Question 3 [10 marks Let W Then the p.d.f. 1 fw (w) 2"/21 (n/2) exp(-w/2) w3-1, w>0. and the c.d.f. is denot...
Let, f(x)= 1/15e-x/15, 0≤ x < ∞ be the p.d.f. of X i. find the c.d.f., F(x), for f(x). ii. find the values of µ and ?2. iii. what is the moment generating function? iv. what is the probability that 20<x<40? v. what percentile is µ? vi. what is the value of the 25th percentile?
5 3 1 0 Problem 10 Let wi = ,W2 W3 Let W = Span{W1,W2, W3} C R6. 11 9 1 2 a) [6 pts] Use the Gram-Schmit algorithm to find an orthogonal basis for W. You should explicitly show each step of your calculation. 10 -7 11 b) [5 pts) Let v = Compute the projection prw(v) of v onto the subspace W using the 5 orthogonal basis in a). c) (4 pts] Use the computation in b) to...
1. The Weibull distribution has many applications in reliability engineering, survival analysis, and general insurance. function Let p> 0, δ > 0. Consider the probability density x>0 zero otherwise. Find the probability distribution of w-x6 a) Determine the probability distribution of W by finding the c.d.f. of W, Fw(w). Find the cd.f. of X, Fx(x) = P(X x). “Hint', 1: u-substitution: u "Hint" 2: There is no such thing as a negative cumulative distribution function "Hint" 3: Should be Fx(0)-0,...
Question 4 16 marks Let Y N(Hy, o). Then X := exp(Y) is said to be lognormally distributed with p.d.f. (In(x)-Hy) exp 202 fx(x) TOYV27 and denoted as LN(Hy, of). Let Xı,... , X, be random samples from the LN(Hy,of) distribution (a) Find the maximum likelihood estimator for ty, which we denote as fty (Hint: Use the fact that Yi In(X) is normally distributed with known mean and variance) Verify that the sought stationary point is a maximum (b) Verify...
Problem 3. (30 pts) Let W, i = 1,...,n be iid Exp(6.), Vi, i = 1,...,m be iid Exp(02), and two samples are independent, fw(w) dhe , fv(u) = bene (c) Provide the MLE for (6,62) = (0 - 0). (d) If a UMVUE exists for (61 – 62), provide it; otherwise explain why it does not exist.
5. Given a linear map f R3R3 if V Vi, V2, va) is a basis of R3, and further, a) State the defining matrix of f under the basis vi, V2, vs) -3 2 0 b) Let W-(w1, w2, w3) be another basis of R3 and P42 be the change- 01-1 of-coordinate matrix from V to W. Let A be the defining matrix for f under the basis W diagonalize A. 5. Given a linear map f R3R3 if V...
Let X have probability density function f(2)= k(1+x) -3 for 0 < x < oo and f(x) = 0 elsewhere. a. Find the constant k and Find the c.d.f. of X. b. Find the expected value and the variance of X. Are both well defined? c. Suppose you are required to generate a random variable X with the probability density function f(x). You have available to you a computer program that will generate a random variable U having a U[0,...
ote: The norm of is denoted by |vand is calculated N a vector u Consider a subspace W of R4, W span(1, v2, v3, v4)). Where 0 из- 1. Find an orthonormal basis Qw of W and find the dimension of W 2. Find an orthonormal basis QWL of WL and find the dimension of WL 3. GIven a vector u- . find the Qw coordinate of Projw(v) . find the Qwa coordinate of Projwi (v) » find the coordinate...
2-3. Let ?>0 and ?? R. Let X1,X2, distribution with probability density function , Xn be a random sample from the zero otherwise suppose ? is known. ( Homework #8 ): W-X-5 has an Exponential ( 2. Recall --)-Gamma ( -1,0--) distribution. a) Find a sufficient statistic Y-u(X1, X2, , Xn) for ? b) Suggest a confidence interval for ? with (1-?) 100% confidence level. "Flint": Use ?(X,-8) ? w, c) Suppose n-4, ?-2, and X1-215, X2-2.55, X3-210, X4-2.20. i-1...
Problem 3: Let x(n) be an arbitrary signal, not necessarily real valued, with Fourier transform X (w). Express the Fourier transforms of the following signals in terms of X() (C) y(n) = x(n)-x(n-1) (d) v(n) -00x(k) (e) y(n)=x(2n) (f) y n even n odd , x(n/2), (n) 0 Problem 4: etermine the signal x(n) if its Fourier transform is as given in Fig. P4.12. X(a) 0 10 10 10 X(o) 0 X(a) Figure P4.12 Problem 3: Let x(n) be an...