Please help show me how to run this in excel for Statics
Example: |
1) =NORM.INV() |
2) =NORM.INV() |
3) =NORM.INV() |
4) =NORM.INV() |
5) =NORM.INV() |
6) =NORM.INV() |
7) =NORM.INV() |
8) =NORM.INV() |
9) =NORM.INV() |
10) =NORM.INV() |
This is the Statics Question:
For questions 1-5, X1, X2, ... , X23 is a random sample from a distribution with mean μ = -1.02 and variance σ2 = 0.62. |
For questions 5-10, X1, X2, ... , X28 is a random sample from a distribution with mean μ = -8.77 and variance σ2 = 1.28. |
1. Find μx, the mean of the sample average. |
2. Find σ2x, the variance of the sample average. |
3. Find P(X ≤ -1.14). |
4. Find P(X > -1.14). |
5. Find P(-1.08 < X ≤ -0.94). |
6. Find μx, the mean of the sample average. |
7. Find σ2x, the variance of the sample average. |
8. Find P(X ≤ -8.47). |
9. Find P(X > -8.47). |
10.Find P(-9.02 < X ≤ -8.64). |
Please help show me how to run this in excel for Statics Example: 1) =NORM.INV() 2)...
1. Let Xi l be a random sample from a normal distribution with mean μ 50 and variance σ2 16. Find P (49 < Xs <51) and P (49< X <51) 2. Let Y = X1 + X2 + 15 be the sun! of a random sample of size 15 from the population whose + probability density function is given by 0 otherwise 1. Let Xi l be a random sample from a normal distribution with mean μ 50 and...
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).
1. (40) Suppose that X1, X2, Xn forms an independent and identically distributed sample from a normal distribution with mean μ and variance σ2, both unknown: 2nơ2 (a) Derive the sample variance, S2, for this random sample. (b) Derive the maximum likelihood estimator (MLE) of μ and σ2 denoted μ and σ2, respectively. (c) Find the MLE of μ3 (d) Derive the method of moment estimator of μ and σ2, denoted μΜΟΜΕ and σ2MOME, respectively (e) Show that μ and...
please answer the questions easily Suppose X1, X2, X3 is a random sample from a normal population with mean μ and variance (a) I,'ind i.he variallex, of Y , x..:.: Xy/X.t as an ( tinai." r of μ (b) Find the variance of Z-A+x2+x3 as an estimator of μ. (c) Which estimator is more efficient (i.e. has the smallest variance)? Consider a random sample of size n from a normal population with known mean μ and unknown variance σ2. Let...
Problem 5 of 5Sum of random variables Let Mr(μ, σ2) denote the Gaussian (or normal) pdf with Inean ,, and variance σ2, namely, fx (x) = exp ( 2-2 . Let X and Y be two i.i.d. random variables distributed as Gaussian with mean 0 and variance 1. Show that Z-XY is again a Gaussian random variable but with mean 0 and variance 2. Show your full proof with integrals. 2. From above, can you derive what will be the...
If a null hypothesis is rejected at a significance level of 1%, then we should say that it was rejected at 1%. Reporting that the null was also rejected at the 5% level of significance is unnecessary and unwise. True False The p-value equals alpha, the level of significance of the hypothesis test. True False THE NEXT QUESTIONS ARE BASED ON THE FOLLOWING INFORMATION: Let X1, X2, X3, and X4 be a random sample of observations from a population with...
Please solve these questions 1. Suppose that X1, X2, and Xs are random variables with common mean μ and variance matrix Find E(X1 +2X1X2-4X2X3 + X ]. 2. If X1, X2,..., X, are independent random variables with common mean (n - 1)] is an μ and variances σ?, σ2, .. ., σ unbiased estimate of varf , prove that Σ,(X,-X)2/[n 3. Suppose that in Exercise 2 the variances are known. Let X,-Σ,wa, be an unbiased estimate of μ (i.e., Σί...
Could you please explain the step 1 and step 2 for me? I know the notes want to show the formula for E(SSTR), but I don't know what are these two steps doing. 1.2 Expectations of sums of squares Expectation of the sums of squares be derived from the following fact about sample variance. If X1, . . . , Xn are iid, with mean μ and variance σ2, then The sample variance is an unbiased estimator of the variance...
please help me! Thanks in advance :) 5. Let N be a Poisson random variable with parameter λ Suppose ξ1S2, is a sequence of 1.1.d. random variables with mean μ and variance σ2, independent of N. Let SN-ξι 5N. Determi ne the me an and variance of Sw. 6. Let X, Y be independent random variables, each having Exponential(A) distribution. What is the conditional density function of X given that Z =
Please give detailed steps. Thank you. 5. Let {X1, X2,..., Xn) denote a random sample of size N from a population d escribed by a random variable X. Let's denote the population mean of X by E(X) - u and its variance by Consider the following four estimators of the population mean μ : 3 (this is an example of an average using only part of the sample the last 3 observations) (this is an example of a weighted average)...