov(x2,x3),cov(x3,x1)? and how to calculate var(x1),var(x2),var(x3)? Given three random variables Xi, X2, and X such that X[Xi X2 X 20 -1 E [X] ,1-10 | and var(X)=Σ-| 0 3 0. 1 0.5 1 compuite: 2
Question 1: Let T: R3 ---> R2 defined by T(x1,x2,x3) = (x1 + 2x2, 2x1 - x2). Show that T as defined above is a Liner Transformation. Question 2: Determine whether the given set of vectors is a basis for S = {(1,2,1) , (3,-1,2),(1,1,-1)} R3 Need answers to both questions.
Let X1, X2, X3 ∼(iid) Exponential(λ). (a) Show that T(X1, X2, X3) = X1 + X2 + X3 is a sufficient statistic for λ. (b) Find the MVUE for λ. (c) Show that is not a sufficient statistic for λ. (d) Let = and find . Give an argument for why is not the best estimator of λ. We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to...