7 pts Question 8 ). Let X be from an exponential distribution with mean of 3....
Let X1,X2,X3,X4 be observations of a random sample of n-4 from the exponential distribution having mean 5, What is the mgf of Y-X1 X2 X3 X4? 4. 5. What is the distribution of Y? What is the mgf of the sample mean X = X+X+Xa+X1 ? 6. 7. What is the distribution of the sample mean?
Let Y1, Y2, ..., Yn denote a random sample from an exponential distribution with mean θ. Find the rejection region for the likelihood ratio test of H0 : θ = 2 versus Ha : θ ≠ 2 with α = 0.09 and n = 14. Rejection region =
2. Suppose XX2,X is a random sample from an exponential distribution with . Let X(1) minX1,X2, Xn), the minimum of the sample mean (a) Show that the estimator 6nx is an unbiased estimator of 8. (hint: you were asked to derive the distribution of X for a random sample from an exponential distribution on assignment 2 -you may use the result) (b) X, the sample mean, is also an unbiased estimator of . Which of the unbiased estimators, or X,...
09 , Let Xi, X2 Xn be a random sample from an exponential distribution with mean 0. (a) Show that a best critical region for testing Ho: 9 3 against Hj:e 5 can be (b) If n-12, use the fact that (2/8) ???, iEX2(24) to find a best critical region of based on the statistic ?, xi . size a 0.1 (12 marks)
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...
7. (1 point) Let X be the mean of a random sample of size 36 from the uniform distribution U(7,15) Find P(11.3 <X < 11.5)
8. Let X1,...,Xn denote a random sample of size n from an exponential distribution with density function given by, 1 -x/0 -e fx(x) MSE(1). Hint: What is the (a) Show that distribution of Y/1)? nY1 is an unbiased estimator for 0 and find (b) Show that 02 = Yn is an unbiased estimator for 0 and find MSE(O2). (c) Find the efficiency of 01 relative to 02. Which estimate is "better" (i.e. more efficient)? 8. Let X1,...,Xn denote a random...
QUESTION 2 Let Xi.. Xn be a random sample from a N (μ, σ 2) distribution, and let S2 and Š-n--S2 be two estimators of σ2. Given: E (S2) σ 2 and V (S2) - ya-X)2 n-l -σ (a) Determine: E S2): (l) V (S2); and (il) MSE (S) (b) Which of s2 and S2 has a larger mean square error? (c) Suppose thatnis an estimator of e based on a random sample of size n. Another equivalent definition of...
8) Let Yi, X, denote a random sample from a normal distribution with mean μ and variance σ , with known μ and unknown σ' . You are given that Σ(X-μ)2 is sufficient for σ a) Find El Σ(X-μ). |. Show all steps. Use the fact that: Var(Y)-E(P)-(BY)' i-1 b) Find the MVUE of σ.
2 Let X1, X2, ...,X, be independent continuous random variables from the following distribution: f(3) = ox-(0-1) where : > 1 and a > 1 You may use the fact: E[X]- .- 2.1 Show that the maximum likelihood estimator of a is ômle = Ei log Xi 2.3 Derive a sufficient statistic for a. What theorem are you using to determine sufficiency? 2.4 Show that the fisher information in the whole sample is: 1(a)= 2.5 What Cramer Rao lower bound...