Let X_1, X_2, ..., X_21 be a random sample from a normal distribution with µ = 10, σ^2 = 4. Using the chi-square distribution, find P(2 < S^2 < 8)
for we know that (n-1)s2/ σ 2 follows chi distribution with n-1 degree of freedom
therefore P(2<S2<8)=P(2*(21-1)/4<(n-1)*s2/σ2 <8*(21-1)/4)=P(10<X2 <40)=0.9950-0.0318=0.9632
Let X_1, X_2, ..., X_21 be a random sample from a normal distribution with µ =...
Let X_1,X_2,……… X_10 be an independent random sample of size n=10 from a population having mean μ=8 and variance σ^2=4. Consider the following estimators of μ: μ ̂_1=X ̅ and μ ̂_2=2X_1-X_2. Check unbiasedness of above estimators. If biased find the amount of bias. Determine the variance of the estimators. Find the relative efficiency and identify the best estimators.
Let X1, ..., Xn be a random sample (i.i.d.) from a normal distribution with parameters µ, σ2 . (a) Find the maximum likelihood estimation of µ and σ 2 . (b) Compare your mle of µ and σ 2 with sample mean and sample variance. Are they the same?
Let X1, . . . , Xn be a random sample from a normal distribution, Xi ∼ N(µ, σ^2 ). Find the UMVUE of σ ^2 .
Let X1, . . . , Xn be a random sample from a normal distribution, Xi ∼ N(µ, σ^2 ). Find the UMVUE of σ ^2 .
Problem3 (15 points (a) (8 points) Let x, X, be a random sample from normal distribution NG, σ, . s are sample mean and sample variance. Consider the probabilities PC, μ) and PS? σ)-are they equal? (b) (7 points) Let X, , ,X, be a random sample from normal distribution Mo, σ, R, s are sample mean and sample variance. Let y.... is and independent sample from the same distribution. Y, s are corresponding sample mean and sample variance. Let...
8) Let Yi, X, denote a random sample from a normal distribution with mean μ and variance σ , with known μ and unknown σ' . You are given that Σ(X-μ)2 is sufficient for σ a) Find El Σ(X-μ). |. Show all steps. Use the fact that: Var(Y)-E(P)-(BY)' i-1 b) Find the MVUE of σ.
Let X have a normal distribution with µ=10 and σ=2. Determine the probability or area in the normal curve for which P(8<X<12).
Let $X_1$ and $X_2$ i.i.d. Uniformly distributed over [$ \theta -\frac {1} {2},\theta +\frac {1} {2}] $ for an unknown $\theta$ in $\mathbb{R}$. Show that [min($ X_1,X_2$), max($ X_1,X_2$)] is 50% CI for $\theta$. hint: u don’t have to calculate the distribution of $\min \left( X_{1},X_{2}\right) $ or $\max \left( X_{1},X_{2}\right) $
and let (b) Let X, X,...,X, be a random sample form the normal distribution Nu,o) Σ- ΣΧ be the sample mean, S2 be the sample variance. j-1 n-1 Σ--Σ( - 1' -nΣΤ-β). (i) Prove that Using it, determine the distribution of X (ii) Find the m.g.f. of X. n ΣT- ) Σ- 7 7 n (iii) Indicate the distributions ofJ 2 , respectively. and (iii) Given that X and S are independent, derive the m.g.f of (n-15, and then, σ'...
Let X have a normal distribution with µ=10 and σ=2. Determine the probability or area in the normal curve for which P(8<X<12). a)0.75 b)0.2275 c)0.05 d)0.6827