7.46. Let Yi < Y2 Y, be the order statistics of a random sample of size 3 from the distribution with p.d.f. zero...
Let Y1<Y2<...<Yn be the order statistics of a random sample of size n from the distribution having p.d.f f(x) = e-y , 0<y<, zero elsewhere. Answer the following questions. (a) decide whether Z1 = Y2 and Z2=Y4-Y2 are stochastically independent or not. (hint. first find the joint p.d.f. of Y2 and Y4) (b) show that Z1 = nY1, Z2= (n-1)(Y2-Y1), Z3=(n-2)(Y3-Y2), ...., Zn=Yn-Yn-1 are stocahstically independent and that each Zi has the exponential distribution.(hint use change of variable technique)
6.62. Let Yi < Y2 < . . . < Y, be the order statistics of a random sample of size n from the distribution having p.df.f(x)-2x/g, 0<x <θ, zero elsewhere (a) If 0 < c < 1, show that Pr (c < Y,/θ < 1)-1-eM (b) If n=5 and if the observed value of Y, is 1.8, find a 99 percent confidence interval for 0.
15. (30 points) Let Y1 < Y2 < Y3 < Y4 be the order statistics of a random sample of size n = 4 from a distribution with p.d.f.f(x) 2x, 0 < x < 1, zero elsewhere. Evaluate E[Yalyj]. [Hint: First find the joint p.d.f. of Y3 and Y4, and then find the conditional p.d.f. of Y4 given Y3 y3] 15. (30 points) Let Y1
Leth < ½ < Y, denote the order statistics of a random sample of size 3 from a distribution with pdff(x) = 1,0 x < 1 zero elsewhere. Let Z Ling e the midrange of the sample an d R = Y 3-Y, be the range ofthe sample. (a) Find the joint pdf of (Z, R). (b) Find the probability that the range is less than 0.5 (c) Find the pdf of Z.
3.4 Let X,, X be a random sample of size n from the U(Q,62) distribution, 6, and let Y, and Yn be the smallest and the largest order statistics of the Xs (i) Use formulas (28) and (29) in Chapter 6 to obtain the p.d.f.'s of Y and Y and then, by calculating depending only on Yi and 1,- Part i. (Note: it is not saying to find the joint pdf of Yi and Yn Find their marginal Theorem 13...
Let X,X,, X, be a random sample of size 3 from a uniform distribution having pdf /(x:0) = θ,0 < x < 0,0 < θ, and let):く,), be the corresponding order statistics. a. Show that 2Y, is an unbiased estimator of 0 and find its variance. b. Y is a sufficient statistic for 8. Determine the mean and variance of Y c. Determine the joint pdf of Y, and Y,, and use it to find the conditional expectation Find the...
2.a. Let X1, X2, ..., X., be a random sample from a distribution with p.d.f. (39) f( 0) = (1 - 1) if 0 < x <1 elsewhere ( 1 2.) = where 8 > 0. Find a sufficient statistic for 0. Justify your answer! Hint: (2(1-)). b. Let X1, X2,..., X, be a random sample from a distribution with p.d.f. (1:0) = 22/ if 0 < I< elsewhere where 8 >0. Find a sufficient statistic for 8. Justify your...
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
5. Let Yi,Y2, , Yn be a random sample of size n from the pdf (a) Show that θ = y is an unbiased estimator for θ (b) Show that θ = 1Y is a minimum-variance estimator for θ.
X denote the mean of a random sample of size 25 from a gamma type distribu- tion with a = 4 and β > 0. Use the Central Limit theorem to find an approximate 0.954 confidence interval for μ, the mean of the gallina distribution. Hint: Use the random variable (X-43)/?7,/432/25. 6. Let Yi < ½ < < }, denote the order statistics of a randon sample of size n from a distribution that has pdf f(z) = 4r3/04, O...