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- 1. Show that if X' , Y' are the deviations of the random variables X and Y from their respective means, then 2 i)r = 1-E (- ii) r = -1 ++E 2N 2N lox Deduce that -1srs1.8. Two independent random variables X1=(-1.0.1) and X2-(0.1) can take the following probability values: P(X1=-1)=p, P(X1=0)=p/2, P(X 1=1) 1-3p/2, P(X_2=0)=p, PIX 2=1)=1-D. If Y-X1 X2, determine the average E(Y). E(Y) =? X₁ = (-1,0, 1) y X₂ = (0, 1) P(X₁ = -1) = p P(X₁ = 0) = { P(X₁ = 1) = 1 - T P(X₂ = 0) = p P(X₂= 1) = 1-p Y = X₁ + X₂B) Let X1,X2, .,Xn be a random sample from a N(u, o2) population with both parameters unknown. Consider the two estimators S2 and ô? for o? where S2 is the sample variance, i.e. s2 =E,(X, – X)² and ở² = 'E".,(X1 – X)². [X = =E-, X, is the sample mean]. %3D n-1 Li%3D1 [Hint: a2 (п-1)52 -~x~-1 which has mean (n-1) and variance 2(n-1)] i) Show that S2 is unbiased for o2. Find variance of S2. ii) Find the bias of 62 and the variance of ô2. iii) Show that Mean Square Error (MSE) of ô2 is smaller than MSE of S?. iv) Show that both S2 and ô? are consistent estimators for o?.
- If X1, X2, ...Xn is a random sample from N(0, σ^2), How would you show the following?An ordinary (fair) coin is tossed 3 times. Outcomes are thus triple of “heads” (h) and tails (t) which we write hth, ttt, etc. For each outcome, let R be the random variable counting the number of tails in each outcome. For example, if the outcome is hht, then R (hht)=1. Suppose that the random variable X is defined in terms of R as follows X=6R-2R^2-1. The values of X are given in the table below. A) Calculate the values of the probability distribution function of X, i.e. the function Px. First, fill in the first row with the values X. Then fill in the appropriate probability in the second row.1.) Consider the discrete random variable with pmf: P(X=x)=(A/(4^x)), x=2,3,4,5,.... What is the value of A?
- Suppose X, Y and Z are independent random variables with var (X) = 4 , var (Y) = 4 , var (Z) = 1/n Find: var (X/2 - Y + the square root of nZ) (divided by -2)7. Suppose that X is a random variable for which the m.g.f. is as follows: V (1) = (3e' + e) for -07. Verify that f(x) = 2.x for x= 0,1,2,.k can serve as a pmf of a random variable X. k(k +1)6. Two independent random variables X1=(-1,0,1) and X2=(-1.0) can take the following probability values: P(X1-1)-p, P(X1=0)=2p, P(X1=1)=1-3p, P(X2=-1)=p, P(X2=0)=1-p. Si X=X1+X2 y Y=X1*X2, determine E(XY).5) Consider the random variable X and Y that represent the number of vehicles that arrive at two separate street corners during a certain 2-minute period. These street corners are fairly close together so it is important that traffic engineers deal with them jointly if necessary. The joint distribution of X and Y is known to be f(x, y) = 9 16 1 4(x+y)' for x = 0, 1, 2,... and y = 0, 1, 2, .... (a) Are the two random variables X and Y indepen- dent? Explain why or why not. (b) What is the probability that during the time pe- riod in question less than 4 vehicles arrive at the two street corners?If X and Y are two independent random variables such that E[X]=,, variance of X = 0?, E[Y]= , and variance of Y=o; ,prove that variance [X,Y]=o°o+ 2°o; + ì;o;. 1 9SEE MORE QUESTIONS