

15. (30 points) Let Y1 < Y2 < Y3 < Y4 be the order statistics of a random sample of size n = 4 fr...
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)
Let Y1< Y2< Y3< Y4< Y5 be the order statistics of n=5 independent observations from the exponential distribution with mean= 1. determine P(Y1>1) and find the pdf of Y5
7.46. Let Yi < Y2 Y, be the order statistics of a random sample of size 3 from the distribution with p.d.f. zero elsewhere. Find the Joint p.d.f. of Z.-,, Z,-, and Z,- YYY,. The corresponding transformation maps the space 12 Show that z, and z, are joint sufficient statistics for θ1 and θ2.
7.46. Let Yi
Let Y1, Y2, …, Y4 be a random sample from a normal distribution with mean 10 years and standard deviation 2.5 years. Find the following probabilities. A. P(Y4 > 14 years) B. P(Y1 + Y2 + Y3 + Y4 < 36 years) C. P{(Y1 < 9 years) and (Y2 < 9 years) and (Y3 < 9 years) and (Y4 < 9 years)} Note: B and C are asking different questions. D. Find E(Y1 +...
Let Y1 N(1,1), Y2 N(2,2), and Y3 N(3,3) be independent random variables. Find a new random variable Y4 that is a function of Y1, Y2, and Y3 such that Y4 has a t-distribution with 2 degrees of freedom, and explain why it has that distribution. (To avoid confusion, the parameters in the normal distributions above are the mean and the standard deviation.)
4. I. Let Yǐ < ½ < ⅓ < Ya be the order statistics of a random sample of size n = 4 from a distribution with pdf f(x) 322, 0<< 1, zero elsewhere. (a) Find the joint pdf of Ys and Ya (b) Find the conditional pdf of Ys, given Y-y (c) Evaluate Evsl (d) Compute the probability that the smallest of the random sample exceeds the median of the distribution
Statistics - Introduction to Probability
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Let Y1 and Y2 be continuous random variables with the joint p.d.f. (probability density function) f(V1, V2) given by Vi + V2 for Os Visl and O SV2 s 1 f(V1, V2) { 0 elsewhere Find the marginal c.d.f. (cumulative distribution function) of a random variable Y1
Let Y1, Y2, and Y3 be independent, N(0, 1)-distributed random variables, and set X1 = Y1 − Y3, X2 = 2Y1 + Y2 − 2Y3, X3 = −2Y1 + 3Y3.Determine the conditional distribution of X2 given that X1 + X3 = x.
Let Y4 be the largest order statistic of a sample of size n = 4 from a distribution with uniform pdf f(x; θ) = 1/θ, 0 < x < θ, zero elsewhere. If the prior pdf of the parameter g(θ) = 2/θ3, 1 < θ < ∞, zero elsewhere, find the Bayesian estimator δ(Y4) of θ, based upon the sufficient statistic Y4, using the loss function |δ(y4) − θ|.
6.62. Let Yi < Y2 < . . . < Y, be the order statistics of a random sample of size n from the distribution having p.df.f(x)-2x/g, 0<x <θ, zero elsewhere (a) If 0 < c < 1, show that Pr (c < Y,/θ < 1)-1-eM (b) If n=5 and if the observed value of Y, is 1.8, find a 99 percent confidence interval for 0.