Consider a triangle S in the plane with vertices at (0, 0), (1, 0), and (1, 1). Let (X, Y) be a pair of continuous random variables chosen using the uniform distribution over S; that is Calculate E[X|Y = 1/2]. ○ 1/4 01/3 01/2 2/3 3/4 1 fx,y (x, y) = Area(S)' 0, (x, y) = S otherwise.
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- b) Let Z₁ = X-X~N(0,1), and W₁ i) State, with parameter(s), the probability distribution of the statistic, T = ox YHY~N(0,1), for i=1,2,3,...,10, then: oy 10 ii) Find the mean and variance of the statistic T = ² 1,²₁² Σt=12₁ SiaWi iii) Calculate the probability that a statistic T = Z₁ + W₁ is at most 4. iv) Find the value of ß such that P(T> B) = 0.01, where T = Σ₁Z₁²+₁Wi².b) Let Z₁-N(0,1), and W₁ = Y~N(0,1), for i=1,2,3,...,10, then: dx dy i) State, with parameter(s), the probability distribution of the statistic, T = - 154 ii) Find the mean and variance of the statistic T = ₁² 10 iii) Calculate the probability that a statistic T = Z₁ + W₁ is at most 4. iv) Find the value of ß such that P(T> B) = 0.01, where T = ₁2₁² +².Let X ~ U[0,1] and Y = -βln(1-X). What is the distribution of Y? Justify.
- Let X and Y be two jointly continuous random variables. Let Z = X² + Y². Show that F2(=) = L Fxr(V=- yř 19) – Fxy(-v/= = y"l»)] fv (w) dy .Q4) The probability mass function of Y is f(y) = y/6 for y=1,2,3,4. Find the variance of Y.Let X and Y be independent uniform random variables on (0,1). a) Find the variance of Z1=min(X,Y). b) Find the variance of Z2 = max(X,Y).
- Consider X ∼ Unif(0, 1), and find the distribution of Y = 1/X.b) Let Z₁ = X-XN (0,1), and W₁ dx YHY~N(0,1), for i = 1,2,3,...,10, then: dy i) State, with parameter(s), the probability distribution of the statistic, T = - 54 1² ii) Find the mean and variance of the statistic T = Σ},wp? Σ1,2,3 iii) Calculate the probability that a statistic T = Z₁ + W₁ is at most 4. iv) Find the value of ẞ such that P(T> B) = 0.01, where T = Σ₁Z₁² + ₁ W₁².Let {Xi}ni be IID from Uniform(θ,0). Find the likelihood function and the MLE of θ