Let X have a gamma distribution with parameters a > 2 and 3 > 0. (a)...
8. The Gamma(a, A) distribution has density f(x)(a) where for a0' a 0 and A > 0 (a) Showfx,of(x) dr-1. Recall !"(a)-C"rtta-idt. (b) If X has a gamma distribution with parameters α and λ, find a general expression for E(Xk). (Answer: ) (c) Use your answer to the last question to find Var(X). The identity「(α + 1) a「(a) will help.
I. Let X be a random sample from an exponential distribution with unknown rate parameter θ and p.d.f (a) Find the probability of X> 2. (b) Find the moment generating function of X, its mean and variance. (c) Show that if X1 and X2 are two independent random variables with exponential distribution with rate parameter θ, then Y = X1 + 2 is a random variable with a gamma distribution and determine its parameters (you can use the moment generating...
3. Let X and Y have a bivariate normal distribution with parameters x -3 , μΥ 10, σ 25, 9, and ρ 3/5. Compute (c) P(7<Y < 16). (d) P(7 < Y < 161X = 2).
Let X1, ..., Xn be a random sample from the distribution 1 f(x; 01, 02) e-(2–01)/02 x > 01, - < 01 <0, 02 > 0. 7 02 Find the method of moments estimators (MMEs) of 04 and 02.
1. X,,x2,..., X, is a random sample from a Poisson (0) distribution with probability mass function 0*e f(x) = x=0,1,..., 0 >0. x! (1) Write Poisson (0) as an exponential family of the form fo(x) = exp{c(0)T(x)-v (0)}h(x) State what c(0), 7(x), and y (@) are. (ii) a. Prove that for the exponential family given in (i), E[T(X)]=y'(c). b. Hence find the mean of the Poisson (0) distribution. [3] [6] [2] 21 (iii) Show that for the Poisson (0) distribution,...
Let X1, X2,..., X, be n independent random variables sharing the same probability distribution with mean y and variance o? (> 1). Then, as n tends to infinity the distribution of the following random variable X1 + X2 + ... + x, nu vno converges to Select one: A. an exponential distribution B. a normal distribution with parameters hi and o? C a normal distribution with parameters 0 and 1 D. a Poisson distribution
2-3. Let ?>0 and ?? R. Let X1,X2, distribution with probability density function , Xn be a random sample from the zero otherwise suppose ? is known. ( Homework #8 ): W-X-5 has an Exponential ( 2. Recall --)-Gamma ( -1,0--) distribution. a) Find a sufficient statistic Y-u(X1, X2, , Xn) for ? b) Suggest a confidence interval for ? with (1-?) 100% confidence level. "Flint": Use ?(X,-8) ? w, c) Suppose n-4, ?-2, and X1-215, X2-2.55, X3-210, X4-2.20. i-1...
a b and c please and thankyou Problem 2 Let X is a random variable with Poisson distribution X ~ Poisson(λ), (a) Find E(X1X2 i). λ > 0. 、 (b) Find E(xIx2). (c)Prove that λ>2-2a-ka for λ>0.
Problem 2. Let f be a self-map on a set X. For x,y e X define x ~ y if and only if f"(x) = f(y) for some integers n, m > 0. Show that ~ is an equivalence relation.
Let X be a random variable following a continuous uniform distribution from 0 to 10. Find the conditional probability P(X >3 X < 5.5). Chebyshev's theorem states that the probability that a random variable X has a value at most 3 standard deviations away from the mean is at least 8/9. Given that the probability distribution of X is normally distributed with mean ji and variance o”, find the exact value of P(u – 30 < X < u +30).