Let x be a single input, and y is an observed data value (0 or 1) for X. Let hølx)-1 + θ*x. Consi...
Let f(x; θ) = 1 θ x 1−θ θ for 0 < x < 1, 0 < θ < ∞. (1) Show that ˆθ = − 1 n Pn i=1 log(Xi) is the MLE of θ. (2) Show that this MLE is unbiased. Exactly 6.4-8. Let f(x:0)-缸붕 for 0 < x < 1,0 < θ < oo 1 1-0 (1) Show that θ Σ-1 log(X) is the MLE of θ (2) Show that this MLE is unbiased.
4. Let X1, . . . , Xn be a random sample from a normal random variable X with probability density function f(x; θ) = (1/2θ 3 )x 2 e −x/θ , 0 < x < ∞, 0 < θ < ∞. (a) Find the likelihood function, L(θ), and the log-likelihood function, `(θ). (b) Find the maximum likelihood estimator of θ, ˆθ. (c) Is ˆθ unbiased? (d) What is the distribution of X? Find the moment estimator of θ, ˜θ.
2. Let X and Y be continuous random variables with joint probability density function fx,y(x,y) 0, otherwise (a) Compute the value of k that will make f(x, y) a legitimate joint probability density function. Use f(x.y) with that value of k as the joint probability density function of X, Y in parts (b),(c).(d),(e (b) Find the probability density functions of X and Y. (c) Find the expected values of X, Y and XY (d) Compute the covariance Cov(X,Y) of X...
Let Lyl = y + 2y + y (a) Solve the initial value problem L[y]=0 y(0)=1 (y'0)=1 (b) Use the method of undetermined coefficients to find a particular solution to the equation L[y] =2e-4
7. Find cov(X, Y) 8. Are the random variables X, Y independent? Justify answer Edit : do not solve number 1, I already solved. C=3/32 Use this information for problems 1 -8: Let X, Y be two continuous random variables and let f(x, y)2y + xy?) over the range O< x<2 and 0< y< 2. Determine the v function alue of the constant c that makes this function a joint probability density 1. Use this information for problems 1 -8:...
5. Let X be uniformly distributed in [0, 1]. Given X = x, the r.v. Y is uniformly distributed in 0, x for 0
5. Let X be uniformly distributed in [0, 1]. Given X = x, the r.v. Y is uniformly distributed in 0, x for 0<x<1 (a) Specify the joint pdf fxy(x,y) and sketch its region of support Ω XY. (b) Determine fxly(x1025). (c) Determine the probability P(X〈2Y). (d) Determine the probability P(X +Y 1)
y f(y; yo, θ) = y-0-1 where y- yo, θ > 1, and we 4. Let r be a continuous RV modeled b assume yo is a given, fixed value. Find both the MME and MLE for θ assuming a random sample of size n. This problem shows that the MME and MLE can be different. Joy
Use the reduction of order method to solve the following problem given one of the solution y1. (a) (x^2 - 1)y'' -2xy' +2y = 0 ,y1=x (b) (2x+1)y''-4(x+1)y'+4y=0 ,y1=e^2x (c) (x^2-2x+2)y'' - x^2 y'+x^2 y =0, y1=x (d) Prove that if 1+p+q=0 than y=e^x is a solution of y''+p(x)y'+q(x)y=0, use this fact to solve (x-1)y'' - xy' +y =0
= r.Cos (0), y r sin(0), and zr0 Let x.y,z)=x y+y zxz, where x 3-where w(r,0) = u(x(r,0),y(r,0),2(r,0)) Owr.0) for r= 1, 0 = д0 (r,0) and дr Evaluate 2 = r.Cos (0), y r sin(0), and zr0 Let x.y,z)=x y+y zxz, where x 3-where w(r,0) = u(x(r,0),y(r,0),2(r,0)) Owr.0) for r= 1, 0 = д0 (r,0) and дr Evaluate 2