1. a. Let X be have a Gamma(2,1) distribution. That is the density of X is fx(x) = re", a 2 0. Find the mgf of X. b. Let X1, X2 be iid Exp(1). Show that X1+ X, has a Gamma(2,1) distribution. (Hint: use mgf argument).

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
icon
Concept explainers
Question
100%
1.
a. Let X be have a Gamma(2,1) distribution. That is the density of X is
fx(x) = re", x 2 0.
Find the mgf of X.
b. Let X1, X2 be iid Exp(1). Show that X1+ X2 has a Gamma(2,1) distribution.
(Hint: use mgf argument).
Transcribed Image Text:1. a. Let X be have a Gamma(2,1) distribution. That is the density of X is fx(x) = re", x 2 0. Find the mgf of X. b. Let X1, X2 be iid Exp(1). Show that X1+ X2 has a Gamma(2,1) distribution. (Hint: use mgf argument).
2.
a. Let X1, X2 be iid Exp(A) be a sample of size 2 from an Exp(A) distribution.
Find k so that
0 <A < k(X1 + X2)
is a 1 - a CI for A.
Hint: use problem 1 and you can freely use the quantile r(2.1).a of a Gamma(2,1)
distribution in the answer without explicitly calculating what I(2,1),a is. Reminder
of the quantile F'(2,1).a notation : if X is Gamma(2,1) then
P(X > I(2,1).a) = a.
b. Let X1, X2, .,X,, be iid Exp(A) be a sample of size n from an Exp(A) distri-
bution. Find k so that
...
0 <1 < kX
is a 1 – a CI for A.
Hint: generalize from part a.
Transcribed Image Text:2. a. Let X1, X2 be iid Exp(A) be a sample of size 2 from an Exp(A) distribution. Find k so that 0 <A < k(X1 + X2) is a 1 - a CI for A. Hint: use problem 1 and you can freely use the quantile r(2.1).a of a Gamma(2,1) distribution in the answer without explicitly calculating what I(2,1),a is. Reminder of the quantile F'(2,1).a notation : if X is Gamma(2,1) then P(X > I(2,1).a) = a. b. Let X1, X2, .,X,, be iid Exp(A) be a sample of size n from an Exp(A) distri- bution. Find k so that ... 0 <1 < kX is a 1 – a CI for A. Hint: generalize from part a.
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 2 steps with 2 images

Blurred answer
Knowledge Booster
Continuous Probability Distribution
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, statistics and related others by exploring similar questions and additional content below.
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman