1. Assume that Z is a standard normal random variable (i.e., it is a normal random variable with mean 0 and variance 1). Show that the moment generating function for Z is mz(t) = et/2. Recall that by definition, the moment generating function for Z is E[etZ]. 2. Let L = ez be a log-normal random variable. Use the moment generating function for Z to derive the mean and variance of L.

1. Assume that Z is a standard normal random variable (i.e., it is a normal random variable with mean 0 and variance 1). Show that the moment generating function for Z is mz(t) = et/2. Recall that by definition, the moment generating function for Z is E[etZ]. 2. Let L = ez be a log-normal random variable. Use the moment generating function for Z to derive the mean and variance of L.

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Similar questions

Consider an estimator of μ: W= 1/6 Y1+1/16Y2+1/4Y3+1/8Y4+1/2Y5 This is an example of a weighted average of the Yi's. Show that W is also an unbiased estimator of μ. Find the variance of W.
34% of CSU students participate in the Statistics Games while they attend CSU. You take a random sample of 40 students. You want to determine the probability that more than 15 of them have participated in the Statistics games. Since the conditions are met, you decide to use the Normal model to find your answer. What is the z-score for this problem? Hint: You need to use the Continuity Correction. Give your z-score to 2 decimal places.
The average age at which adolescent girls reach their adult height is 16 years. Suppose you have a sample of 29 adolescent girls who are developmentally delayed, and who have an average age at which they reached their adult height of 17.8 years and a sample variance of 77.4 years. You want to test the hypothesis that adolescent girls who are developmentally delayed have a different age at which they reached their adult height than all adolescent girls. Calculate the t statistic: t= (round to one decimal)
The built-in data set, rock, is a data frame recording the measurements of rock sample from a petroleum reservoir. We are interested in the area column of rock. Using R we can convert this column into the vector x by the assignment x<-rock$shape. Assume that the n area measurements x=(x1, x2,...,xn) are a random sample from a population with true unknown mean ? and true unknown variance ?2. Remember, let x be defined by x<-rock$shape.
Suppose that a random man's weight from a certain population is M~ Normal (μ = 200, o²49) and a random woman's weight is W ~ Normal( 140, o² = 25). If M and W are independent, what is the variance of the difference between a man's weight and a woman's weight, i.e. Var (M-W)? (a) 340 (b) 24 (c) 140 (d) 200 (e) None of the above
Q2
Compute E(310) for the following model, where & wn(0, 0.16), i.e., a white noise process with mean zero and variance 0.16. Please give the exact answer. 1 Me=Mt-2+ Ct, 30 = 1.
Consider the one-way analysis of variance model Xij = µ + a; + Eij, i= 1,.., m, j= 1,..., ni, where ɛij ~ N(0,0²) are independent. Let n= n1 + · ·+ nm, ... ni 1 ni 1 X;. >Xii for i = 1,..., m, and X. = - ΣΣΧ. ni j=1 i=1 j=1 (a) Show that SS(TO) = SS(T) + SS(E), where SS(TO) = E E i=12j=1 (Xij – X..)², m m ni SS(T) Σι (X.-Χ.) and SS(E) -ΣΣ (Χ- X.) . i=1 i=1 j=1
Please help with this practice problem
Let X-1: correct, X=0 : wrong And P= Pr(X=1)=2/5 What is the variance? .32 O.6 O .4
Let X have beta distribution with a = 2 and B = 3. Then the mean and the variance of X, respectively, are Select one: O a. 0.04 and 0.4 O b. 0.02 and 0.04 O c. 0.4 and 0.04 O d. 0.4 and 0.20
2