The following distributional facts apply in this part: All variables are jointly normal and the marginals are as follows:
N(m,s ): This is the notation for the Normal distribution with mean m and standard deviations .
X~N(5,2) Y~N(2,3) Z~N(0,1) W~N(-4,6) U~N(0,5) V~N(24,1)
Covariances between these variables are:
sxy =.4, sxw =-.5, swu =1, suv =2; allothercovariancesare0.
We have a random sample of size 6 from the distribution of X. We have a random sample of size 10 from the distribution of Y.
We have a random sample of size 12 from the distribution of Z. We have a random sample of size 4 from the distribution of W. We have a random sample of size 2 from the distribution of U. We have a random sample of size 8 from the distribution of V.
The sample means and variances of each of these samples is denoted in the usual way by X and S 2 with appropriate subscripts. In problems 5-8, find the distribution of the indicated random variables, and report the mean and standard deviation for Normal distribution. Report the degree(s) of freedom for t, Chi-square, and F distributions. If the random variable has no known distribution, write 'None.'
5. Find P[U > 2.1768Su ]
6. Find the value of d such that P[ (3(Y -2)2) / ((W +4)2 ) < d ] =.95
Note: Y is not an order statistic; it is simply the first value in the sample from the distribution of Y.
7. Find Cov(2X - 5, Y + Z)
8. Find the variance of 3U-2W.
PLEASE DO ALL PARTS THANK YOU
The following distributional facts apply in this part: All variables are jointly normal and the marginals...
Problem 2. (26 points) Two random variables X and Y are jointly normally distributed, with E(X)x, EY) y and co-variance Cov(X,Y) = ơXY. To estimate the population co-variance ơXY, a very simple random sample is drawn from the population. This random sample consists of n pairs of random variables {OG, Yİ), (XyW), , (x,,y,)). Based on the sample, we construct sample co-variance SXY as: Ti-1 2-1 1. (4 points) Show Σ(Xi-X) (Yi-Y) = Σ Xix-n-X-Y. 2. (4 points) Find E(Xi...
Please show steps (and formulas) for part b Problem 2. a. X has a normal distribution with mean 5 and variance 25. Y has a normal distribution with mean 3 and variance 16. In addition, X and Y are independent. If W = X+Y, find P(W > 9). b. Random variables U, V, Z are such that E[U] = 1, E[V] =5, E[2] = -3, Var[U] = 1, Var[V] = 4, Var[2] =1, Cov[U,V] =-1,Cov[U, 2] = 2, Cor[V, 2]...
1.1 [Probability and Statistics] Let X and Y be jointly distributed normal random variables, where cov[X, Y]-2 In other words, the joint distribution of the pair (X, Y) ~N(,),where 1 |.and Σ := |.-2 9 What is the distribution of the random variable Z:-X -2Y?
Let X, y, and U be jointly normal zero-mean random variables with variances Problem 1 4, 2, and 1, respectively, such that E XY 1. Assume that U is independent of X and Y Let Z = X + Y + U. Find the joint PDF of X, Y. and Z. Your answer should be explicit C1 and not contain vectors or matrices. Let X, y, and U be jointly normal zero-mean random variables with variances Problem 1 4, 2,...
If the random variables X, Y, and Z have the means ux = 3, uy = -2, and uz = 2, the variances o = 3, o = 3, o2 = 2, the covariances cov(X,Y) = -2, cov(X, Z) = -1, and cov(Y,Z) = 1, U = Y - Z, and V = X - Y +2Z. (a) Find the mean and the variance of U and V, respectively. (b) Find the covariance of U and V.
If the random variables X, Y, and Z have the means ji x = 3, My = -2, and uz = 2, the variances of = 3, o = 3, o2 = 2, the covariances cov(X,Y) = -2, cov(X, Z) = -1, and cov(Y,Z) = 1, U = Y - Z, and V = X - Y + 2Z. (a) Find the mean and the variance of U and V. (b) Find the covariance of U and V.
Suppose that X and Z are zero-mean jointly normal random variables, such that of = 4,02 = 17/9, and E [XZ] = 2. We define a new random variable Y = 2X – 3Z. Determine the PDF of Y, the conditional PDF of X given Y, and the joint PDF of X and Y.
2. Suppose Yi,.. narei normal random variables with normal distribution with unknown mean and variance, μ and or. Let Y-욤 Σ;..x. For this problem, you may not assume that n is large. (a) What is the distribution of Y? (b) what is the distribution of z-(yo), (en, (n-) (c) what is the distribution of (n-p? (d) What is the distribution of Justify your answer. (e) Let Zi-(ga)' + (-)' + (yo)", z2 = (속)' + (n-e)' what is the distribution...
Let Yi, Ys,.., Y's be a random sample of size 5 from a normal distribution mean 0 and standard deviation 1 and let-3x /5 . Let Y6 be another independent observation from the same distribution. Find the distributions of the following random variables i-1 2(572 +Y) (b) WW Let Yi, Ys,.., Y's be a random sample of size 5 from a normal distribution mean 0 and standard deviation 1 and let-3x /5 . Let Y6 be another independent observation from...
lative 4.3 Find the mean of the random variables described by each of the following cumu distribution functions 0 1,2 0yS2, w< 0, w> 10 (b)/Fx(x)=[1-exp(-2x)]u(x) ; 0, 4 1, y> 2; (d) Fz(z)=[1-exp(--2)]u(z).