FR2 (4+4+4 12 points) (a) Let XI, X2, X10 be a randoin sample from N(μι,σ?) and Yi, Y2, 10 , Y 15 be a random sample from N (μ2, σ2), where all parameters are unknown. Sup- pose Σ 1 (Xi X 2 0 321 (Y-...
σ2). 6. Suppose X1, Yİ, X2, Y2, , Xn, Y, are independent rv's with Xi and Y both N(μ, All parameters μί, 1-1, ,n, and σ2 are unknown. For example, Xi and Yi muay be repeated measurements on a laboratory specimen from the ith individual, with μί representing the amount of some antigen in the specimen; the measuring instrument is inaccurate, with normally distributed errors with constant variability. Let Z, X/V2. (a) Consider the estimate σ2- (b) Show that the...
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(a) Let Xi, X2, the random interval (ay,, b%) around 9, where Y, = max(Xi,X2 ,X), a and b are constants such that 1 S a <b. Find the confidence level of this interval. Xi, X, want to test H0: θ-ya versus H1: θ> %. Suppose we set our decision rule as reject Ho , X, be a random sample from the Uniform (0, θ) distribution. Consider (b) ,X5 is a random sample from the Bernoulli (0) distribution, 0 <...
10-13.. Consider the hypothesis test H0 : μι Ma against , : μ.< μ2. Suppose that sample sizes n-15 and n-15, that 7.2 and x2-7.9, and that si 4 and s 6.25. Assume that σ-σ and that the data are drawn from normal distribu- tions. Use α 0.05 (a) Test the hypothesis and find the P-value (b) Explain how the test could be conducted with a confidence interval. than μ2? be used to obtain B 0.05 if u, is 2.5...
Let Xi, , Xn be a random sample from a n(o, σ*) distribution with pdf given by 2πσ I. Is the distribution family {f(x; σ), σ 0} complete? 2. Is PCH)〈1) the same for all σ ? 3. Find a sufficient statistic for σ. 4. Is the sufficient statistic from (c) also complete!? Let Xi, , Xn be a random sample from a n(o, σ*) distribution with pdf given by 2πσ I. Is the distribution family {f(x; σ), σ 0}...
Let X1,... , Xn be a random sample from the Pareto distribution with pdf { f (r0)= 0, where 0>0 is unknown (a) Find a uniformly most powerful (UMP) test of size a for testing Ho 0< 0 versus where 0o>0 is a fixed real number. (Use quantiles of chi-square distributions to express the test) (b) Find a confidence interval for 0 with confidence coefficient 1-a by pivoting a ran- dom variable based on T = log Xi. (Use quantiles...
4. (24 marks) Suppose that the random variables Yi,..., Yn satisfy Y-B BX,+ Ei, 1-1, , n, where βο and βι are parameters, X1, ,X, are con- stants, and e1,... ,en are independent and identically distributed ran- dom variables with Ei ~ N (0,02), where σ2 is a third unknown pa- rameter. This is the familiar form for a simple linear regression model, where the parameters A, β, and σ2 explain the relationship between a dependent (or response) variable Y...
4. Let Yi, . .. ,y, denote a random sample from the pdf 0-1 0Ky1, elsewhere. y"(1- y)0-1 0, (a) Find the method of moments estimator of θ. (b) Find a sufficient statistics for θ 4. Let Yi, . .. ,y, denote a random sample from the pdf 0-1 0Ky1, elsewhere. y"(1- y)0-1 0, (a) Find the method of moments estimator of θ. (b) Find a sufficient statistics for θ
Let X1,...,X10 be a random sample from N(θ1,1) distribution and let Y1,...,Y10 be an independent random sample from N(θ2,1) distribution. Let φ(X,Y ) = 1 if X < Y , −5 if X ≥ Y , and V= φ(Xi,Yj) . 1. Find v so that P[V>=v]=0.45 when 1=2. 2. Find the mean and variance of V when 1=2. 10 10 2 We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe...
FF1:18 1H20B B 80 ma2500a16-1 ma2500s14 ma2500a15 ma2500s15 ma2500a17 2. Let Xi, X2 , X10 be a random sample of observations from the N(μ, σ*) distribution where μ is unknown and σ2-10. We reject the null hypothesis Ho : μ-5 in lavour of the alternative hypothesis H1 : μ < 5 if sum of the observations is less than or equal to 35 (a) What is the critical region for the test? (b) Compute the size of the test (c)...