2. If X is a normal random variable with mean µ = 3 and variance o2 = 16, find P{X<11}, P{X>-1 }

Suppose X1,..., Xn is a random sample from an exponential distribution with mean e. If X = 17.9 with n = 50, find (a) a one-sided 95% confidence interval for 0, and (b) a two-sided 95% confidence interval for 0.

Suppose that X₁,..., Xn are i.i.d. from a normal population with mean μ and variance o². Calculate the expected value and the variance of the sample mean X and find the distribution of √n(X − µ).

1) Suppose the following model y; = B1 + u; Where is assumed to be normally distributed with mean zero and variance ơ² . Calculate analytically, following OLS technique, ß, and Var(ß,).

If X is a negative binomial rv, then Y= r+Xis the total number of trials necessary to obtainr S’s. Obtain the mgf of Y and then its mean valueand variance. Are the mean and variance intuitively consistent with the expressions for E(X)and V(X)? Explain

2.STATISTICAL INFERENCE

Show that the characteristic function of a Gaussian random variable with zero mean and variance o² is (= x (@) = exp -0² w² 2

Compute the standard score (Z-score) for x, when x = 21, the mean of the distribution = 27, and the variance (S2) = 9. Z = %3D O 2 -2 .67 -.67

A random sample of n = 19 winter days in Denver gave a sample mean pollution index x1 = 43. Previous studies show that o1 = 10. For Englewood (a suburb of Denver), a random sample of n2 = 18 winter days gave a sample mean pollution index of x2 = 34. Previous studies show that o2 = 13. Assume the pollution index is normally distributed in both Englewood and Denver. Do these data indicate that the mean population pollution index of Englewood is different (either way) from that of Denver in the winter? Use a 1% level of significance. (a) What is the level of significance? State the null and alternate hypotheses. O Ho: H1 H2 O Ho: H1 = l2; H1: H1 < µ2 (b) What sampling distribution will you use? What assumptions are you making? O The standard normal. We assume that both population distributions are approximately normal with unknown standard deviations. O The Student's t. We assume that both population distributions are approximately normal with unknown standard deviations. O The Student's…

A proton emitter produces proton beams with changing kinetic energy that is uniformly distributed between three and eight joules. Suppose that it is possible to adjust the upper limit of the kinetic energy (currently set to eight joules). • What is the mean kinetic energy? What is the variance of the kinetic energy? What is the probability that a proton beam has a kinetic energy of exactly 3.5 joules? a. E(X) = 5.5, V(X) = 2.0833, probability is zero (0) because X has a continuous distribution O b. E(X) = 5, V(X) = 1.33, probability is zero (0) because X has a uniform distribution O c. NONE O d. E(X) = 5.5, V(X) = 2.0833, probability is zero (0) because X has a uniform distribution