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6. Let Xi 1,... ,Xn be a random sample from a normal distribution with mean u and variance ơ2 whi...
Let X, , . . ., Xn be a random sample from an N(p, ơ2). (a) Construct a (1-α) 100% confidence interval for μ when the value of σ2 is known. (b) Construct a (1-α) 100% confidence interval for μ when the value of σ2 is unknown.
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).
2. Suppose that Xi, , Xn, n-: 25, form a random sample from a normal distribution with mean θ and variance 4. Consider the following hypotheses at α-0.05 Ho : θ-0 versus H1 : θ > 0. Derive the power function, π( 5), and evaluate it at θ--04,-02, 0,02, 0.4, 0.6, 0.8, 1. 2. Suppose that Xi, , Xn, n-: 25, form a random sample from a normal distribution with mean θ and variance 4. Consider the following hypotheses at...
7. A random sample of 20 stock return is believed to be normally distributed with mean u and variance ơ2. The returns. X. are recorded as follows: 0.03 0.090 0.022 0.100 0.0120.000.0160.1310.0380.038 0.107 0.165 0.102 0.0060.047 0.010 0.0710.094 0.029 0.057 By setting α-0.10, test the hypothesis Ho: σ2 0.01 against the alternative, H1:02 < 0.01 Determine the 95% confidence intervals for by assuming that, a. b. Ơ2 0.0 1, and σ2 is not known. I. 11, 7. A random sample...
8. Suppose that Xi,..., Xn is a sample from a normal population having unknown pa- rameters μ and σ2 a) Devise a significance level α test of the null hypothesis 0 versus the alternative hypothesis for a given positive value σ1. b) Explain how the test would be modified if the population mean μ were known in advance 8. Suppose that Xi,..., Xn is a sample from a normal population having unknown pa- rameters μ and σ2 a) Devise a...
09 , Let Xi, X2 Xn be a random sample from an exponential distribution with mean 0. (a) Show that a best critical region for testing Ho: 9 3 against Hj:e 5 can be (b) If n-12, use the fact that (2/8) ???, iEX2(24) to find a best critical region of based on the statistic ?, xi . size a 0.1 (12 marks)
8. Suppose that Xi,..., Xn is a sample from a normal population having unknown pa- rameters μ and σ2 a) Devise a significance level α test of the null hypothesis 0 versus the alternative hypothesis for a given positive value σ1. b) Explain how the test would be modified if the population mean μ were known in advance
2. (10pts) The following 16 random samples; 5.33, 4.25, 3.15, 3.70, 1.61, 6.40, 3.12, 6.59,3.53, 4.74, 0.11, 1.60, 5.49, 1.72, 4.15, 2.30, came from normal distribution with mean μ and variance σ2, i.e., Xi, X2' .. . , X16 ~ N(μ, σ*), with the density function (a) (4pts) Find the maximum likelihood estimates of μ and σ2, denoted with μ and σ2. (b) (4pts) Based on above μ and σ2, construct 95% confidence intervals for μ and σ2 separately. (c)...
Suppose that X . . . . . Xn is a random sample from a normal population with unknown mean μ x and unknown variance σ I. What is the form of a 95% confidence interval for μχ . Îs your interval the shortest 95% confidence interval for μχ that is avail- able? 2. What is the form of a 95% confidence interval for . Is your interval the shortest 95% confidence interval for σ,' that is avail- able? 3....