and X...,X, U[0,1], Given X...., X, are iid Y, is defined as Yn = min(x1,x2,...,x,). a.s. Prove that in Y, probabilit →...
Let X1, X2, X3, . be a sequence of i.i.d. Uniform(0,1) random variables. Define the sequence Yn as Ymin(X1, X2,,Xn) Prove the following convergence results independently (i.e, do not conclude the weaker convergence modes from the stronger ones). d Yn 0. a. P b.Y 0. L 0, for all r 1 Yn C. a.s d. Y 0.
Let X1, X2, X3, . be a sequence of i.i.d. Uniform(0,1) random variables. Define the sequence Yn as Ymin(X1, X2,,Xn) Prove the following...
Let X1,X2,X3..Xn be iid of f(x)= theta. x^(theta-1), with x(0,1) and theta being a positive number. Is the parameter identifiable?.Compute the maximum likelihood estimate. If instead of X1,X2,,, We observe, Y1,Y2,...Yn, where Yi=1(Xi<=0.5).What distribution does Yi follow? What is the parameter of this distribution? Compute MLE and the method of moments and Fisher information.
Let X1,X2,X3..Xn be iid of f(x)= theta. x^(theta-1), with x(0,1) and theta being a positive number. Is the parameter identifiable?.Compute the maximum likelihood estimate. If instead of X1,X2,,, We observe, Y1,Y2,...Yn, where Yi=1(Xi<=0.5).What distribution does Yi follow? What is the parameter of this distribution? Compute MLE and the method of moments and Fisher information.
Let X1, X2,· · ·iid B(1, x), i.e,P(X1= 1) =x= 1−P(X1= 0), where x∈ [0,1]. Let Sn = X1+X2+· · ·+Xn. What can you say about the limiting behaviour of Sn/n from strong law large number
Suppose that X1,X2,... is a sequence of i.i.d. r.v.s having uniform distribution on [0,1]. Define Yn=n(1−max1≤i≤nXi) for n=1,2,.... Prove that Yn converges in distribution to an exponential distribution.
2. Let X1, X2, X3 ..., X, be iid b(1, p) random variables. Let Sn = 27-1Xthen prove that Sn-E(Sn) N(0,1) as n +00. (Sn)
and Y = X1. X1, X2-N(0,1) and are independent. Let Z = X² + X (a) Is Z useful to predict Y? (b) Is Y useful to predict Z?
Consider a random sample (X1, Y1),(X2, Y2), . . . ,(Xn, Yn) where Y | X = x is modeled by a N(β0 + βx, σ2 ) distribution, where β0, β1 and σ 2 are unknown. (a) Prove that the mle of β1 is an unbiased estimator of β1. (b) Prove that the mle of β0 is an unbiased estimator of β0.
My utility is given by u(x1, x2) = 2x194x2-2 + In(x1) + [min{x1, x2)] + 2x2 + x1!! True, False, or Cannot Be Determined: When P1 = $2,P2 = $4, and I = $100, my optimal consumption bundle is (x1,x2) = (25,15).
Matt’s utility is given by u(x1,x2)=min{x1,x2}+min{x3,x4}. Which of the following four bundles (A, B, C, and D) will he most prefer? Bundles are written (x1,x2,x3,x4). a. A = (2, 2, 2, 2) b. B = (6, 0, 0, 2) c. C = (4, 2, 1, 1) d .D = (6, 1, 3, 1)