Let X₁, X₂, X, be a random sample from the uniform, U(0, 0) distribution and n Y = max(X₁, X₂,..., X). Assume that (Y+c, Y + d) is an interval estimator of 0, where 0 ≤ c < d. Find the confidence coefficient of this interval estimator of , as →→ ∞0. (Hint: Define T = Y -)
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- Let X1,...,Xn be a random sample from the distribution f(x) = 2x, 0 < x < 1. Find the distribution of the sample maximum X(n)The number of clients a store has during a week is Poisson distributed with - 25. The amount of money spent by each client follows a random = el,000t+250t2. Assuming the mean A variable with moment generating function o(t) independence between the number of clients, and the amount of money spent by each client. Find the mean and variance of the amount of money received by the store every week.If the random variable X follows the uniform distribution U= (0,1) What is the distribution of the random variable Y= -2lnX. Show its limits.
- Let X1,X2,.,X, be a random sample from f(x;8) = 0e-8xIq0,c0) (x). Find a 100y or (1 - a)100 percent confidence interval for the mean of the population.Let X1, X2, X3, ..., X, be a random sample from a distribution with known variance Var(X,) = o², and unknown mean EX, = 0. Find a (1 – a) confidence interval for 0. Assume that n is large.Vo)) 4663%9:39 PM You Just now (2) The two basic SDEs. Solve the following SDEs and find the expectation and variance of X₁. (i) dX, X,dt - 2XdB₁, Xo = 2. (ii) dx = -2X du +4dBu, 1 ≤u≤ 4, X₁ = 3.
- 3. Let X1,.., Xn be a random sample from a uniform distribution on the interval [a, b). In other words, X U(a, b). Obtain method of moments estimators for a and b.Let X1, X2, X3 be a random sample from a distribution with p.d.f. f(x; 8) = e-(-0) I(8,00) (). Here we use the indicator function of set A defined by I4(æ) = 1, when a E A, zero, elsewhere. Let Y be the first order statistic and let Y be the third order statistic. Then, Select one: O a. Y is sufficient and Y is sufficient. O b. Y is sufficient and Y is not sufficient. O c. Y is not sufficient and Y, is not sufficient. O d. Y, is not sufficient and Y, is sufficient.Q11. Let X1,X 2,.,X, be a random sample from a Poisson distribution with parameter 2. (a) Find the Cramer-Rao lower bound for the variance of any unbiased estimator of 1. (b) Find the maximum likelihood estimator (m.l.e.) of å. (c) Is this m.l.e. unbiased and does its variance attain the Cramer-Rao lower bound?