Let denote X1:n a random sample from a distribution with density f(x;θ)=exp{-(x-θ)},x>θ ,(X1-C,♾) be a confidence interval of %100(1-α) for θ,find the C.
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Let X1,X2, , Xn be a random sample from a normal distribution with a known mean μ (xi-A)2 and variance σ unknown. Let ơ-- Show that a (1-α) 100% confidence interval for σ2 is (nơ2/X2/2,n, nơ2A-a/2,n). Let X1,X2, , Xn be a random sample from a normal distribution with a known mean μ (xi-A)2 and variance σ unknown. Let ơ-- Show that a (1-α) 100% confidence interval for σ2 is (nơ2/X2/2,n, nơ2A-a/2,n).
Let X1, ..., X50 denote a random sample of size 50 from the geometric distribution f(x; θ) = θ(1 − θ) x−1 for x = 1, 2, ... and 0 < θ < 1. Suppose that after taking the observations we find that ¯x = 5. 8. a) Find the maximum likelihood estimator ˆθ of θ. b) Find E[X¯] and var(X¯). c) Use part (b) above together with the CLT and delta method to find the limiting distribution of √...
6. L , Xn be a random sample from a population with pdf et X1,. . . 9x1, xe (0,1), 0, otherwise, where θ E Θ (0.00) (a) Find a confidence interval for θ with confidence coefficient 1-α by pivoting a random variable based on statistic T(X,)--Σ-1 log Xi. (Use quantiles of chi-square distributions to express the confidence interval and use equal-tail confidence interval) (b) Find the shortest I-α confidence interval for θ of the form a/T, b/T, where T(X,)...
Let X1, X2, ... , Xn be a random sample of size n from the exponential distribution whose pdf is f(x; θ) = (1/θ)e^(−x/θ) , 0 < x < ∞, 0 <θ< ∞. Find the MVUE for θ. Let X1, X2, ... , Xn be a random sample of size n from the exponential distribution whose pdf is f(x; θ) = θe^(−θx) , 0 < x < ∞, 0 <θ< ∞. Find the MVUE for θ.
X denote the mean of a random sample of size 25 from a gamma type distribu- tion with a = 4 and β > 0. Use the Central Limit theorem to find an approximate 0.954 confidence interval for μ, the mean of the gallina distribution. Hint: Use the random variable (X-43)/?7,/432/25. 6. Let Yi < ½ < < }, denote the order statistics of a randon sample of size n from a distribution that has pdf f(z) = 4r3/04, O...
2. 20 marks] Let z1,., xn be a random sample drawn independently from a one-parameter curved normal distribution which has density -oo < x < 00, θ>0, , riid i.e., X r, and 2,2-1 Γη (e) 3 marks Find the Fisher information Z(0) (f) [3 marks] Is θ2 an MVUE of θ? Justify your answer (g) 3 marks] Assume that T = 1.32 and x-3.76 for a random sample of size n = 100. Find the Wald 95% confidence interval...
Let X1 Xn be a random sample from a distribution with the pdf f(x(9) = θ(1 +0)-r(0-1) (1-2), 0 < x < 1, θ > 0. the estimator T-4 is a method of moments estimator for θ. It can be shown that the asymptotic distribution of T is Normal with ETT θ and Var(T) 0042)2 Apply the integral transform method (provide an equation that should be solved to obtain random observations from the distribution) to generate a sam ple of...
Let X1, X2, ..., Xn be a random sample with probability density function a) Is ˜θ unbiased for θ? Explain. b) Is ˜θ consistent for θ? Explain. c) Find the limiting distribution of √ n( ˜θ − θ). need only C,D, and E Let X1, X2, Xn be random sample with probability density function 4. a f(x:0) 0 for 0 〈 x a) Find the expected value of X b) Find the method of moments estimator θ e) Is θ...
4. Let X1, X2, ..., Xn be a random sample from a distribution with the probability density function f(x; θ) = (1/2)e-11-01, o < x < oo,-oo < θ < oo. Find the NILE θ.
4. Let X1, X2, ..., Xn be a random sample from a distribution with the probability density function f(x; θ) = (1/2)e-11-01, o < x < oo,-oo < θ < oo. Find the NILE θ.