Question

and let X and S be sample mean be a random sample from N(u,0) 1. Let are independent, follow the and sample variance, respect

0 0
Add a comment Improve this question Transcribed image text
Answer #1

t 91t 2 + . + An 11 2 n n - Y x :72 n n dai dau てとと dan dn -1 -1 ニん 1 kfeint pf ,an) XI/ ,xn NW, -1.2(i-) erp 20 121 2 1 1)nAence, taint pdy n) X,X2, ,Xn 4 2 nA-12-9- 202 +(An-) (H-44 2 + t (72 -M) 2 2 (AnH) n 2 (aj-p 202 -1 n 1Zai-+7 202 11 2/41-)PLEASE PLEASE PLEASE LEAVE A THUMBS UP!  

Add a comment
Know the answer?
Add Answer to:
and let X and S be sample mean be a random sample from N(u,0) 1. Let...
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for? Ask your own homework help question. Our experts will answer your question WITHIN MINUTES for Free.
Similar Homework Help Questions
  • and let X and S be sample mean be a random sample from N(u,0) 1. Let...

    and let X and S be sample mean be a random sample from N(u,0) 1. Let are independent, follow the and sample variance, respectively. In order to show that X and S steps below X x-x2 , and show the joint pdf of 1-1) Use the change of variable technique X,X,,X n is (n 1s 202 1 f(F,x,) = n exp 202 a27 [Hint 1] Use Jacobian for n x n variable transformation [Hint 2] 4AT-r- des dis Je ddi...

  • Only 1-3) ,X, be a random sample from N(u,0") and let X and S be sample...

    Only 1-3) ,X, be a random sample from N(u,0") and let X and S be sample 1. Let mean and sample variance, respectively. In order to show that X and S are independent, tollow the steps below. x - x -X, and show the joint pdf of ,X,,..., X 1-1) Use the change of variable technique is (n-1)s n-u) еxp f(X,x 2a 20 av2n Use Jacobian for n x n variable transformation 1-2) Use the fact that X~N(4, /n), and...

  • Only 1-3) ,X, be a random sample from N(u,0") and let X and S be sample...

    Only 1-3) ,X, be a random sample from N(u,0") and let X and S be sample 1. Let mean and sample variance, respectively. In order to show that X and S are independent, tollow the steps below. x - x -X, and show the joint pdf of ,X,,..., X 1-1) Use the change of variable technique is (n-1)s n-u) еxp f(X,x 2a 20 av2n Use Jacobian for n x n variable transformation 1-2) Use the fact that X~N(4, /n), and...

  • Only 1-4) X, be a random sample from N(4,a ), , and let X and S...

    Only 1-4) X, be a random sample from N(4,a ), , and let X and S be sample mean and sample 1. Let variance, respectively. In Order to show that and S are independent, tollow the steps below. and show the joint pdf of X,X3,*, X 1-1) Use the change of variable technique = Nx = x - is (п-1)5? п(т-и? f(E,x,) еxp ov2x 2a2 Use Jacobian for n x n variable transformation 1-2) Use the fact that X~N(u,a n)...

  • Only 1-6) N(4,) "x.xx be a random sample from variance, respectively. In order to show that...

    Only 1-6) N(4,) "x.xx be a random sample from variance, respectively. In order to show that and let X and S be sample mean and sample 1. Let and 5 are independent, tollow the steps below. 1-1) Use the change of variable technique =nx-x,- x and show the joint pdf of ,X,,X is (n-1) n- exp f(,x) 20 2a av2 Use Jacobian for n x n variable transformation 1-2) Use the fact that N(u,a n), and show that the conditional...

  • Let Y1<Y2<...<Yn be the order statistics of a random sample of size n from the distribution...

    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)

  • Let X1,.. ,X be a random sample from an N(p,02) distribution, where both and o are...

    Let X1,.. ,X be a random sample from an N(p,02) distribution, where both and o are unknown. You will use the following facts for this ques- tion: Fact 1: The N(u,) pdf is J(rp. σ)- exp Fact 2 If X,x, is a random sample from a distribution with pdf of the form I-8, f( 0,0) = for specified fo, then we call and 82 > 0 location-scale parameters and (6,-0)/ is a pivotal quantity for 8, where 6, and ô,...

  • 3.4 Let X,, X be a random sample of size n from the U(Q,62) distribution, 6,...

    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...

  • Question 2 Let X Pareto(r, 8 = 1) which has pdf: f(x) = 1 , 1...

    Question 2 Let X Pareto(r, 8 = 1) which has pdf: f(x) = 1 , 1 >1 and r > 1 (a) Given a random sample of size n from X show that the mle for r is: r* = 1/7 where Y = SEY and Y = log X (b) Let Y = log X Use the mgf technique (with t <r) to show that: Y Exp(1 = r) [ HINT: My(t) = Eletbox] = E[X“) = * **f(x)dt...

  • Let X, X,, ..., X, denote a random sample of size n from a population with...

    Let X, X,, ..., X, denote a random sample of size n from a population with pdf (10) = b exp(@m()).0<x<1 where (<O<0. Derive that the likelihood ratio test of H.:0=1 versus H, :0 #1 in terms of T(x) = ŽI (3)

ADVERTISEMENT
Free Homework Help App
Download From Google Play
Scan Your Homework
to Get Instant Free Answers
Need Online Homework Help?
Ask a Question
Get Answers For Free
Most questions answered within 3 hours.
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT