Let X have a probabiltiy density function
fX(x)={ (2(θ−x)) /θ^2 , 0<x<θ
0, otherwise.
(a) Show that X has distribution function
FX(x)=⎨0 , x ≤ 0
((2x)/θ) − ((x^2)/(θ^2)) , 0 < x < θ
1 , x ≥ θ
(b) Show that X/θ is a pivotal quantity.
(c) Us the pivotal quantity from part (b) to find a 90% lower confidence limit for θ
Let X have a probabiltiy density function fX(x)={ (2(θ−x)) /θ^2 , 0<x<θ 0, otherwise. (a) Show...
2.6.9 Let X have density function fx(x) = x/4 for 0 < x < 2, otherwise fx(x)=0. (a) Let Y = X. Compute the density function fy(y) for Y. (b) Let Z = X. Compute the density function fz(z) for Z.
Let X be a random variable with density function fX (x)= cx(1−x), if0<x<1, 0 ,otherwise. (a) What is the value of c? (b) What is the cumulative distribution function FX for X? (c) What is the probability that X < 1/4?
Let X be a random variable with probability density function (pdf) given by fx(r0)o elsewhere where θ 0 is an unknown parameter. (a) Find the cumulative distribution function (cdf) for the random variable Y = θ and identify the distribution. Let X1,X2, . . . , Xn be a random sample of size n 〉 2 from fx (x10). (b) Find the maximum likelihood estimator, Ỗmle, for θ (c.) Find the Uniform Minimum Variance Unbiased Estimator (UMVUE), Bumvue, for 0...
Let X be a continuous random variable with probability density function fx()o otherwise Find the probability density function of YX2
Let X be a continuous random variable with probability density function fx()o otherwise Find the probability density function of YX2
2.9.10 Suppose X has density fX(x) = x3/4 for 0 < x < 2, otherwise fx(x) = 0, and Y has density fr (y)-5y4/32 for 0 < y < 2, otherwise fr (y)-0. Assume X and Y are independent, and let Z = X + Y (a) Compute the joint density fx.r(x. y) for all x, y e R (b) Compute the density fz(z) for 2.
Let Xi., Xn be a random sample from the distribution with density f(r, θ)-303/2.4 for x > θ and 0 otherwise. Determine the MLE of θ and derive 90% central CI interval for θ. If possible find an exact CI. Otherwise determine an approximate CI. Explain your choice
Let Xi., Xn be a random sample from the distribution with density f(r, θ)-303/2.4 for x > θ and 0 otherwise. Determine the MLE of θ and derive 90% central CI interval...
Do only (b). Use convolution.
Exercise 7.20. Let X have density fx(x) = 2x for 0 < x < 1 and let Y be uniform on the interval (1,2). Assume X and Y independent. Give the joint density function of (X. Y). Calculate P(Y - X2 Find the density function of X + Y. (a) (b)
2. If X is continuous with distribution function FX and density function fX, find the density function of Y = 2X.
7. Let X a be random variable with probability density function given by -1 < x < 1 fx(x) otherwise (a) Find the mean u and variance o2 of X (b) Derive the moment generating function of X and state the values for which it is defined (c) For the value(s) at which the moment generating function found in part (b) is (are) not defined, what should the moment generating function be defined as? Justify your answer (d) Let X1,...
1. Let X and Y be continuous random variables with joint pr ability density function 6e2re5y İfy < 0 and x < otherwise. y, fx,y (z,y) 0 (a) [3 points] Show that the marginal density function of Y is given by 3es if y 0, 0 otherwise. fy (y) = (b) |3 poin s apute the marginal density function of X (c) [3 points] Show that E(X)Y = y) =-y-1, for y 0 (d) 13 points] Compute E(X) using the...