

1r41 "?? The distance from mi to the ground is yn and the distance from ma...
Q- If Y1,…,Yn is an i.i.d. random sample from a population with mean μY and variance σ2Y, which of the following is not true? 1) Y1,…,Yn are identically distributed random variables 2) Y1,…,Yn are mutually independent random variables 3) Var(Y¯)=σ2Y 4) E(Y¯)=μY
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)
Suppose Y1, Y2, …, Yn are independent and identically distributed random variables from a uniform distribution on [0,k]. a. Determine the density of Y(n) = max(Y1, Y2, …, Yn). b. Compute the bias of the estimator k = Y(n) for estimating k.
1. Suppose X1, ..., Xn be a random sample from Exp(1) and Y1 < ... < Yn be the order statistics from this sample. a) Find the joint pdf of (Y1, .. , Yn). b) Find the joint pdf of (W1, .. , Wn) where W1 = nY1, W2 = (n-1)(Y2 -Y1), W3 = (n - 2)(Y3 - Y2),..., Wn-1 = 2(Yn-1 - Yn-2), Wn = Yn - Yn-1. (c) Show that Wi's are independent and its distribution is identically...
5. Let {xn} and {yn} be sequences of real numbers such that x1 =
2 and y1 = 8 and for n = 1,2,3,···
x2nyn + xnyn2 x2n + yn2 xn+1 = x2 + y2 and yn+1 = x + y .
nn nn
(a) Prove that xn+1 − yn+1 = −(x3n − yn3 )(xn − yn) for all
positive integers n.
(xn +yn)(x2n +yn2) (b) Show that 0 < xn ≤ yn for all positive
integers n.
Hence, prove...
Problem 2.1. Let Y1, ...,Yn be a random sample from a uniform distribution on the interval [0 – 1,20 + 1]. a. Find the density function of X = Y;-0 (note that Yi ~ Uf0 - 1,20 + 1]). b. Find the density function of Y(n) = max{Y;, i = 1,...,} c. Find a moment estimator of . d. Use the following data to obtain a moment estimate for 4: 11.72 12.81 12.09 13.47 12.37.
QUESTION 3 Let Y1, Y2, ..., Yn denote a random sample of size n from a population whose density is given by (Parcto distribution). Consider the estimator β-Yu)-min(n, Y, where β is unknown (a) Derive the bias of the estimator β. (b) Derive the mean square error of B. , Yn).
Suppose
that Y1 , Y2 ,..., Yn denote a random sample of size n from a
normal population with mean μ and variance 2 .
Problem # 2: Suppose that Y , Y,,...,Y, denote a random sample of size n from a normal population with mean u and variance o . Then it can be shown that (n-1)S2 p_has a chi-square distribution with (n-1) degrees of freedom. o2 a. Show that S2 is an unbiased estimator of o. b....
Problem 31 mi ma Two blocks ma = 4 kg and m2 = 9 kg are initially arranged as shown in the figure. They are tied to a massless rope going around the pulley. The pulley has a form of a cylinder e with a mass of M = 8 kg and radius of R = 40 cm. Both the incline and the horizontal surface have a coefficient of kinetic friction uk = 0.15. The incline is at the angle...
f(y)= 3y^2/theta^3 from 0<y<theta, o otherwise. a) Find the pdf of Y(n)= max(Y1,Y2,...,Yn) b) if n=11 find E(Y(n)) c) if n=11 find the pdf of the median