Show that, in general, for a parent distribution with mean u and variance 02 where z is the quant...
The random variable Z has a Normal distribution with mean 0 and variance 1. Show that the expectation of Z given that a < Z < b is o(a) – °(6) 0(b) – (a)' where Ø denotes the cumulative distribution function for Z.
We have a random sample of size 17 from the normal distribution N(u,02) where u and o2 are unknown. The sample mean and variance are x = 4.7 and s2 = 5.76 (a) Compute an exact 95% confidence interval for the population mean u (b) Compute an approximate (i.e. using a normal approximation) 95% confidence interval for the population mean u (c) Compare your answers from part a and b. (d) Compute an exact 95% confidence interval for the population...
1. (50 points) Suppose X1, ..., Xn form a random sample from a N(u,02) distribution with p.d.f. Fe 202, for – V2110 <x< . Assume that o = 2 is known. a) (10 points) Derive the 90% confidence interval for u that has the shortest length. You must show all details including the pivot you use. b) (8 points) Show that the sample mean is an efficient estimator for u. Assume in (c)- (f) that the prior distribution of u...
just part a plz thank u!
Page 4 Marks Suppose Z(t) Y., where X(t) is the Poisson process with rate θ If μ = E[h] and σ2-Yar determine the mean and variance of Z(t) a. pil are the common mean and variance for y,y , then b. fVis Uniform distribution on interval (0, 1], then determine the mean and variance of XCV) 2
Page 4 Marks Suppose Z(t) Y., where X(t) is the Poisson process with rate θ If μ...
1. (40) Suppose that X1, X2, .. , Xn, forms an normal distribution with mean /u and variance o2, both unknown: independent and identically distributed sample from 2. 1 f(ru,02) x < 00, -00 < u < 00, o20 - 00 27TO2 (a) Derive the sample variance, S2, for this random sample (b) Derive the maximum likelihood estimator (MLE) of u and o2, denoted fi and o2, respectively (c) Find the MLE of 2 (d) Derive the method of moment...
5. Roll the die another 40 times and calculate the value of x. Sample Mean Observation (= second observation of X): 6. Now write your two X values (one from question 2 and one from question 5). Comment on the values. 7. The random variable X represents the outcome of a single roll of the die, and the random variable X represents the sample mean of 40 rolls of the die. Use the Central Limit Theorem, and the values in...
2. The chi-square distribution plays a significant role in performing inference on the as- sociation between categorical random variables (e.g., car injury severity and seat belt usage). If Z ~ N(0,1), then W = Z2 ~ xỉ – that is, W has a chi-square distribution with 1 degree of freedom. Furthermore if Z1, Z2, ..., Zn N(0,1), then W = Z+Z2+...+22 has a chi-square distribution with n degrees of freedom. Here are some helpful facts. Let t > 0 •...
A new diet that promises a fast loss of weight is launched. The change in weight after a week on the diet is modelled using a Normal distribution with mean u and variance σ2. Let z, . . . , zn be an independent sample from this Normal. (a) Knowing that μ z, find the method of moments estimator for σ. [4] (b) State (without deriving) an alternative estimator you know for σ2. Give one reason why one would prefer...
PLEASE SHOW ALL WORK. THANKS.
III, SIMPLE HARMONIC HECK (30 pts: 10 pts each piece), The statements immediately to follow (even when long and complicated) are considered in this context) GIVEN You may assume and rely on them for the problem/proof to follow a bit further down. Note: In some cases, "GIVEN' might mean 'self-evident' or 'obvious', but in other cases, it might not. GIVEN might not mean "obvious"; it can simply mean 'somehow established prior to this discussion'. GIVEN...
Write solutions legibly, and show all work. Walk the reader through your thought process, using English words when necessary. 1. Recall question 2 of the previous homework – We draw 6 cards from a 52 card deck and let X = the number of heart cards drawn. You already found the pmf back then. You’re allowed to use it here without re-deriving it. a. What is the expected value of X? b. What is the variance of X? What is...