![5. (20 pts) Short Answer/Multiple Choice. Note: You are asked for iwo pieces of information in both part b and part c. a. P(-1.26 < Z < 1.74) is very nearly equal to (choose one): i. 0.8633 ii. 0.8588 i. 0.8553 iv. 0.8403 b. If Xi, ?,, ,X, are independent Normal random variables, then X, +X, + one) approximately/exactly + X is (circle (fill-in the blank) c. If X,x, X are independent Uniform[a,b] random variables with n not small, then X+X++X, is (circle one) approximately/exactly (fill-in the blank). d. If X and Y are random variables and a, b, c are constants, then Var(aX + bY + c) = a2 Var(X) + b2 rar(Y) i. Always ii. Sometimes iii. Never e. If X and Y are random variables and a, b, c are constants, then E(aX + bY + c)-a E(X) + b E(Y) + c i. Always Sometimes iii. Never](http://img.homeworklib.com/questions/48d68bc0-1ca2-11ec-bb71-398a9ae03537.png?x-oss-process=image/resize,w_560)
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5. (20 pts) Short Answer/Multiple Choice. Note: You are asked for iwo pieces of information in...
4. Recall that the covariance of random variables X, and Y is defined by Cov(X,Y) =...
4. Recall that the covariance of random variables X, and Y is defined by Cov(X,Y) = E(X - Ex)(Y - EY) (a) (2pt) TRUE or FALSE (circle one). E(XY) 0 implies Cov(X, Y) = 0. (b) (4 pt) a, b, c, d are constants. Mark each correct statement ( ) Cov(aX, cY) = ac Cov(X, Y) ( ) Cor(aX + b, cY + d) = ac Cov(X, Y) + bc Cov(X, Y) + da Cov(X, Y) + bd ( )...
Let X and Y be independent identically distributed random variables with means µx and µy respectively. Prove the following. a. E [aX + bY] = aµx + bµy for any constants a and b. b. Var[X2] = E[X2] − E...
Let X and Y be independent identically distributed random variables with means µx and µy respectively. Prove the following. a. E [aX + bY] = aµx + bµy for any constants a and b. b. Var[X2] = E[X2] − E[X]2 c. Var [aX] = a2Var [X] for any constant a. d. Assume for this part only that X and Y are not independent. Then Var [X + Y] = Var[X] + Var[Y] + 2(E [XY] − E [X] E[Y]). e....
Let X and Y be independent identically distributed random variables with means µx and µy respectively....
Let X and Y be independent identically distributed random variables with means µx and µy respectively. Prove the following. a. E [aX + bY] = aµx + bµy for any constants a and b. b. Var[X2] = E[X2] − E[X]2 c. Var [aX] = a2Var [X] for any constant a. d. Assume for this part only that X and Y are not independent. Then Var [X + Y] = Var[X] + Var[Y] + 2(E [XY] − E [X] E[Y]). e....
Please answer all parts of the question, with all work shown Problem Seven (Properties of Covariance...
Please answer all parts of the question, with all work shown
Problem Seven (Properties of Covariance and Corelation) (A) Prove that you can express Var(aX b,cY d) as for some appropriate constants α, β, and γ. (Note: X and Y can not be assumed to be independent.) (B) Let X" and Y be the standardized versions of the random variables X and Y. Prove that (I suggested this relation in lecture but did not prove it.)
(a) Let X and Y be independent random variables both with the same mean u +0....
(a) Let X and Y be independent random variables both with the same mean u +0. Define a new random variable W = ax + by, where a and b are constants. (i) Obtain an expression for E(W). (ii) What constraint is there on the values of a and b so that W is an unbiased estimator of u? Hence write all unbiased versions of W as a formula involving a, X and Y only (and not b). [2]
(II) Multiple continuous random variables: 8.2 Let X and Y have joint density fXY(x,y) = cx^2y...
(II) Multiple continuous random variables: 8.2 Let X and Y have joint density fXY(x,y) = cx^2y for x and y in the triangle defined by 0 < x < 1, 0 < y < 1, 0 < x + y < 1 and fXY(x,y) = 0 elsewhere. a. What is c? b. What are the marginals fX(x) and fY(y)? c. What are E[X], E[Y], Var[X] and Var[Y]? d. What is E[XY]? Are X and Y independent?
1- True or false section Write down the question AND the answer in your answer booklet)...
1- True or false section Write down the question AND the answer in your answer booklet) a. The expected value of a product of two independent random variables is E(XY) EQEY ipt b. A continuous random variable is a random variable that can assume only countable values cThe slope of CDF of any RV could not have negative values. d The expectation fa randomvariable uniformiydistributedover (-2,8)s equalto5__ It e If a and b are constants and X is a random...
With explanation please. True or false section (W rite down the question AND the auswer in...
With explanation please.
True or false section (W rite down the question AND the auswer in your ansver booklet: . A continuous random variable is a raudom variable that can assume only countable ( X values b. A basket contains 5 red balls and 8 black balls. The probability of drawing two successive red balls iithout repfacement) is equal to 25 c. The CDE of a discrete random variables could contain delta lun d. Th ctions ree unbiased coins are...
Question 4 15 marks] The random variables X1, ... , Xn random variables with common pdf...
Question 4 15 marks] The random variables X1, ... , Xn random variables with common pdf independent and identically distributed are 0 E fx (x;01) 0 independent of the random variables Y^,..., Y, which and are indepen are dent and identically distributed random variables with common pdf 0 fy (y; 02) 0 (a) Show that the MLE8 of 01 and 02 are 1 = X i=1 Y (b) Show that the MLE of 0 when 01 = 0, = 0...
3. [Multiple Choice Questions (4 points per question, 32 points in total): Please answer the following...
3. [Multiple Choice Questions (4 points per question, 32 points in total): Please answer the following questions. 3.1 There is a random variable X with observations 3.5 Which of the following is implied from the law [X,,X2,...,X). It is known that these observations follow the normal distribution with mean μ and variance σ2. Which of the following will lead to a c? of large numbers? (a) If we have a sufficiently large number of observations, its sample mean is close...
4. Recall that the covariance of random variables X, and Y is defined by Cov(X,Y) = E(X - Ex)(Y - EY) (a) (2pt) TRUE or FALSE (circle one). E(XY) 0 implies Cov(X, Y) = 0. (b) (4 pt) a, b, c, d are constants. Mark each correct statement ( ) Cov(aX, cY) = ac Cov(X, Y) ( ) Cor(aX + b, cY + d) = ac Cov(X, Y) + bc Cov(X, Y) + da Cov(X, Y) + bd ( )...
Please answer all parts of the question, with all work shown
Problem Seven (Properties of Covariance and Corelation) (A) Prove that you can express Var(aX b,cY d) as for some appropriate constants α, β, and γ. (Note: X and Y can not be assumed to be independent.) (B) Let X" and Y be the standardized versions of the random variables X and Y. Prove that (I suggested this relation in lecture but did not prove it.)
(a) Let X and Y be independent random variables both with the same mean u +0. Define a new random variable W = ax + by, where a and b are constants. (i) Obtain an expression for E(W). (ii) What constraint is there on the values of a and b so that W is an unbiased estimator of u? Hence write all unbiased versions of W as a formula involving a, X and Y only (and not b). [2]
1- True or false section Write down the question AND the answer in your answer booklet) a. The expected value of a product of two independent random variables is E(XY) EQEY ipt b. A continuous random variable is a random variable that can assume only countable values cThe slope of CDF of any RV could not have negative values. d The expectation fa randomvariable uniformiydistributedover (-2,8)s equalto5__ It e If a and b are constants and X is a random...
With explanation please.
True or false section (W rite down the question AND the auswer in your ansver booklet: . A continuous random variable is a raudom variable that can assume only countable ( X values b. A basket contains 5 red balls and 8 black balls. The probability of drawing two successive red balls iithout repfacement) is equal to 25 c. The CDE of a discrete random variables could contain delta lun d. Th ctions ree unbiased coins are...
Question 4 15 marks] The random variables X1, ... , Xn random variables with common pdf independent and identically distributed are 0 E fx (x;01) 0 independent of the random variables Y^,..., Y, which and are indepen are dent and identically distributed random variables with common pdf 0 fy (y; 02) 0 (a) Show that the MLE8 of 01 and 02 are 1 = X i=1 Y (b) Show that the MLE of 0 when 01 = 0, = 0...
3. [Multiple Choice Questions (4 points per question, 32 points in total): Please answer the following questions. 3.1 There is a random variable X with observations 3.5 Which of the following is implied from the law [X,,X2,...,X). It is known that these observations follow the normal distribution with mean μ and variance σ2. Which of the following will lead to a c? of large numbers? (a) If we have a sufficiently large number of observations, its sample mean is close...
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